Multiple symbol synchronicity

[kaydgee]

Is it correct that it's possible to trade several symbols on one chart, with the BarsInProgess field indicating which of the charts is being referenced in the OnBarUpdate() method? i.e.the OHLC all apply to the chart which is active (as defined by BarsInProgress), so that if I want to keep track of the spread between the close of the top chart and the close of the second chart the following might work:

double spread = 0;
double topClose = 0;
double secondClose = 0;

protected override void OnBarUpdate(){
  if (BarsInProgress == 0) topClose = Close[0];
  if (BarsInProgress == 1) secondClose = Close[0];
  spread = topClose - secondClose;
}

[NinjaTrader_Joydeep]

Hello kaydgee,
The current code you are using wont work as either topClose or secondClose will be 0 (zero) at any point of time.

You can follow any of the below steps to calculate the spread.

Using BarsInProgress

double spread = 0;
if (BarsInProgress == 0)
	spread = Close[0] - Closes[1][0];
else if (BarsInProgress == 1)
	spread = Closes[0][0] - Close[0];

Not using BarsInProgress

double spread = Closes[0][0] - Closes[1][0];

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?closes.htm

[kaydgee]

Sorry, inadvertently I made my edit after you replied. I don't know if your comment still applies given that I'm not resetting topClose and secondClose to 0 on every OnBarUpdate.

[NinjaTrader_Joydeep]

Hello kaydgee,
Yes, it would work, but I would still make a check that both the fields have non-zero values.

double spread = 0;
double topClose = 0;
double secondClose = 0;

protected override void OnBarUpdate(){
 {
  if (BarsInProgress == 0) topClose = Close[0];
  if (BarsInProgress == 1) secondClose = Close[0];
 
if (topClose == 0 || secondClose == 0) return;  // we do not have enough information to calculate the spread 
 spread = topClose - secondClose;
}

Please let me know if I can assist you any further.