Fetch the price of another instrument within a strategy

[Vincere]

Hi,
I am writing a strategy for "instrument A" and I need:
- the price of "instrument B" the day before at 23:00
- the price of B the same day at 3:00

What is the most simple way to get these values?

Thanks

[NinjaTrader_PaulH]

Hello Vincere,

Thanks for your post and welcome to the NinjaTrader forums!

You would need to add the "instrument B" using AddDataSeries to your strategy, reference: https://ninjatrader.com/support/help...dataseries.htm You would need to decide what type bars to add, ie: 1 minute, 5 minute, daily, etc.

To obtain the price from 23:00 on the previous day, your code would need to use a time filter so that at 3:00 you can pull the value of instrument B at 3:00 (which would be Closes[1][0]) and then "instrument B" at 23:00 the day before. To obtain data from 23:00 the day before you could use GetBar(): https://ninjatrader.com/support/help...us/?getbar.htm where you specify a date/time and the method returns the 'bars ago" that the bar occurred which you can then use to obtain the bar value (see the example in the help guide).

Working with a multi-instrument script can be complex and we recommend a good read of: https://ninjatrader.com/support/help...nstruments.htm

[Vincere]

Hi Paul,

Thanks for the quick answer! I should have had a look at the documentation before asking. It's well explained.