Multi Instrument and multiple timeframes

[mrmistermike2016]

Do you have any examples of a strategy that references multiple instrument and multiple timeframes? In terms of performance, would it perform the same as single instrument strategy?

If I want to avoid this type of coding ...

if (BarsInProgress == 0)
{
Print(Time[0] + " " +Instrument.FullName + " 0: " +

if (BarsInProgress == 1)
{
Print(Time[0] + " " +Instrument.FullName + " 1: " +

How can I determine which dataseries\instrument is in progress with out all the if statements?

Thanks in advance!!

[NinjaTrader_PaulH]

Hello mrmistermike2016,

Thanks for your post.

In your NinjaTrader is the example strategy "SampleMultiTimeFrame" that is commented in the code section to assist with understanding its function.

Here is a link to a reference example of entering on one-time frame and exiting on another: http://ninjatrader.com/support/forum...ead.php?t=5787

Using the BarsInProgress is the only way to know which instrument & time frame has called the OnBarUpdate(). The helpguide offers a good read on multi time frame/series coding here: http://ninjatrader.com/support/helpG...nstruments.htm

I would not be able to advise on a strategies performance as there are simply too many variables.