BarsInProgress

[stefy]

Hi,
I used the SampleMultiInstrument to build a strategy but it doesn't work (I get no trades).

I added two instruments:
Add("ES 03-09", PeriodType.Minute, 1);
Add("NQ 03-09", PeriodType.Minute, 1);

Then in OnBarUpdate() I used (I want to trade only the primary bar object, which in my case is SPY 1min)
if (BarsInProgress != 0)
return;

Then I create my DataSeries (from the two added instruments) and so on (maybe it's here my mistake)?

The the conditions, for instance:
if (Signal1[0] < Low && Signal2[0] > 0.5)
{
EnterLong(DefaultQuantity, "Long");
}

(Signal1 and Signal2 are custom DataSeries generated in OnBarUpdate).

What is wrong?

Many thanks

[NinjaTrader_JoshP]

stefy,

Would not know unless you provided more information as to what you think is wrong. What is the behavior you want? What is the behavior you are seeing? Also, if you feel you made the custom DataSeries wrong please post the code in relation to that. Thank you.

[stefy]

protected override void Initialize()
{

Add("ES 03-09", PeriodType.Minute, 1);
Add("NQ 03-09", PeriodType.Minute, 1);

CalculateOnBarClose = true;

fut1fut2 = new DataSeries(this);
RSI_fut1fut2 = new DataSeries(this);
Signal1 = new DataSeries(this);
}

protected override void OnBarUpdate()
{
fut1fut2.Set(BarsArray[1][0] - BarsArray[2][0]);
RSI_fut1fut2.Set(RSI(fut1fut2, p)[0]);
Signal1.Set(SMA(RSI_fut1fut2, p)[0]);

if (BarsInProgress != 0)
return;

// Condition set 1
if (RSI(p)[0] < Low && Signal1[0] > 0.5)
{
EnterLong(DefaultQuantity, "Long");
}

// Condition set 2
if (RSI(p)[0] > High && Signal1[0] < -0.5)
{
EnterShort(DefaultQuantity, "Short");
}

// Condition set 3
if (Position.MarketPosition == MarketPosition.Long
&& RSI(p)[0] > 0)
{
ExitLong("", "Long");
}

// Condition set 4
if (Position.MarketPosition == MarketPosition.Short
&& RSI(p)[0] < 0)
{
ExitShort("", "Short");
}
}

Behavior I'm seeing: no trades.
Behavior I wish to see: trades!

[NinjaTrader_JoshP]

fut1fut2.Set(BarsArray[1][0] - BarsArray[2][0]);

You can't use BarsArray like that. You need to say what you want to look at. For instance, close prices would be: Closes[1][0] - Closes[2][0]. If you had an indicator then you could do something like: SMA(BarsArray[1], 10)[0]

[stefy]

Thank you, you're right, such a silly mistake.
Nevertheless, I keep on getting no trades.

[NinjaTrader_JoshP]

stefy,

I am wondering how you got this code to compile.

RSI(p)[0]

RSI takes at least two parameters. http://www.ninjatrader-support.com/H...hIndexRSI.html