How to add index filter condition to strategy?

[NGorodzhiy]

How do I add a condition to my strategy in which the S&P500 index closes above the 100 day simple moving average?

[NinjaTrader_MichaelM]

Hello NGorodzhiy,

Thank you for writing in. If you were comparing the SP500 index against another instrument (the primary data series you loaded on a chart), then in code it would look something like the following:

protected override void Initialize()
{
CalculateOnBarClose = true;
Add("^SP500", BarsPeriod.Day, 1);
}
protected override void OnBarUpdate()
{
if(BarsInProgress == 0 && Closes[1][0] > SMA(Closes[0], 100))
{
//Do something
}
}

This code makes use of the concept of multi-instrument indicators/strategies: http://ninjatrader.com/support/helpG...lightsub=multi

Please let me know if you have any questions or if I may be of further assistance.