get current price of instruments

[slocumtrader]

Hi there,

I have a strategy I am developing and there are times I need to calculate the current (or last close) price of an instrument of which my strategy is not running on. Is there any way to get the current price of a stock without Add(instrument) to the BarsArray?

If I have to add instruments to BarsArray (and if theres no way to remove it later?) is there a way to determine which instrument is in which index?

For example, throughout my strategy a series of events such as:

do something...
Add("GOOG", PeriodType.Minute, 1);
do something...
Add("AAPL", PeriodType.Minute, 1);
do something...
Add("NFLX", PeriodType.Minute, 1);
do something...

but on my fourth iteration lets say I need to use AAPL again, is there a way i can determine through code that AAPL was added already in Bars[2]?

Bars[2].toString() perhaps?


Thanks!

[sledge]

Are those Add's in OnBarUpdate?

Why wouldn't you add that in :

protected override void Initialize()

Hi there,

I have a strategy I am developing and there are times I need to calculate the current (or last close) price of an instrument of which my strategy is not running on. Is there any way to get the current price of a stock without Add(instrument) to the BarsArray?

If I have to add instruments to BarsArray (and if theres no way to remove it later?) is there a way to determine which instrument is in which index?

For example, throughout my strategy a series of events such as:

do something...
Add("GOOG", PeriodType.Minute, 1);
do something...
Add("AAPL", PeriodType.Minute, 1);
do something...
Add("NFLX", PeriodType.Minute, 1);
do something...

but on my fourth iteration lets say I need to use AAPL again, is there a way i can determine through code that AAPL was added already in Bars[2]?

Bars[2].toString() perhaps?


Thanks!

[NinjaTrader_Bertrand]

slocumtrader, to access other instrument data you would first need to Add() those in your script Initialize() method, here they also would get a permanent index assigned so you would know exact which BarsInProgress / OnBarUpdate() call comes from which instrument.

Your primary series will always be at BarsInProgress / BarsArray 0, and then the others are added in the sequence you have them in Initialize(). So following your example -

Add("GOOG", PeriodType.Minute, 1); // at Bar index 1
Add("AAPL", PeriodType.Minute, 1); // at Bar index 2
Add("NFLX", PeriodType.Minute, 1); // at Bar index 3

The full framework is documented and explained with examples here - http://www.ninjatrader.com/support/h...nstruments.htm

A good starting point in MultiSeries would also be our SampleMultiInstrument and SampelMultiTimeFrame scripts preinstalled with each NinjaTrader setup.

[slocumtrader]

Hi Bertrand,
We meet again! Thanks for your response.

The distinction I need to make in my strategy is that I do not know ahead of time (at strategy initialize) which instruments I will need. I could theoretically add a bunch but seems I would eat up alot of resources memory wise that way.

Is there no way I can add instruments dynamically throughout the strategy? Outside of Initialize method?

Thanks!

[NinjaTrader_Bertrand]

Surething - dynamic adding is unfortunately something we could not support, you could have a look into the Pivots indicator and how it would async load bars data in the misc section for it's use however I would not docs or support for this approach.