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ES to VIX ratio
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ES to VIX ratio
I am trying to code a fairly simple ratio, where I divide the ES close by the VIX close, but I cannot seem to make it work. I am adding the instrument using AddDataSeries and am then using Closes[0] and Closes[1] to access each ticker, but I am getting no informationTags: None
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Hello CuchoFef,
Something to keep in mind, the ES and ^VIX index will be using different trading hours so some bar indexes of the ES will not have bars at the same time from the ^VIX.
May I confirm have opened a chart and added both the ES 09-23 and ^VIX to the chart in separate panels?
Are you showing data on the chart?
In OnBarUpdate() are you printing BarsInProgress and Time[0] at the top of the action block, outside of any conditions?
Chelsea B.NinjaTrader Customer Service
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