Multi instrument future strategy

[PaulZ]

I have developed a strategy that works on multiple instruments through the command Add("AXP",PeriodType.Day,1) for a stock and Add("ZR",PeriodType.Day,1) for a future.
The strategy works fine for the stock, but I get the error message that the strategy has "called the Add() method with an invalid instrument. Either 'ZR' does not exist in the instrument manager or the specified exchange has not been configured"

I do not understand the error message, as ZR does exist in the Instrument Manager and the strategy works fine if I load it on a ZR bar chart, so I assume Globex is configured OK.
Can you explain how to resolve this issue?

[sledge]

I have developed a strategy that works on multiple instruments through the command Add("AXP",PeriodType.Day,1) for a stock and Add("ZR",PeriodType.Day,1) for a future.
The strategy works fine for the stock, but I get the error message that the strategy has "called the Add() method with an invalid instrument. Either 'ZR' does not exist in the instrument manager or the specified exchange has not been configured"

I do not understand the error message, as ZR does exist in the Instrument Manager and the strategy works fine if I load it on a ZR bar chart, so I assume Globex is configured OK.
Can you explain how to resolve this issue?

I don't have ZR, but futures carry an expiration date of the contract.

For the e-mini ES - you would do like this:

Add ( "ES 09-15" , PeriodType.Day, 1)

ZR probably is the same. Please note some futures are quarterly expiration (ES) and some are monthly (CL). So adjust accordingly.

[NinjaTrader_PaulH]

Hello Paulz,

Thanks for your post.

Sledge is correct, futures instrument do require the month/year expiry.