Multiinstrument for single instrument...

[MXASJ]

Greetings Ninja Gurus,

I'm sure I've missed this somewhere but I'm using the multiinstrument code to add a second time frame filter to a strategy. For example;

protected override void Initialize()
{
//adding a range chart filter
Add("ES 09-09", PeriodType.Range, 4);
// below is the regular add stuff
Add //this and that to the chart

CalculateOnBarClose = true;
}

... and then the code looks at things in a x minute timeframe.

Where I'm adding ES 09-09 in the code I'd prefer it adds the instrument of the chart I'm using... so if I call up an ES chart it adds the 4 range ES filter, if I call up a CL chart it adds the 4 range CL filter, etc. In the above example the 4-range filter will always be ES 09-09. Can you point me where to look? Thanks.

Re reading my question it sounds like I'm on drugs but basically I'm trying to add a higher order time/range/volume or whatever filter to an instrument in a strategy.

[NinjaTrader_Bertrand]

MXASJ, thanks for the post - unfortunately you can't dynamically add bars objects in the Initialize(). You would need to code this out for each instrument you need.

[kdoren]

You can add a bars object in Initialize, and if you simply leave out the symbol it will default to the same symbol as the primary bars object, i.e.:

protected override void Initialize()
{
CalculateOnBarClose = true;
Add(PeriodType.Day,1); // Add bars object for daily bars

}

Then in OnBarUpdate you can have your filtering code run if (BarsInProgress ==1).

This will add a daily bars object for the same symbol as the primary bars object. I've never tried it with range bars but I would expect it should work the same way.

Unless I misunderstand your question I think this will do what you want...