Basic TRIN strategy

[alfie]

Could someone please help with the following. I am on the IB feed in NT6.

All I want to do is get some guidepost on how to create a SIMPLE Multi-Instrument strategy that goes long ZN when a 10 period SMA of ^TRIN is below .8, (short when above 1.2), with a 15 tick stop or exit at market close. I do not need it plotted or charted or anything else I just want to autotrade the strat.

I have read the Multi-Instrument help guide until my eyes bled and have been all over the sample Multi-Instrument strategy provided and I guess I just don't get it. Perhaps this is not simple, and I apologize in advance for suggesting it is. Apparently, if it does not exist in Strategy Wizard I am lost.

[NinjaTrader_JoshP]

Multi-instrument does not exist in Strategy Wizard. You need to manually code it. The idea is to "add" the various time periods then use BarsInProgress inside the OnBarUpdate() method to work with it.

[alfie]

Thanks Josh-

I am trying to take this one step at a time, I just coded a TRIN strategy that compiled successfully using only ^TRIN. When I run backtests I get no results. That's what I expected since I have no other instrument in there yet, however I am surprised it would even compile! Now I intend to "add" the symbol ZN.

So, I surmise ^TRIN can ONLY be used currently with another instrument and if that is the case one has to be primary, which one? If ^TRIN is primary, then it is indexed at "0", then ZN would be indexed at "1" correct? I want to apply an SMA to ^TRIN, does that make a difference which one is primary in your experience?

Any help appreciated as usual.

Alfie

[NinjaTrader_JoshP]

Whichever one is the primary does not matter. You can mix and match different instruments as you please.

[alfie]

OK, Thanks for your assistance.

Alfie