Set Instrument symbol and timeframe within the strategy code

[UltraNIX]

Hey,

How can I instument symbol (ES) and timeframe (2000 tick) within the strategy code? Use may change it later, but it would predefined to ES 2000 tick.

[NinjaTrader_BrandonH]

Hello UltraNIX,

Thanks for your post.

You could add an additional data series in your script using AddDataSeries(). Then, you could ignore processing logic for BarsInProgress 0 (primary series) and add all of your logic within BarsInProgress 1 (added data series). If all your strategy logic is within a BarsInProgress 1 check then your strategy's logic would only process for the added data series.

See the help guide documentation below for more information AddDataSeries() and BarsInProgress.
AddDataSeries(): https://ninjatrader.com/support/help...dataseries.htm
BarsInProgress: https://ninjatrader.com/support/help...inprogress.htm

Let us know if we may assist further.

[bltdavid]

Users have the pleasure of choosing whatever BarType and Instrument to
run a strategy -- there is no 'default' setting for these -- users are forced to
make these choices when starting the strategy.

You can make efforts to defeat these choices, such as adding a new data
series of your preferred instrument, and ignoring BarsInProgress == 0.

Or, perhaps a better approach -- setup your strategy to inspect the user
choices of BarType and Instrument, and refuse to run if these values are
unacceptable.

[UltraNIX]

Hello UltraNIX,

Thanks for your post.

You could add an additional data series in your script using AddDataSeries(). Then, you could ignore processing logic for BarsInProgress 0 (primary series) and add all of your logic within BarsInProgress 1 (added data series). If all your strategy logic is within a BarsInProgress 1 check then your strategy's logic would only process for the added data series.

See the help guide documentation below for more information AddDataSeries() and BarsInProgress.
AddDataSeries(): https://ninjatrader.com/support/help...dataseries.htm
BarsInProgress: https://ninjatrader.com/support/help...inprogress.htm

Let us know if we may assist further.

Adding additional data series would require me to refactor code (like, instead of using Time[0], I would have to use Times[1][0]), which seems unworthy of effort.

NinjaTrader could have a thought of letting creator of a strategy to determine symbol and timeframe in later releases.

[UltraNIX]

Users have the pleasure of choosing whatever BarType and Instrument to
run a strategy -- there is no 'default' setting for these -- users are forced to
make these choices when starting the strategy.

You can make efforts to defeat these choices, such as adding a new data
series of your preferred instrument, and ignoring BarsInProgress == 0.

Or, perhaps a better approach -- setup your strategy to inspect the user
choices of BarType and Instrument, and refuse to run if these values are
unacceptable.

Yes, I am leaning towards that approach - inspect and refuse, if values are unacceptable, if it's not possible to set symbol and timeframe.

[bltdavid]

Adding additional data series would require me to refactor code (like, instead of using Time[0], I would have to use Times[1][0]), which seems unworthy of effort.

Well, uh, hold on there a second. That is not necessarily the case.

Let's consider BarsInProgress a bit more.

When OnBarUpdate is called with BarsInProgress == 1, everything
has been pre-set to what is known as the 'BarsInProgress context'.

What does that mean?
It means a reference like Time[0] automatically reflects the current
BarsInProgress data series.

Which means,
You only need to use Times[1][0] if BarsInProgress != 1.

The idea is when BIP=n, having to explicitly use Times[n][0] is not
strictly necessary -- because Time[0], Close[0], etc, have all been
mapped to the correct series for the current BIP.

That is called the 'BarsInProgress context', and is an automatic
internal setup before calling OnBarUpdate, OnMarketData, etc.

Thus, in a simple case, perhaps all you need to do is put a guard
to filter out all unwanted BarsInProgress values (including 0), so
that your logic only applies to a certain data series,

protected override void OnBarUpdate()
{
    if (BarsInProgress != 1)
       return;

    ... use Time[0], Close[0], etc, normally ...
    ... all references are using BIP == 1 series ...
}

This cuts way down on any refactoring.

See 'Accessing the Price Data in a Multi-Bars NinjaScript' here.