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Multi-Instrument-Script

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    Multi-Instrument-Script

    Hello,

    I want to ask if its possible to do entries for lets says 3 instruments in one script. I use correlated instruments/markets as condiations and this works ok .
    But can one also do entries eg for ES, NQ, 6E from one script without troubles or errors with stops and targets.

    Thank you!
    Tony

    #2
    Hi tonynt, thanks for your note.

    Yes, you can submit orders to individual instruments using the special order entry method that takes a barsinprogress index. All order entry/exit methods have this overload. E.g. if your three instruments are ES, NQ, and 6E, with ES as the primary instrument you can target those instruments like so:

    //EnterLong(int barsInProgressIndex, int quantity, string signalName)
    EnterLong(0, 1, "ESEntry");
    EnterLong(1, 1, "NQEntry");
    EnterLong(2, 1, "6EEntry");

    This page of the help guide describes the paradigm further:
    https://ninjatrader.com/support/help...nstruments.htm

    Kind regards.

    Comment


      #3
      Hello,

      thank you for your reply. OK, this was clear from the help guide, I was referring more to the stops and targets. Sorry for inaccurate translation.
      When all 3 are in a trade long how do the stops and targets work? how are they assigend to the position? Not all entries are same time.

      Thank you!
      Tony

      Comment


        #4
        Helllo tonynt,

        Thanks for your reply.

        Stops and Targets take a "fromEntrySignal" property. This can be used to apply the protective orders to an entry order with that same signal name. When you have multiple instruments in your strategy it is recommended to have a unique signal name for each entry order so you can reference it later, like when you need to add protective orders.

        Please let me know if you have any questions.

        Comment

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