Multiple of the *same* instrument

[heech]

Hi,

I'm looking into integrating all of my instruments into a single strategy run... so that instead of launching 20 charts, I only need to launch one.

So, my plan is to Initialize() and add all of the instruments I'm working with (including multiple timeframes for each strategy). I assume that part will work correctly.

Now... what if I want to include the same instrument *twice* here? Will that work? Will orders be allocated to the correct copy of the instrument? Here's what I mean, exactly:

In initialize():

Add("MSFT", PeriodType.Minute, 5);
Add("MSFT", PeriodType.Minute, 10);
Add("MSFT", PeriodType.Minute, 30);
Add("MSFT", PeriodType.Minute, 5);
Add("MSFT", PeriodType.Minute, 10);
Add("MSFT", PeriodType.Minute, 30);

... will I get two calls into OnBarUpdate, one for each of MSFT at 5 minutes, with their own context set correctly? Or will I break things? I can test the OnBarUpdate part, but what about order handling? Will OnOrderUpdate() be able to figure out which execution belongs to which context?

[NinjaTrader_JoshP]

It will create the additional bars series, but other than that you are just going to have to play with it to see which triggers first. OnOrderUpdate() will only be able to figure out things to the extent of how you keep track of them via entrySignal names and IOrder objects.

[heech]

It will create the additional bars series, but other than that you are just going to have to play with it to see which triggers first. OnOrderUpdate() will only be able to figure out things to the extent of how you keep track of them via entrySignal names and IOrder objects.

Ah, that's right, of course... entrySignal will be very helpful here. Will give it a shot.

In addition to creating additional bar series, you believe OnBarUpdate() will be called, correct? Well, as I said, I'll test and report back if otherwise.

[NinjaTrader_JoshP]

Right, they will be called. You have the bars series so they will trigger.