Referencing Instrument in Strategy Code

[Driftintoad]

Hi there.

I will be back testing and optimizing on a basket of 5 Futures contracts. My problem is that I don't want the same session template to be used on all the instrument in the basket. Is there some way to reference the current instrument that is being back tested so that I can create my own custom session templates in the strategy code so that not all instruments are taking trades on the same session template. For example:

If(Instrument == "ES 12-06" && ((Time[0].DayOfWeek == DayOfWeek.Monday) && (ToTime(Time[0]) >= ES-starttime)) && ((Time[0].DayOfWeek == DayOfWeek.Monday) && (ToTime(Time[0]) <= ES-endtime)))
{
ES-cantrade = true;
}

Thanks

Ash

[NinjaTrader_Lance]

This would allow you to get the instrument's name and then you could filter as needed.

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

That being said there are a couple ways you could go about addressing this problem depending on your end goal.

If you're wanting individual backtest results for each instrument in the basket, then your method will be the best.

If you were looking for an aggregated list results only let me know and I'll give you an alternative approach.

[Driftintoad]

I believe this is exactly what I was looking for. Thanks Lance appreciate it.