Multi instrument strategies

[poseidon_sthlm]

Hi! I have some questions on multi instrument strategies.

First a general question:
1. Will the the following two statments generate different results in:
a) real time
b) back testing?

ADX(BarsArray[2], 14)[0]
ADX(Closes[2], 14)[0]

I have a multi instrument strategy with a setup that depends on three different bar series. All three bar series are in the 3 min time frame.
2 a) Is it correctly understood that there will be a 1 bar difference between the following two print statments when backtesting?

if (BarsInProgress == 0)
                    {
                        Print( Closes[1][0] );
                    }
                else if (BarsInProgress == 1)
                    (
                        Print( Closes[1][0] );
                    )

2 b) If so, that it is very importand that I put my entry conditions in (BarsInProgress == 2) when i backtest my strategy?
2 c) Can there be a difference in real time too between the two statements abvoe, let's say 1Tick?

I have compared my three bar series from the start of my tradingsession with the GetBar() method. This shows that after a while one series has less bars then the other two.
3 a) How can this be?
3 b) Is there a need to sync these bar series some how? If so, how can I do that?

(At 18:09 series B has one bar less than the other two series and loses another bar at 18:18

2010-03-04 18:03:00  |  BarsInProgress:  2
Bar Series A:    | Highs[0][0]: 1119,5| GetBar: 41
Bar Series B:    | Highs[1][0]: 19,14| GetBar: 41
Bar Series C:    | Highs[2][0]: 94|  GetBar: 41

2010-03-04 18:06:00  |  BarsInProgress:  2
Bar Series A:    | Highs[0][0]: 1119| GetBar: 42
Bar Series B:    | Highs[1][0]: 19,2| GetBar: 42
Bar Series C:    | Highs[2][0]: 63|  GetBar: 42

2010-03-04 18:09:00  |  BarsInProgress:  2
Bar Series A:    | Highs[0][0]: 1118,5| GetBar: 43
Bar Series B:    | Highs[1][0]: 19,2| GetBar: [B][COLOR=Red]42[/COLOR][/B]
Bar Series C:    | Highs[2][0]: -1|  GetBar: 43

2010-03-04 18:12:00  |  BarsInProgress:  2
Bar Series A:    | Highs[0][0]: 1118,5| GetBar: 44
Bar Series B:    | Highs[1][0]: 19,21| GetBar: [B][COLOR=Red]43[/COLOR][/B]
Bar Series C:    | Highs[2][0]: -3|  GetBar: 44

2010-03-04 18:15:00  |  BarsInProgress:  2
Bar Series A:    | Highs[0][0]: 1118,75| GetBar: 45
Bar Series B:    | Highs[1][0]: 19,2| GetBar: [B][COLOR=Red]44[/COLOR][/B]
Bar Series C:    | Highs[2][0]: -8|  GetBar: 45

2010-03-04 18:18:00  |  BarsInProgress:  2
Bar Series A:    | Highs[0][0]: 1118,75| GetBar: 46
Bar Series B:    | Highs[1][0]: 19,2| GetBar: [COLOR=Red][B]44[/B][/COLOR]
Bar Series C:    | Highs[2][0]: 12|  GetBar: 46

5. Do bars in different bar series of the same time frame always close att the excatly same time?

/Regards

[NinjaTrader_Bertrand]

poseidon_sthlm,

1. Those would work both realtime and backtesting.

2. Yes, series are updated sequentially, BIP 2 would then be the last one.

3. Have you rechecked after a data reload already? There might be missing bars in the server data as well...they would already be in sync as they are all 3 min series. What exact GetBar code did you use? Did you counter check with CurrentBar?

4. Yes, they all would share the same end time stamp then.

[poseidon_sthlm]

Thanks for the prompt reply!

I have used this code to generate the print in the previous post.

else if ( BarsInProgress == 2)
                {
                    Print(Time[0] + "  |  BarsInProgress: " +BarsInProgress);
                    Print( "Bar Series A: " + " | Highs[0][0]: " + Highs[0][0] + " | GetBar: " + GetBar(0, new DateTime(2010, 03, 04, 16, 00, 00, 00)) );
                    Print( "Bar Series B: " + " | Highs[1][0]: " + Highs[1][0] + " | GetBar: " + GetBar(1, new DateTime(2010, 03, 04, 16, 00, 00, 00)) );
                    Print( "Bar Series C: " + " | Highs[2][0]: " + Highs[2][0] + " | GetBar: " + GetBar(2, new DateTime(2010, 03, 04, 16, 00, 00, 00)) );
                }

And yes, it wont change when I reload the data.

When you say "Did you counter check with CurrentBar?" do you mean that I should put Print(CurrentBar) in each BarsInProgress-section? Or can you use CurrentBar with different bar series like GetBar(1, Closes[1])?

[NinjaTrader_Bertrand]

Yes, CurrentBar would work in BIP context as well -

 
if (BarsInProgress == 0)
Print("Primary" + " " + CurrentBar);

if (BarsInProgress == 1)
Print("Secondary" + " " + CurrentBar);

if (BarsInProgress == 2)
Print("Third" + " " + CurrentBar);