Multi instrument time synchronisation

[Operandi]

I'm running a strategy with three instruments, each on 1 minute charts, however I notice that the charts become unsynchronised quite often using the code below in OnBarUpdate():

Is there a way to improve the synch of multiple instruments?

Thanks

Chris

if (Times[0][0] != Times[1][0] && Times[0][0] != Times[2][0])
            {
                Print(Time[0] + " Times not synchronised");
                return;
            }

[NinjaTrader_JoshP]

Hi Operandi,

The various bar objects are not intertwined together in the sense that just because one of the bar objects fires off an 10am event the others do not have to fire off 10am events as well.

The bars objects are triggered whenever their underlying instruments have incoming data. If one instrument has a 10am event at this very moment, the other objects can still be at 9:59:59am event or even on a 10:00:01 event. It all depends on the timestamp of the incoming data of the particular instrument.

[Operandi]

Hi Josh

Thanks for this clarification.

So it makes perfect sense to test for the same timestamps for each of the instruments and ignore events where they are out of synch because of different event timings in the instrument data streams.

Chris

[NinjaTrader_JoshP]

Yes, it is expected that timestamps across different instruments can be different depending on when their latest data comes in.