Evaluating indicators on SP500 index in a multi instrument strategy

[cbaer]

Hi
I was wondering how I could evaluate indicators
on the SP500 index in a multi instrument strategy.
Example:
60min ES 09-09 first instrument
SP500 as a second instrument does not work:

 
string secondInstrumentStr = "SP500";
Add(secondInstrumentStr, PeriodType.Day, 1);

as OnBarUpdate is never called

what works is

 
secondInstrumentStr = "ES 09-09"; 
Add(secondInstrumentStr, PeriodType.Minute, 960);

but of course I can not use longer term indicators on
a futures contract as there is only a maximum amount
of <300 days available for each contract.

How can I incorporate indicators on the SP500 in a
strategy trading the ES?`

Thx cbaer

[NinjaTrader_Ben]

Hello,

Be sure you understand this:

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

Let me know if you have any more questions.

[cbaer]

Hi Ben,

of course I read the link you posted. Although one can never be sure not to have missed something.
My question was related to using an instrument that is not
tradable in itself like 1min ES 09-09 (tradable) with 1d SP500 (Not tradable as it is an index). As a workaround I am currently using 960min ES 09-09 bars (= 1day SP500 plus overnight data) so I guess understanding
the very useful link below is not the issue.

When I debug the code using SP500 1d as input I never even get a call to
the OnBarUpdate method, so I was wondering if an index is not allowed in
multiinstrument strategy. When using the 960m bars of ES no problem occures.
The question arises if you have a workaround to offer for using indices for decision making in a strategy?

Thx cbaer

Hello,

Be sure you understand this:

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

Let me know if you have any more questions.

[NinjaTrader_Ben]

Hello,

No, you can use indices in your code. As you mention you cannot trade them.

Does your data feed support daily data? Do they support the SP500?:

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

You may or may not want to use a longer min. interval if you do not have daily data.

[captain rusty]

Macd Color Bars...that Chang The Colors Of The Candle

Quote:
Originally Posted by captain rusty
hi ben , captain rusty here, i am looking for the elusive indicator macd color bars..!!! where, when the macd is some where a round the water line, the candle is black, when the macd is up the candle is green, when the macd is down the candle is red.........for ninja trader........thank you

hi ben , captain rusty here, i am looking for the elusive indicator macd color bars..!!! where, when the macd is some where a round the water line, the candle is black, when the macd is up the candle is green, when the macd is down the candle is red.........for ninja trader........thank you

[NinjaTrader_Bertrand]

captain rusty, welcome to the forums - to see some custom MACD variations, please check into this link here - http://www.ninjatrader-support2.com/...ch=MACD&desc=1

You can create custom bar coloring in your indicators with the BarColor method - http://www.ninjatrader-support.com/H.../BarColor.html

For general NinjaScript coding tutorials, please check this link out - http://www.ninjatrader-support.com/H...verview18.html