How to Playback on multiple sybmols in strategy

[hgear1786]

Hi,

I have a strategy attached to my primary chart and the symbol is NQ. I am entering a position on MNQ based on certain data points on my main NQ chart. When I do this in Playback I do not see any positions being entered

Sample code :

protected override void OnStateChange ()
{
else if (State == State.Configure)
{
AddVolumetric(Instrument.FullName, BarsPeriodType.Second, TimeFrame, VolumetricDeltaType.BidAsk, 1);
AddDataSeries(Data.BarsPeriodType.Tick, 1);
AddDataSeries("MNQ 09-23", BarsPeriodType.Minute, 1);
}
}

protected override void OnBarUpdate() {

if (BarsInprogress == 0) {

//if certain conditions on NQ chart are met enter long or short on MNQ
EnterLong(3, QUANTITY, "long");

}

}


The code above does not error in Playback . If I change EnterLong(3...) to just EnterLong(QUANTITY) I see it take a position on the current chart NQ.

Any help will be appreciated. Do I have to download the same day data for MNQ ?

[NinjaTrader_BrandonH]

Hello hgear1786,

Thanks for your post.

Yes, you will need to download Market Replay data for each instrument and date being accessed/tested in the strategy to properly use the strategy with the Playback connection and Market Replay data.

Downloading Market Replay Data: https://ninjatrader.com/support/help...jaTraderserver
Playback: https://ninjatrader.com/support/help...8/playback.htm

Further, I see you are calling AddVolumetric() dynamically. The instrument argument and baseBarsPeriodTypeValue argument when calling AddVolumetric() must be hardcoded into your strategy.

From the AddVolumetric() help guide: "Arguments supplied to AddVolumetric() should be hardcoded and NOT dependent on run-time variables which cannot be reliably obtained during State.Configure (e.g., Instrument, Bars, or user input). Attempting to add a data series dynamically is NOT guaranteed and therefore should be avoided. "

AddVolumetric(): https://ninjatrader.com/support/help...volumetric.htm