Having trouble synching strategy with two instruments

[Austiner87]

Hi NT,

trying to do something I think is simple: if you see the snapshot, I have two strategy builders open showing that I am simply trying to get a mean reversion hedge strategy to work for the MES and MNQ: you will see that when MNQ has a red bar and MES a green bar, I am trying to enter Long for MNQ and Short for MES. You will see at the bottom of the strategy builders, each of these strategy builder windows has 1 set (they are very short/small strategies), and I added the add'l Data Series MNQ 06-24 and MES 06-24 for each strategy. I then put the opposed strategies on the MES 06-24 and MNQ 06-24 charts on top (you can see this on the control panel at the bottom that they are for two different instruments), yet the strategy is only buying MNQ and buying no MES at all, and separately, the MNQ is entering on bars that it shouldn't (highlighted in circles - there are entries when the red/green bars don't align to the strategies in the two builders). can you help me work through this? simply trying to get the strategies to do what their conditions set says they should do. Lastly, to make it easy to see the time bar match between the two charts, I aligned the time's exactly - you can see this with my global cursor crosshair near the top of the screenshot.

I've tried many versions of this strategy to get it to work and I am running into similar issues every time - buying on bars where it shouldn't and another instrument not buying at all, so I built this bare bones version of this for troubleshooting on this forum. Thank you

[NinjaTrader_Jesse]

Hello Austiner87,

If the strategy is buying on bars that it shouldn't you would have to review the conditions you made to see why that is happening for those bars. The same debugging step would be needed for bars it did not place an order where it should have. Using prints would be the suggestion to output the values you used in your conditions so you have a better idea of why that is happening.

Just as a side note, because these are two different markets they will ultimately have different data and events so you could see bar closes happening at different times for one strategy. Because of that they will have times where they are not directly in sync which would be normal.

[Austiner87]

Hi NT8,

Thank you, I have narrowed my question, please see the attached screenshot, I have a strategy that added the 1 min MES 06-24 as a data series, and I have one condition - to check if the MES 06-24 has a green bar - and if so, to print "Should Enter Long". Please see the bottom control panel - I put this strategy on the MNQ 06-24, but the added data series should reference the MES 06-24. You will see that I get no prints in the Output window. So my question is - how can I get the "add data series" function to reference data from another instrument in this manner - I understand if it is not meant for this purpose (referencing other instruments) if it is meant to reference other time periods within the same instrument. Can you please help me with this.

[NinjaTrader_Jesse]

Hello Austiner87,

In the strategy builder secondary series that you use can only be used for price conditions, you won't see bar update events for that secondary series. Only the primary series will get bar update events, so you would be checking the secondary series price at the time of the close of the primary, I mention this because that may not directly line up with what you see on the chart depending on when each series last closed its bar.

No prints would also indicate the condition is not true. To find out why you can add a new set with no conditions and then print the two prices you used in that condition. That will show you the values for each bar so you know why it was not true. It would be helpful to also print the bar time so you can know which print goes with each bar.