Multi Instrument

[edgeliner]

If I want to place 2 orders from a chart (i.e. EUR/USD and GBP/USD), can I use the BarsArray with forex? In other words, is this correct:

protectedoverridevoid Initialize()
{
// Add a 5 minute Bars object to the strategy
Add("$EURUSD", PeriodType.Minute, 5);

// Add a 15 minute Bars object to the strategy
Add("$GBPUSD", PeriodType.Minute, 5);
}

and then submit and order to buy the EURUSD and sell the GBPUSD this way..........

if (BarsInProgress == 1)
{
// Submits a buy market order for eur/usd
EnterLong();
}
// Checks if OnBarUpdate() is called from an update on GBP/USD
if (BarsInProgress == 2)
{
// Submits a Sell market order for gbp/usd
EnterShort();
}

[NinjaTrader_Bertrand]

Yes edgeliner, a bars series is an object, no matter what types / markets you apply this to.

BarsInProgess - which bars objects calls the OnBarUpdate() ? - http://www.ninjatrader-support.com/H...BarSeries.html

BarsArray - holds an array of data points for the added bars objects - http://www.ninjatrader-support.com/H...BarSeries.html

For more specific access you can work with Closes, Highs, Lows and Opens for example.

[edgeliner]

That's what I thought....but I am not getting any trades from this?????

[NinjaTrader_Bertrand]

Please check into the log for errors and enable TraceOrders = true in the strategy Initialize(), to check please open the output window from the Tools entry.

[edgeliner]

Bertrand......

I am running TraceOrders = True and other than this:

10/30/2009 11:25:42 AM Entered internal SetStopTarget() method: Type=TrailStop FromEntrySignal='' Mode=Ticks Value=30 Currency=0 Simulated=False

No other messages.

Anyway, still no trades....... with this code.......

protected override void Initialize()
{
Add("$EURUSD", PeriodType.Minute, 1);
Add("$GBPUSD", PeriodType.Minute, 1);
SetProfitTarget("", CalculationMode.Ticks, 20);
SetStopLoss("", CalculationMode.Ticks, 15, false);
TraceOrders = true;
CalculateOnBarClose = true;
}

/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{

// Checks if OnBarUpdate() is called from an update on EUR/USD minute Bars
if (BarsInProgress == 1)
{
if (Close[0] < EMA(300)[0])
EnterLong();
}

// Checks if OnBarUpdate() is called from an update on GBP/USD minute Bars
if (BarsInProgress == 2)
{
if (Close[0] < EMA(300)[0])
EnterShort();
}

Any other ideas????? (By the way, the close IS below the 300 EMA)

Thanks!

[edgeliner]

I just noticed that it is not even showing up under the "Strategies" tab in the control Center????

[NinjaTrader_Bertrand]

Ok, so you're starting this from the chart correct?

Which feed are you using, it it supporting FX data?

Any error the log would show you after this is applied?

Does the normal SampleMACrossOver work for you as expected?

[edgeliner]

Ok, so you're starting this from the chart correct?
Yes!

Which feed are you using, it it supporting FX data?
Gain Capital (Forex.com)

Any error the log would show you after this is applied?
In the Output Window?

Does the normal SampleMACrossOver work for you as expected?
Yes!

Very strange isn't it?

[edgeliner]

Bertrand....found it....what do you make of this from the Log???

10/30/2009 11:26:45 AM Strategy The strategy 'October30' has called the Add() method with an invalid instrument. Either '$GPBUSD' does not exist in the Instrument Manager or the specified exchange has not been configured.

[NinjaTrader_Bertrand]

Please try adding $GBPUSD, not $GPBUSD...that would not be found in your instruments.

[edgeliner]

Oh yea....that was an old message from the log. I had already changed the typo. The more I look into it, it is trying to pull up other misc systems from my computer. Take a look at these 2 messages.......

10/30/2009 11:44:23 AM Strategy Failed to call method 'Initialize' for strategy 'TheLuckyLongJuly29': 'Position' property can not be accessed from within 'Initialize' method

10/30/2009 11:44:26 AM Strategy Starting NinjaScript strategy 'ALLpivotPLAY/8ad2cd3b76c749f3a0d42116feb0a2ac' : On starting a real-time strategy - StrategySync=SubmitLive EntryHandling=UniqueEntries EntriesPerDirection=3 StopTargetHandling=PerEntryExecution ErrorHandling=StopStrategyCancelOrdersClosePositio ns ExitOnClose=False Set order quantity by=Strategy

Can you make sense of that??? Can I just delete those systems?

[edgeliner]

Bertrand......

Making progress....deleted those 2 and the system loaded....will let you know what happens....you are a big help Bertrand....thanks for all you do.......