Always use NQ data even when running the Strategy on MNQ

[BigT4X]

Can someone point me to what I would need to do (correct links/articles) to have my Strategy calculate everything based on NQ data and not based on MNQ when my strategy is running on MNQ?

I know I need to bring in the NQ data set.....but I need every calculation the strategy makes - every close, high, low, etc....to be based on NQ...not MNQ. Obviously it works fine when run on NQ.

Unfortunately MNQ often has slightly different data.....so I have times when I am getting stopped out on MNQ but not on NQ....because of 1 point difference in stops, etc....those kind of things.....end up being long on NQ and short on MNQ or vice versa.

[NinjaTrader_Emily]

Hello BigT4X,

Thank you for your post.

To pull in the NQ data, you would need to call AddDataSeries() in your strategy:

• https://ninjatrader.com/support/help...dataseries.htm

From there, you would work with the BarsArray index, BarsInProgress, Opens/Highs/Lows/Closes, etc. in order to reference the NQ data rather than the primary instrument (MNQ in your case). This information is covered in the Multi-Time Frame & Instruments overview here:

• https://ninjatrader.com/support/help...nstruments.htm

Although the following strategy sample does not use multiple instruments, it is relevant to show how to access and manage multiple series in a script:

• https://ninjatrader.com/support/help..._frame_and.htm

This idea could be applied to working with NQ data to generate orders on MNQ, for example.

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

[BigT4X]

Similar scenario.....

Could I run a Strategy on a NQ chart.....but all my orders based on NQ data for the Strategy on the NQ chart...... are sent as MNQ orders....including Stops? Targets? etc. Rather than pull in NQ data onto my MNQ chart/Strategy....

So instead of sending orders for the chart the Strategy is attached to.....I am sending other symbol orders based on the data from the chart....

So in theory the strategy attached to NQ but send orders for MES MNQ MYM etc....is this possible?

[NinjaTrader_Emily]

Similar scenario.....

Could I run a Strategy on a NQ chart.....but all my orders based on NQ data for the Strategy on the NQ chart...... are sent as MNQ orders....including Stops? Targets? etc. Rather than pull in NQ data onto my MNQ chart/Strategy....

So instead of sending orders for the chart the Strategy is attached to.....I am sending other symbol orders based on the data from the chart....

So in theory the strategy attached to NQ but send orders for MES MNQ MYM etc....is this possible?

Hello BigT4X,

Thank you for your reply.

Yes, you could do this in the same way as described in my previous reply. If you apply a strategy to an NQ chart, then NQ would be the primary data series the strategy is running on. You could then use AddDataSeries() to add a series for the instrument you want to submit orders on. You could run calculations based on the primary series (the data from the chart) and then use order methods that submit to the desired BarsInProgress for the added instrument rather than submitting them to the instrument on the chart (in this case, NQ). Again, this information is detailed on the "Multi-Time Frame & Instruments" page here:

• https://ninjatrader.com/support/help...nstruments.htm
  • Entering, Exiting and Retrieving Position Information: https://ninjatrader.com/support/help...ionInformation

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