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Multi-Instruments Strategy analyzer

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    Multi-Instruments Strategy analyzer

    Hi,

    I have a multi-instrument strategy that Add 1440 minute and 15 minute bar series to it.
    So the 1440m series is BarsInProgress ==1 and the 15m BarsInProgress==2.

    What should be the Primary bar in progress 1440m or 15m?

    I ask because when I run the strategy in the Strategy analyzer on 1440m everything seems to be fine but when I run it on 15m I get empty results.

    Tx in advance!

    #2
    freewind, this can't be generalized unfortunately as it would depend on how you structured your code and BIP calls, you would need to add TraceOrders to your Initialize() and then further debug what's not working / calculating as expected when the primary is the 15 min (why do you add a duplicate series anyways?).
    BertrandNinjaTrader Customer Service

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      #3
      I add a duplicate series to be more sensitive with my Stop Loss and Take Profit then the signal series.

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        #4
        I have to understand it.
        I have a strategy on Daily bars that call for 15 minute bars(same instrument) and then add an Indicator.
        Then I run the strategy analyzer on 30 minute bars(for fun), when does the indicator OnBarUpdate() will be called? Daily, 15m or 30m?
        My guess is 30m because it is the primary series.

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          #5
          It will always depend on your code structure and for which BarsInProgress events you filter OnBarUpdate() to be called - for the Add() ed indicator it would refer to the primary series unless coded to do otherwise (so 30 min in your case).

          BertrandNinjaTrader Customer Service

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