Strategy that uses advancing issues ends up have trades for that index

[Kel108]

1) I have a strategy that uses nyse index data such as trin or in this case advancing issues. I am filtering my trades with this data with the intention of trading the main issue which is usually an emini futures contract - but when I historicalyl test this system I get some trades where the system buys/sells the ADV index itself . Do I need to somehow specificy which data I want to trade - somehow I thought that was done when i chose the market to test in the strategy analyzer window. I am simply using the EnterLong() / EnterShort() commands in my ninja script c# code.

2) I am also using eSignal data to historically test...is there anyway that I can test their continuous contract data for example for the emini S&P 500 the esignal symbol is ES #F?

3) Finally is there an easy command I can use to plot the secondary data in the strategy analyzer chart that comes up - the analyzer chart presently only shows the primary market I am testing. Do I need to have a command in the ninja script of my system to plot ADV?

Thanks in advance. I appreciate how responsive support is in this forum! If you need further details please let me know.

[NinjaTrader_Matthew]

Hello,

Thank you for your post.

1) Yes, on a multi-series strategy, you will need to specify the bars array that you'd like to submit the order on:

EnterLong(int barsInProgressIndex, int quantity, string signalName)

EnterLong(0, 1, "myLongEntry);

2) You can load a continuous contract by using "##-##" as the expiry. You will find this at the bottom of the the "expiry" list from the Instrument Manager.

3) Unfortunately a second data series cannot be added through the strategy analyzer. You will need to add this from a chart itself. When you add a strategy to a chart, you will still be able to view the historical performance such as you get in the strategy analyzer when backtesting. This is brought up by right clicking on the chart--> select "Performance"--> Historical

Please let me know if you have additional questions.

[Kel108]

re: 1) Thanks for this info - would I also need these parameters on an exit as well?

Would ExitLong() work or should I used ExitLong(0,1,"exitlong"); as well?

Thank you!

[NinjaTrader_Matthew]

You would need to specify on the exit order as well.