Multi-series strategy

[joanNT]

Hi!

Is there any statement or method to allow a strategy know when all series added have had an incoming close or tick? I mean, I'm using the Closes[x][0] and sometimes when there is no action in the markets for one instrument, the Closes launches an error by refering to a array that has no input, I know that I can do this by developing some boolean variables that analizes when has come a input for an Instrument, but perhaps there is something better.

Thanks

[NinjaTrader_Bertrand]

joanNT, you would need to filter your code logic by checking which BarsInProgress calls the OnBarUpdate of the strategy -

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

[joanNT]

Yes Bertrand, this way I already know, another way?

Thanks

[NinjaTrader_Bertrand]

No, not really - the bars objects are updated then in the sequence in which you've added them. For dataseries inputs of indicators for example you could also point to the direct bars array without BIP context -

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

[joanNT]

One consideration, the objects aren't updated in the sequence I've added allways, cause this depens on which time series you have, of course when added differents instruments with the same time series they are updated in sequence. I'm right?

Bertrand what do you mean with BIP context, do you have an example?

Thanks!

[NinjaTrader_Bertrand]

Right, sorry should have been more clear - was referring to different instruments and same timeframe.

For example, Close[0] refers to the Close of the first added series if called with BIP 1 context -

 
if (BarsInProgress == 1)
myClose = Close[0];

Which would in turn equal Closes[1][0].

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

[joanNT]

Ok, to clarify I've this portion of code:

if (BarsInProgress == 0) first = true;
if (BarsInProgress == 1) second = true;
if (BarsInProgress == 2) third = true;

if (!first || !second || !third) return;

Is there a faster way to do the same?

Thanks

[NinjaTrader_Bertrand]

No, as there's no general method to check all BIP's.