strange question

[yades]

by any chance is there a way in NT7 to upload an instrument as secondary instrument that returns a constant value of 1?

I am using the Add("variable", PeriodType.Minute, 60); // BarsArray[1] type to add a secondary instrument in my strategy. The strategy will automatically assign an instrument to the variable, however under certain circumstances I would need the value to be constant ==1

[NinjaTrader_PatrickH]

Hello yades,

Thank you for your post.

This would not be possible without creating a data feed that provided a constant value of 1. You can however do this by creating a data series that has a constant value of 1. Please see the example below on how to add this data series and call it into an indicator as the input:

        #region Variables
		private DataSeries myDataSeries;
        #endregion
		
        protected override void Initialize()
		{			
			myDataSeries = new DataSeries(this);
		}

        protected override void OnBarUpdate()
        {	
			myDataSeries.Set(1);
			
			//Prints the 10 period SMA of the myDataSeries
			Print(SMA(myDataSeries, 10)[0]);
		}

For information on the DataSeries class please visit the following link: http://www.ninjatrader.com/support/h...ries_class.htm

Please let me know if I may be of further assistance.

[yades]

Patrick
very useful, I need a secondary instrument in my strategy to recall the cross rate for forex rates, but only for specific xurrency pairs.

Do you think this script would work:

Variables
		
	private string variable0
	myDataSeries = new DataSeries(this);	

Initialize()

	myDataSeries = new DataSeries(this);					
	Add(xRate, PeriodType.Minute, 60)// BarsArray[1]	

protected override void OnStartUp()
{
	var variable0 = String.Empty;
	if(Instrument.MasterInstrument.Name == "USDJPY") variable0 = "$GBPJPY";
	if(Instrument.MasterInstrument.Name == "EURUSD") variable0 = "$GBPUSD";
	if(Instrument.MasterInstrument.Name == "EURGBP") variable0 = "myDataSeries"; 
}

protected override void OnBarUpdate()
{
	myDataSeries.Set(1);

Hello yades,

Thank you for your post.

This would not be possible without creating a data feed that provided a constant value of 1. You can however do this by creating a data series that has a constant value of 1. Please see the example below on how to add this data series and call it into an indicator as the input:

        #region Variables
		private DataSeries myDataSeries;
        #endregion
		
        protected override void Initialize()
		{			
			myDataSeries = new DataSeries(this);
		}

        protected override void OnBarUpdate()
        {	
			myDataSeries.Set(1);
			
			//Prints the 10 period SMA of the myDataSeries
			Print(SMA(myDataSeries, 10)[0]);
		}

For information on the DataSeries class please visit the following link: http://www.ninjatrader.com/support/h...ries_class.htm

Please let me know if I may be of further assistance.

[NinjaTrader_PatrickH]

Hello yades,

Thank you for your response.

I do not understand what you intend to do with variable0, can you explain this section of the code further?

var variable0 = String.Empty;
	if(Instrument.MasterInstrument.Name == "USDJPY") variable0 = "$GBPJPY";
	if(Instrument.MasterInstrument.Name == "EURUSD") variable0 = "$GBPUSD";
	if(Instrument.MasterInstrument.Name == "EURGBP") variable0 = "myDataSeries";

I look forward to your response.

[yades]

sure.

First of all this is a MTF strategy.

According to what my primary instrument is (BarsArray[0]), I want my strategy to select a specific secondary instrument (BarsArray[1]), given this selection is done only once on start-up, i thought it might be convenient to include this computation in the OnStartUp() method. Also I assume the output format of variable0 must be a string, as this will then be used in the Add() method in the Intialize() method to select the secondary instrument. Let me know if this is clear enough.

Hello yades,

Thank you for your response.

I do not understand what you intend to do with variable0, can you explain this section of the code further?

var variable0 = String.Empty;
	if(Instrument.MasterInstrument.Name == "USDJPY") variable0 = "$GBPJPY";
	if(Instrument.MasterInstrument.Name == "EURUSD") variable0 = "$GBPUSD";
	if(Instrument.MasterInstrument.Name == "EURGBP") variable0 = "myDataSeries";

I look forward to your response.

[yades]

Patrick alternatively to the variable i could use a switch type to determine the secondary instrument. However, what I need to know is if this can be done in the OnStartUp() method? I ask this because the string assigned must then be added to the Add() type in the Initiation() camp.

Hello yades,

Thank you for your response.

I do not understand what you intend to do with variable0, can you explain this section of the code further?

var variable0 = String.Empty;
	if(Instrument.MasterInstrument.Name == "USDJPY") variable0 = "$GBPJPY";
	if(Instrument.MasterInstrument.Name == "EURUSD") variable0 = "$GBPUSD";
	if(Instrument.MasterInstrument.Name == "EURGBP") variable0 = "myDataSeries";

I look forward to your response.

[NinjaTrader_PatrickH]

Hello yades,

Thank you for your response.

The "myDataSeries" string will not work as that is a DataSeries and not an instrument. I am not sure how checking the MasterInstrument.Name will work as OnStartUp() is called after Initialize().

Can you provide details on what exactly you are trying to do?

I look forward to your response.

[yades]

Forget about the myDataSeries, i've another way around this. To cut a long story short I need to know if its possible to set the secondary instrument bars object from within the strategy, hence running a calculation in the initiate() method or elsewhere. Would you be able to advise on this?

Hello yades,

Thank you for your response.

The "myDataSeries" string will not work as that is a DataSeries and not an instrument. I am not sure how checking the MasterInstrument.Name will work as OnStartUp() is called after Initialize().

Can you provide details on what exactly you are trying to do?

I look forward to your response.

[NinjaTrader_PatrickH]

Hello yades,

Thank you for your response.

You could do something like the following:

        protected override void Initialize()
        {
           	if(Instrument.MasterInstrument.Name == null)
				return;
			if(Instrument.MasterInstrument.Name == "EURUSD")
			{
				Add("$GBPUSD", PeriodType.Minute, 60);
			}
        }

Please let me know if I may be of further assistance.

[yades]

This answer all my questions. Thanks

Hello yades,

Thank you for your response.

You could do something like the following:

        protected override void Initialize()
        {
           	if(Instrument.MasterInstrument.Name == null)
				return;
			if(Instrument.MasterInstrument.Name == "EURUSD")
			{
				Add("$GBPUSD", PeriodType.Minute, 60);
			}
        }

Please let me know if I may be of further assistance.