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Add another instrument to script

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    Add another instrument to script

    Hi,

    Is it possible to add another instrument to a script?

    Example: I run a 1-min NFLX strategy, but I want to know what the SPY is doing as well. If the SPY is up, then I only want to go long NFLX. If the SPY is down, i only want to go short.

    Thanks

    #2
    Hello siroki,

    Yes, this is possible to do inside of a script. For example you may use the Add() method to add an instrument:

    protected override void Initialize()
    {
    // Add an SPY 1 minute Bars object to the strategy
    Add("SPY", PeriodType.Minute, 1);
    }

    Then to check the SPY instrument you may use the Opens, Highs, Lows, Closes values to check.

    protected override void OnBarUpdate()
    {
    // OnBarUpdate() will be called on incoming tick events on all Bars objects added to the strategy
    // We only want to process events on our primary Bars object (main instrument) (index = 0) which
    // is set when adding the strategy to a chart
    if (BarsInProgress != 0)
    return;

    // Closes[1] represents the SPY instrument and Rising check the value of 1 bar ago.
    if ( Rising(Closes[1] )
    EnterLong();
    }

    If you would like to read more information about this you may view our Help Guide at the following link.


    Let us know if you have any further questions.
    JCNinjaTrader Customer Service

    Comment


      #3
      Great, exactly what I was looking for! Thanks!

      Comment

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