2 instruments in one script

[zachj]

This is for backtesting purposes. I made an attempt at having 2 instruments in one script below but when I compare it to running a single script against the same 2 instruments seperately I get different net profit results. I tried using "else if" as well. Is there anything else I'm doing incorrectly or is it not even possible to do what I'm attempting here?

protected override void Initialize()
{

//SPY is Primary series 0
Add("DIA", PeriodType.Minute, 5);  //series 1 primary for DIA
Add(PeriodType.Minute, 1); //series 2 secondary for SPY
Add("DIA", PeriodType.Minute, 1);  //series 3 secondary for DIA

}

protected override void OnBarUpdate()
{
   if ((BarsInProgress == 2) && //sma cross conditions here//)
        {
          EnterLong(200, "SPY");
        }
   if ((BarsInProgress == 3) && //sma cross conditions here//)
        {
          EnterLong(200, "DIA");
        }


   if ((BarsInProgress == 0) && (Position.MarketPosition == MarketPosition.Flat))
            {
		SetStopLoss("SPY", CalculationMode.Percent, stoppercent, true);
	     }
   if ((BarsInProgress == 1) && (Position.MarketPosition == MarketPosition.Flat))
            {
	         SetStopLoss("DIA", CalculationMode.Percent, stoppercent, true);
	     }
}

[NinjaTrader_Bertrand]

zachj, if I'm not mistaken you already have a thread opened on the same topic - we would appreciate if you can continue working with this thread. Thanks.

[zachj]

Alright, ill put it max down day post even though I feel it's a different method.