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running strategy on multiple instruments
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running strategy on multiple instruments
I have a strategy i want to run on ES and NQ at the same time. Is there a way i can prevent the strategy from taking a position on 1 instrument if it is currently in a position on the other instrument. Eample: I don't want to enter a short position on ES if I am currently long NQ.Tags: None
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Hello Tyler803,
Yes you would need to use a multi instrument strategy so the strategy knows about both instruments and their position. There is a good deal of information in the following link going over using secondary series in a script. If you scroll all the way to the bottom there is a sample using two instruments for trading.
To know the position of each instrument you would use the plural Positions collection: https://ninjatrader.com/support/help...tsub=positions
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