Multi Instrument trading from the same strategy

[stefy]

I'm trading a strategy on about 20 different securities. Since I find it cumbersome to start the strategy on each security (and also PnL aggregation is not fun), I was thinking to use Add() to put all securities in the same strategy and then trade them altogether (getting a total PnL, I assume).
Am I correct that I need to:
- run the same conditions for each security, e.g.
if Closes[0][0] > Closes[1][0]
if Closes[0][1] > Closes[1][1]
if Closes[0][2] > Closes[1][2]

etc

- run the Entry / Exit orders for each security, e.g.
EnterLong(0, "buy sec1", ...)
EnterLong(1, "buy sec2", ...)
EnterLong(2, "buy sec3", ...)

Just need to make sure before starting such an intense copy & paste session!

Thank you

[NinjaTrader_Bertrand]

Stefy, please check into this link here for creating a MultiSeries strategy -

http://www.ninjatrader-support.com/HelpGuideV6/MultiTimeFrameInstruments.html

For the Closes notation, it's the other way round -

 
Closes[int barSeriesIndex][int barsAgo]

NinjaTrader 7 would also make this multiple strategy deployment process more convenient by adding features to save applied strategy with settings and restarting those then on one click -

http://www.ninjatrader.com/webnew/NT7/NinjaTrader7.html