Plotting Second Dataseries price and indicators in backtest

[RandyT]

I'm attempting to get a strategy working that will execute trades on the CME Index Futures RTH session while using a second dataseries on SPY to produce trade signals.

How do I display the data for the second dataseries in the strategy analyzer instead of the primary dataseries?

Here is a simplified version showing my most recent attempt to get this to work.

#region Using declarations
using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.ComponentModel.DataAnnotations;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using System.Windows;
using System.Windows.Input;
using System.Windows.Media;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Gui;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Gui.SuperDom;
using NinjaTrader.Gui.Tools;
using NinjaTrader.Data;
using NinjaTrader.NinjaScript;
using NinjaTrader.Core.FloatingPoint;
using NinjaTrader.NinjaScript.Indicators;
using NinjaTrader.NinjaScript.Indicators.BCM_Indicators;
using NinjaTrader.NinjaScript.DrawingTools;
#endregion

//This namespace holds Strategies in this folder and is required. Do not change it.
namespace NinjaTrader.NinjaScript.Strategies
{
	public class MultiMulti : Strategy
	{
		private SMA sma;
        private MACD macd;

		protected override void OnStateChange()
		{
			if (State == State.SetDefaults)
			{
				Description									= @"Multi";
				Name										= "MultiMulti";
				Calculate									= Calculate.OnBarClose;
                IsOverlay                                   = true;
				IsExitOnSessionCloseStrategy				= false;
				TraceOrders									= false;
				BarsRequiredToTrade							= 200;
				IsInstantiatedOnEachOptimizationIteration	= false;

                AddPlot(Brushes.DarkCyan, "SMA");
                AddPlot(Brushes.Orchid, "MACD");
			}
			else if (State == State.Configure)
			{
                AddDataSeries("SPY", new BarsPeriod { BarsPeriodType = BarsPeriodType.Minute, Value = 1440 }, "US Equities RTH");
            }
            else if (State == State.DataLoaded) {

                sma = SMA(BarsArray[1], 200);
                AddChartIndicator(sma);
                sma.Plots[0].Width = 2;
                sma.IsOverlay = true;
                sma.Panel = 1;

                macd = MACD(BarsArray[1], 4, 18, 2);
                AddChartIndicator(macd);
                macd.DrawOnPricePanel = false;
                macd.IsOverlay = false;
                macd.Panel = 2;

				ClearOutputWindow();
			}
		}

		protected override void OnBarUpdate()
		{
			if (CurrentBars[0] < BarsRequiredToTrade || CurrentBars[1] < BarsRequiredToTrade)
				return;

            if (BarsInProgress == 1)
            {
                Values[0][0] = sma[0];
                Values[1][0] = macd[0];

                if (macd[0] > 0)
                    EnterLong(0, 1, "B" + CurrentBar);
                else if (macd[0] < 0)
                    EnterShort(0, 1, "S" + CurrentBar);
            }
		}
	}
}

[NinjaTrader_Jim]

Hello RandyT,

Thanks for your post.

Only the primary data series will be charted and we would not be able to render our own bars because there would be a different amount of bars/slots between the two data series.

If you would like to have SPY charted, I recommend using that as the primary data series and to use the other data series you wish to submit orders to as the secondary series.

If there is anything else we can do to help, please let us know.

[RandyT]

Is it possible to plot price and executed trade markers for dataseries 2 in a second panel in Strategy Analyzer?

[NinjaTrader_Jim]

Hello RandyT,

The secondary data series will not add additional slots to the chart like we see when we add a second data series to a chart itself, so it would not be possible to correctly plot the data.

If you want to see trade markers from another data series that is not the primary, you could have strategy draw its own markers. For example, you could use OnExecutionUpdate() to place a marker and some text describing the order that filled. I would suggest taking this approach so you can display meaningful information without the orders being skewed.

OnExecutionUpdate() - https://ninjatrader.com/support/help...tionupdate.htm

Draw.Dot (example marker) - https://ninjatrader.com/support/help...s/draw_dot.htm

Draw.Text() - https://ninjatrader.com/support/help.../draw_text.htm

If there is anything else we can do to help, please let us know.

[stantenlee]

Hello RandyT,

The secondary data series will not add additional slots to the chart like we see when we add a second data series to a chart itself, so it would not be possible to correctly plot the data.

If you want to see trade markers from another data series that is not the primary, you could have strategy draw its own markers. For example, you could use OnExecutionUpdate() to place a marker and some text describing the order that filled. I would suggest taking this approach so you can display meaningful information without the orders being skewed.

OnExecutionUpdate() - https://ninjatrader.com/support/help...tionupdate.htm

Draw.Dot (example marker) - https://ninjatrader.com/support/help...s/draw_dot.htm

Draw.Text() - https://ninjatrader.com/support/help.../draw_text.htm

If there is anything else we can do to help, please let us know.

ANY EXAMPLE CAN BE SHARED SO I　can see the code ??

thanks

[NinjaTrader_ChelseaB]

Hello stantenlee,

An example of how the code would appear:

protected override void OnExecutionUpdate(Execution execution, string executionId, double price, int quantity, MarketPosition marketPosition, string orderId, DateTime time)
{
Draw.ArrowUp(this, "execution" + executionId, true, 0, price, Brushes.Blue, true);
}