Multi-Instrument Strategy Development

[sbtrader]

Hi,

Is it possible in Ninja to develop a single strategy by accessing price action on two or more instruments?

Is it possible to generate orders on multiple instruments based on the above strategy?

For example, I would like to access the price and time and sales of 6E, 6B and 6C, analyze and generate orders to these instruments at the same time.

I have developed strategy in Ninja by accessing price action on single instrument. I am not sure I could do for multiple instruments in a single strategy. If so, would you please point me to relevant documents or an example?

Please advice and Thank you.

SB

[NinjaTrader_Brett]

Hello,

Thank you for your forum post.

Yes this is possible in NinjaScript. Please see the following reference sample and help guide documentation.

Multi Time Frame and Series Instruments:

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

Using Multiple Time Frames ( Same Concept as multi instruments)

http://www.ninjatrader-support2.com/vb/showthread.php?t=5787

[sbtrader]

Thank you Brett. I will look into the link.

One more question. Is it possible to create a single chart with multiple instruments by combining the price? For example, I would like to combine 6E and 6B and create a single chart. Thank you.

[NinjaTrader_Brett]

Unfortunately this would not be possible.

[sbtrader]

Brett,

I looked at the link. Is OnBarUpdate method called for every tick? I would like my logic to be executed for every tick on each instrument. Would this be possible? Thank you.

[NinjaTrader_Brett]

Yes, onBarUpdate is called for every tick as long as CalculateOnBarClose is set to false.

CalculateOnBarClose:

http://www.ninjatrader-support.com/HelpGuideV6/CalculateOnBarClose1.html