Sample Pair Trading Strategy using Strategy Builder?

[JTizz]

I've created a short video example with a simple script that demonstrates filling a strategy order for two instruments in one script: https://Paul-ninjaTrader.tinytake.co...IyM185MzgzOTkz
Do you have a template for this example?

[NinjaTrader_Jim]

Hello JTizz,

Paul is currently out of the office. I don't have anything to share for templates that would be used for the script or to import and set up.

Strategy Builder strategies only allow submitting orders to the primary data series, so this would have to be done in unlocked code. It maybe helpful to pause Paul's video and set up the OnBarUpdate logic line by line, and then check how each method is used. (Referencing order method overloads and Multi Time Frame and Instruments documentation to see how each method is used and how BarsInProgress is used in the script.)

Multi Time Frame and Instruments - https://ninjatrader.com/support/help...nstruments.htm

Order methods - https://ninjatrader.com/support/help...er_methods.htm

[JTizz]

Hi Paul, great video, thanks for posting. I followed your video and got everything set up but when looking at strategies drop down it shows the secondary chart my doesn't take the trades, any info you are able to provide will be helpful Thx

[JTizz]

post

[NinjaTrader_Jim]

Hello JTizz,

It looks like you used "MES" but maybe you wanted to use "MES 06-22" in AddDataSeries.

Note that when you are adding futures contracts with AddDataSeries, the full name (instrument + expiry) must be given.

[JTizz]

It strange, when I add the 6-22 it doesn't allow me to enable.

[NinjaTrader_Jim]

Hello JTizz,

Please use the instrument name as it would be seen in an Instrument Selector. "MES 06-22"