2 instruments strategy

[ninjamouse]

Hello there

Can this be done using C#?

I want a strategy based on 2 instruments i.e. YM/ES, chart type range chart, and I want to buy/sell based on a simple MACD crossover.

Thanking you in advance

[NinjaTrader_RyanM1]

Hello Ninjamouse,

NinjaTrader offers support for automated strategies with multiple instruments. The following two links should help get you started on implementing this:

Trading Crossovers

Multi Time Frame and Instruments.

[ninjamouse]

Hello Ninjamouse,

NinjaTrader offers support for automated strategies with multiple instruments. The following two links should help get you started on implementing this:

Trading Crossovers

Multi Time Frame and Instruments.

I just wrote this:

protectedoverridevoid Initialize()
{
Add(PeriodType.Range, 3);
Add("ES 03-10", PeriodType.Range, 3); // I can change this 04-10

CalculateOnBarClose = true;
}
///<summary>
/// Called on each bar update event (incoming tick)
///</summary>
protectedoverridevoid OnBarUpdate()
{
if (BarsInProgress == 0)
{
if (ADX(14)[0] > 30 && ADX(BarsArray[2], 14)[0] > 30)
{
EnterLong(1, "Long");
}

and Im not getting any buy or sell signals, am I doing something wrong?
else

{
EnterShort(1, "Short");
}
}

[NinjaTrader_RyanM1]

Hello NinjaMouse,

You'll have to work with TraceOrders and debug the values you expect to be true.

Within the Initialize() method add:
TraceOrders = true;


Look at the tips below for help with this.

Debugging your NinjaScript Code

TraceOrders

[ninjamouse]

Is this correct?

if (CrossAbove(RVI(14), 0, 1) && CrossBelow(RVI(BarsArray[1], 14), 0, 1))
{
// do something
}

So is this saying, if the current charts RVI is above and the RVI for ES is down do someting

[NinjaTrader_RyanM1]

A crossing event requires that the values cross, and is not necessarily the same as "less than" or "greater than".


CrossAbove(RVI(14), 0, 1)

This says if the primary series RVI crosses above 0 within the last bar.

CrossBelow(RVI(BarsArray[1], 14), 0, 1)

This says if the secondary series RVI crosses below 0 within the last bar.