Add("ZC 12-14", PeriodType.Minute, 30);

[Tony345]

Dear NinjaTrader,

I am trying to run multiple futures in one strategy.

I put the below in Initialize(), but the strategy does not run (not turn green), and no error message either. The strategy is set up for "ZW 12-14", 30m bar.

Add("ZS 01-15", PeriodType.Minute, 30);

Is my name "ZS 01-15" used wrong?

Thank you

[NinjaTrader_Matthew]

Your use of ZS 01-15 is valid, however when dealing with multi series scripts, you do need to ensure that all added data series have met their bars required before it will begin processing OnBarUpdate().

The default bars required is 20.

To ensure that you have met this, you need to first increase the number of "days to load" or "bars" that are processed in the strategy settings to ensure you have at least twenty 30-minute bars (in your case) or any other series added through code or on a chart.

You will also need to add some checks at run time to skip over bars which do not yet meet the requirement at the beginning of OnBarUpdate

protected override void OnBarUpdate()
{
//if the current bar array of 0, or the current bar array of 1 is less than bars required, do nothing

if(CurrentBars[0] < BarsRequired || CurrentBars[1] < BarsRequired)
return;
}

CurrentBars[0] is the primary series on your chart, and CurrentBars[1] is the series you Add. You'd need to expand this if you ever wanted to add additional series.

Please review the information on the following page in term of standard practices for your multi-series scripting:

http://www.ninjatrader.com/support/helpGuides/nt7/multi_time_frame__instruments.htm