Multiple Series

[taihung82]

I have some questions about multiple data series on two different instruments. My strategy is a statistic arbitrage based on cointegration.

I would like to know how do I specify that I want long the 1st instrument and short the 2nd instrument. I have already added the 2nd instrument in the Initialize block, but not sure how to specific the instrument to be long/short. Ordinarily, for a single instrument, when a condition is met you simple code something like "EnterLong(DefaultQuantity, "long");". So, I think i need to have some way to specify which instrument to get long and short in multi-series, otherwise, only the main instrument will be in effect.

[NinjaTrader_Lance]

Hello,

You can either filter this based on the BarsInProgress or use the Last overload method for EnterLong()

For EnterLong() http://www.ninjatrader.com/support/h...?enterlong.htm

I strongly recommend you fully read all the documentation here as it will inform you how to filter based on different series: http://www.ninjatrader.com/support/h...nstruments.htm

Let me know if I can be of further assistance.