programatically loading Ask and Bid data series

[pbcah]

Hello,

I'd like to be able to load either the Ask series or the Bid series from within a strategy or possible both at the same time. I'm not talking about the instantaneous GetCurrentAsk() and GetCurrentBid() values. I'd like to run specific Strategies on Ask and Bid bars.

Can someone point me in the right direction?

Also, how can I query to find out is Ask or Bid series is loaded on the chart?

Paul

[NinjaTrader_Ben]

Hello,

I will have someone reply to you on Monday. Thank you for your patience. I'm pretty sure there is no way to do this though.

[NinjaTrader_Bertrand]

Paul, you could add the bid / ask bars series (new marketDateType parameter) in NT7 in a MultiSeries indicator / strategy -

http://www.ninjatrader.com/support/helpGuides/nt7/add3.htm

Then you could submit orders directly to those added series.

Unfortunately you can't query what series is loaded on the chart by the user.

[pbcah]

I'd appreciate it if you guys could address each of the points I'm making below.

Paul, you could add the bid / ask bars series (new marketDateType parameter) in NT7 in a MultiSeries indicator / strategy -

http://www.ninjatrader.com/support/helpGuides/nt7/add3.htm

So if I loaded 2 data series on separate sections of the same chart and running under the same strategy I could then associate separate indicators with each data series and perform arbitration between say the long and short sides of the market. Do you see any problems with this?

Then you could submit orders directly to those added series.

Aren't the orders associated with the overall strategy, not the data series?

Unfortunately you can't query what series is loaded on the chart by the user.

Being able to query the kind of data the user has loaded is kind of fundamental wouldn't you think as this makes a big difference when you're running a long or short strategy. Any chance of having a method query added to the NT7 17 build? After all it is available in the title bar of the chart.

Regards,

Paul

[NinjaTrader_Bertrand]

Paul, which series are loaded on the chart would not matter for the strategy - it would run on the primary chart series and add the needed ones it would use in it's calculations (you add those under the Initialize() of the strategy, just like other timeframes or instruments in other MultiSeries scripts) -

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

You can perform calcs with those added series, like for example users have done with the Spread indicator posted in the sharing for NT7.

The orders are still associated with the strategy, but you can still decide to which bars object to submit to for execution (the advanced Enter / Exit overloads all have a BarsInProgress parameter).

Thanks for your suggestion on being able to 'get' the series loaded by the user.