Multi Instrument in one or many strategies

[kucharek]

Hello,

I am running my multi time frame strategy on 18 instruments. Now I have 18 separate strategies enabled in Strategies Tab.

What is the better practice:
1) Running multi instruments the way I do it now, or
2) Merge everything in one strategy?

Please support.

[NinjaTrader_Bertrand]

kucharek, this depends mostly on preference. When you're running from one script via MultiSeries it would be possible to have cross communication and a cumulative backtest. However running live any trades on the non primary series would not be visualized.

[kucharek]

Thanks. Is there any difference regarding processing speed and PC memory usage?

[NinjaTrader_Bertrand]

I would not expect major differences, so for performance I would not implement.

[norchango]

Multiple instruments in the same strategy

Hi,

I would like to see previous bars for multiple symbols in the same strategy (similar to pairs trading). How can I implemen this?

Thanks,
Carlos

[NinjaTrader_Bertrand]

Welcome to our forums - you can add symbols to the script using the Add() command in Initialize() -

http://www.ninjatrader.com/support/helpGuides/nt7/add3.htm?zoom_highlightsub=add

In your OnBarUpdate() you can then reference current and previous bars price data for conditions via Closes - http://www.ninjatrader.com/support/h...nt7/closes.htm

Similiar keywords exist for Opens, Highs and Lows as well.

[preet72787]

Good idea. Thanks for sharing this post.