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Strategy Runs on Micro but enters Order for Emini

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    Strategy Runs on Micro but enters Order for Emini

    Hello Experts.

    I am running my strategy on a MES(Mico ES Futures) chart. And it successfully places order for MES JUN24 futures instrument.

    ASK: I would like to run the same strategy running on MES Charts but would like to place order for ES JUN24 futures instrument. Meaning, I would like to use MES Charts for running the strategy but would like to place orders for EMINI instrument.

    Any advise of how I can code this?

    Thanks!




    #2
    Hello NRITV,

    Yes you can do that in two different ways depending if you are using the strategy builder or manual coding.

    For the builder you can run the strategy on the ES which will submit orders to the ES. You would then add a second series to reference data from the MES for conditions. That means the strategy processed based on the ES market data and submits orders to the ES and the MES last closed price value for the series being used could be referenced.

    Alternatively in manual coding you can run the strategy on the MES and submit orders to the ES. That would let you have the MES market data drive the logic and submit orders to the ES based on that logic.

    In the builder you can use the Additional data screen to add the MES as a secondary instrument: https://ninjatrader.com/support/help...onalDataScreen

    In manual coding you can use AddDataSeries to add the ES and then you can use BarsInProgress 1 when submitting orders.


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      #3
      Thank YOU. Much appreciated!

      Comment

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