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How to get the price of another instrument in a strategy

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    How to get the price of another instrument in a strategy

    I'd like to make a strategy that uses the price (or an indicator) of another instrument. For example:

    buy SPY market open when QQQQ closed up more than 1%

    or

    buy SPY when QQQQ MA(20) is above 0

    So far in the strategy wizard I cannot find a way to access information about another instrument. Is this possible? I saw some things were planned for NT 7 but I'm not sure if this falls into that category of multiple instruments or not. It seems like a simple thing to do so I'm hoping it's possible (I can't wait for v7).

    Thanks

    #2
    Multi-series is not supported via the Strategy Wizard. You can do what you want but you need to manually program it.
    RayNinjaTrader Customer Service

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      #3
      Originally posted by NinjaTrader_Ray View Post
      Multi-series is not supported via the Strategy Wizard. You can do what you want but you need to manually program it.
      I'd like to break myself from the strategy wizard addiction. Do you have a link to an example? Thanks.

      Comment


        #4
        Please take a look at the following link, which will provide you information to create strategies that uses multiple instruments.

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          #5
          Originally posted by cunparis View Post
          buy SPY market open when QQQQ closed up more than 1%
          In my first example, I just want to use the previous close of QQQQ. Isn't there a way to get the closing price of an instrument in a strategy? In barupdate for example, can't I just get the close of QQQQ? That's all I need.

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            #6
            Yes. You do it by creating a multi-instrument strategy. Run PriorDayOHLC() on that bar series and then you are set.
            Josh P.NinjaTrader Customer Service

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