Working with multiple data series Minute and Tick

[Don22Trader1]

Hello,

Some information on my strategy:
- instrument = S&P e-mini
- Calculate = OnBarClose
- primary data series = 30 minute
- secondary data series = 1 tick
- profit target = 4 ticks
- the strategy only works between to hours of 8:30 AM to 9:00 AM (30minutes)

The strategy is supposed to capture the open price of the initial bar (Open[0]) and should take profit 4 ticks away. For backtests purposes, obviously the only values known to the computer is the OHLC so it wont capture intrabar granularity.

Is it possible to write a line of code like this while using two data series:
------------------------------------------------------------------
if ((Close[1] >= (Open[0] + (4 * TickSize))))

EnterLong(Convert.ToInt32(OrderQuantity), "LSEntry");
------------------------------------------------------------------

Also, in the beginning of OnBarUpdate, I have these lines written:
------------------------------------------------------------------

if (BarsInProgress != 0)
return;

if (CurrentBars[0] < 1
|| CurrentBars[1] < 0)
return;

------------------------------------------------------------------

How can I change these to allow the script to run multiple data series?

[NinjaTrader_ChrisL]

Hi, thanks for posting. Strategies can add extra data series with the AddDataSeries method. We have a full guide on multi time frame and instrument scripts here:

https://ninjatrader.com/support/helpGuides/nt8/NT%20HelpGuide%20English.html?multi-time_frame__instruments.htm

There are also two full examples in the platform that come default called SampleMultiInstrument and SampleMultiTimeFrame.

Kind regards,
-ChrisL