New composite BarsType from a basket of instruments?

iq200

Senior Member

Join Date: Aug 2012

Posts: 294
#1

New composite BarsType from a basket of instruments?

06-18-2024, 04:26 AM

Hi,
I would like to create a new composite BarsType which is made up of a basket of symbols based on some calculations. To make it easier, let's say the basket symbol consists of two instruments, SPY and DIA. Questions:
1) How can I set the properties for the two symbols (i.e. symbols, timeframe etc for the two instruments)?
2) How do I read the data series?
3) In the code where functions do I need to override?

Thank-you for any help.
Regards,
iq
Tags: barstype
NinjaTrader_ChelseaB

NinjaTrader Customer Service

Join Date: Dec 2012

Posts: 25062
#2

06-18-2024, 07:55 AM

Hello iq,

Unfortunately, bar types cannot use multiple sources.

I would recommend doing this in an indicator instead. This could overlay rectangles over the bars on the chart.

Below are links to examples.

Spread Indicator With Candlesticks - NinjaTrader Ecosystem

https://ninjatraderecosystem.com/user-app-share-download/spread-indicator-with-candlesticks-2/

This is a conversion of the Spread Indicator with Candlesticks. Please contact the original author for any questions or comments.

Advance Decline - NinjaTrader Ecosystem

https://ninjatraderecosystem.com/user-app-share-download/advance-decline/

NYSE Advancing Issues/Declining Issues Uses historical tick data to calculate the ^ADV index minus the ^DECL index to give a simulation of the ^ADD index. Requires a data feed that supports indexes and provides data for the ^ADV (NYSE Advancing Issues) and ^DECL (NYSE Declining Issues). Update June 16th, 2020 – Corrected stroke attributes to […]

Chelsea B.NinjaTrader Customer Service
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New composite BarsType from a basket of instruments?

New composite BarsType from a basket of instruments?

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