Optional instrument

[ct]

Scenario: I have an strategy that uses an instrument that comes from a secondary data feed. I have a friend that wants to use my strategy. They don't have the secondary data feed.

Question: If they don't have the feed or instrument active what will the NT strategy do? I didn't know if I needed to modify it to make the check optional or if it would just return zeros on the values.

Cliff

[NinjaTrader_Ray]

Good question. Although I believe I know what will happen, I will need to double check with Dierk. He will likely reply later on late this evening.

[ct]

Thanks Ray

ok, I didn't want to remove it my system and erase my history if I didn't have to.

Cliff

[NinjaTrader_Dierk]

He needs to have a feed for the secondary instrument as well. No data -> no OnBarUpdate will be triggered.

[imisuno]

Detecting if datafeed/instrument is available?

In addition to this topic, how one can detect programmatically if a call to BaseStrategy.Add() was successful, and corresponding instrument will be available in OnBarUpdate at expected index through BarsArray/Opens/Closes etc properties?

Scenario:
Initialize()
{
Add("Secondary feed instrument", Ticks, 50);
Add("Primary feed instrument");
}
OnBarUpdate()
{
BarsArray[1] // <-- what instrument it will refer to if there was no secondary feed?
}

Thanks!

p.s. Testing whether BarsArray.Length increased after Add() causes run-time exception (cannot access BarsArray property in Initialize() method...).

[NinjaTrader_Ray]

Hi,

1) If there was no instrument in BarsArray[1] then the strategy would throw an exception (seen in the Log tab) and terminate

2) Correct, you can not access BarsArray from the Initialize() method

[imisuno]

Ray, thank you very much.
Sorry, I have not described in details what I am trying to achieve. I need to know at runtime whether instrument was added successfully or not, i.e., which instrument BarsArray[1] would refer to, in the example below, "Secondary feed" or "Primary", so that my strategy will know which instruments it is using.

Sure, I can add all primary instruments first and then detect that there are no secondary ones, and to disable all checks involved. Ok, I think this is acceptable.

Thank you again.

[NinjaTrader_Ray]

You have to perform the check in OnBarUpdate().

if (BarsArray[1] != null)
    Print(Instruments[1].FullName);