2 Data Series MES and ES

[NinjaTrader_Kate]

Hello rocketstock,

Thank you for your reply.

You can add an added data series of another instrument and use that for indicator calculations in the Strategy Builder. You cannot submit orders to a secondary data series, and indicators calculated on a secondary series cannot be directly displayed on screen using Plot on Chart.

The above example illustrates exactly what would be needed to calculate the indicators from a secondary ES series. I would suggest importing this and reviewing the example and I'm happy to answer any specific questions you may have.

Please let us know if we may be of further assistance to you.

[rocketstock]

Thanks Kate,

The example you provided is great. I was wondering if all this can be done without unlocking the script? Trade MES with ES data.

[NinjaTrader_Kate]

Hello rocketstock,

Thank you for your reply.

The example provided is a Strategy Builder strategy and the code does not need to be unlocked for it to function.

Please let us know if we may be of further assistance to you.

[rocketstock]

Thanks Kate. I'm new to NT so bear with me. What I understand from you.

1. I create a generic strategy.
2. Run that startegy on MES chart.
3. In that startegy I import secondary data series from ES. This import is done in strategy builder.
4. After magic you suggested, the strategy runs on MES chart but derives trade actions from indicator values from ES (not shown on chart). Even though the chart indicators show MES indicators.
5. Then strategy submits orders to MES based in invisible indicators of ES.
6. All can be done without unlocking scripts.

If above is correct, the thing is I tried this strategy builder. I can add secondary data series. But it's not working. Where in strategy builder does one say submit to this other instrument. Would you be able to post a few screenshots of startegy builder? I would feel indebted to you as this would be a huge functionality going into future. I really don't want to unlock the script for each instrument.

[NinjaTrader_Kate]

Hello rocketstock,

Thank you for your reply.

I would highly suggest reviewing our publicly available video from our YouTube channel that goes over using the Strategy Builder as I think this may help to make some things more clear:

Strategy Builder 301

Basically, you would tell the strategy to add the data series for you, within the strategy tell it you want to calculate the indicators on the added ES series, and when you run it on a chart you would then run it on an MES chart and it would then enter and exit on the MES based on those indicators that are calculated on the ES series. This can be done without unlocking the script. The indicators in use would not show up on the MES chart.

Keep in mind you cannot submit orders to the added ES series, only to the primary MES series with a Strategy Builder strategy.

Here are some screenshots with further explanation:









Please let us know if we may be of further assistance to you.

[rocketstock]

You are absolutely amazing for going the extra mile. thank you. I will try this today.

[rocketstock]

Kate this was fantastic. Worked like a charm.

1. I was not able to change the Data Series ES once the startegy was compiled. So for next rollover contract I would need to go through the process again. I have over 20 conditions in each buy and sell :-) Unless you have another magic trick.

2. This is such a huge relief. This helps solve another issue I am facing with hugely different results between market play and sims on same strategy. Your help on this would let me run live trading on $50 MES as a test ground instead of relying on market replay and sims. link to that issue is here -

market replay and real time not same. kind of a problem. - NinjaTrader Support Forum

3. I did go over your video. Next section I would like to learn more about is the variables part in that.

Thanks!