How to reference the Master Instrument in the Initialize() method?

[ianlav]

Hi,
Can you advise how I would reference the Master Instrument in the initialize method for the purposes of multi time period strategy testing?

This is what I have:
protectedoverridevoid Initialize()
{
MainInstrument = "$EURJPY";
Add(MainInstrument,PeriodType.Second, 1, MarketDataType.Bid);


I would prefer not to have to have to manually recode and recompile the strategy every time I want to test the strategy on a new instrument.

Thanks for your time,
Ian

[koganam]

Hi,
Can you advise how I would reference the Master Instrument in the initialize method for the purposes of multi time period strategy testing?

This is what I have:
protectedoverridevoid Initialize()
{
MainInstrument = "$EURJPY";
Add(MainInstrument,PeriodType.Second, 1, MarketDataType.Bid);


I would prefer not to have to have to manually recode and recompile the strategy every time I want to test the strategy on a new instrument.

Thanks for your time,
Ian

Make it a string parameter, and expose the property so that you can change it from the PropertyGrid.

[NinjaTrader_JC]

Hello Ian,

Welcome to the NinjaTrader Support Forums!

You may use the Instrument.FullName for this. For example:

Add(Instrument.FullName, PeriodType.Minute, 60, MarketDataType.Last);

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

[ianlav]

Thank you for your reply. However, when I compile the change you suggest, it generates an error message that I can't resolve. Please see the attached image for details.

Can you help further?

Thanks,
Ian

[ianlav]

koganam, thanks you for your input. I have tried what you suggested, but it does not appear to work. Because I am adding a data series from the initialize() method, it looks for the value as soon as I open the strategy tester, before I am able to enter a value in the property grid. I instead pulls in the default value for the parameter.

Might there be anything else you can suggest?

Thanks,
Ian

[sledge]

It appears to be unsupported.

http://www.ninjatrader.com/support/forum/showthread.php?t=56089&highlight=dynamically+add+instrument

http://www.ninjatrader.com/support/forum/showthread.php?t=52821&highlight=dynamically+add+instrument

But read this and the link in there

http://www.ninjatrader.com/support/forum/showthread.php?t=45272&highlight=dynamically+add+instrument

koganam, thanks you for your input. I have tried what you suggested, but it does not appear to work. Because I am adding a data series from the initialize() method, it looks for the value as soon as I open the strategy tester, before I am able to enter a value in the property grid. I instead pulls in the default value for the parameter.

Might there be anything else you can suggest?

Thanks,
Ian

[koganam]

koganam, thanks you for your input. I have tried what you suggested, but it does not appear to work. Because I am adding a data series from the initialize() method, it looks for the value as soon as I open the strategy tester, before I am able to enter a value in the property grid. I instead pulls in the default value for the parameter.

Might there be anything else you can suggest?

Thanks,
Ian

Not sure what you are saying here. The Plots and any Lines are setup in the Initialize() event, and their parameters can all be changed. Why do you think that any other parameter cannot be changed just because it is called in the Initialize() method? The PropertyGrid always shows the default value, when you first open the PropertyGrid, before you change the value. That is the purpose of a default value for the backing store.

It sounds to me that the problem is in your implementation of the code, not a problem with how NT processes it?

[NinjaTrader_JC]

Hello ianlav,

You syntax looks correct, but taking into account that it is also giving you a compile error on a commented out line (47) you may want to take a look at you full Initialize Method.

Here is a compiled example.