Problem Getting Strategy To Run for Pairs Trading

[IanC28]

Hi,

I have an indicator that prepares several plots that are independent of the chart instruments.

The chart has two instruments and the indicator performs various calculations based on the difference between the pair of instruments, and various ratios.

The strategy is looking at crosses between some of the calculated charts, and has little to do with the original instruments. On the cross I want to buy one instrument and sell the other instrument.

I started off by trying to setup an order initiated by the cross, but I don't get anything. An order is never initiated.

Is it possible to create a strategy to do some back testing for this type of indicator?

Thanks

Ian

[NinjaTrader_PaulH]

Hello IanC28,

Thanks for your post.

Yes, you should be able to backtest using either the strategy analyzer or Playback (with market replay data).

Please make sure you have reviewed the helpguides section on multi series/time frames to understand the references needed for placing orders in that environ: http://ninjatrader.com/support/helpG...nstruments.htm

If you haven't already you can begin debugging to see what is happening in your code sections where you are placing your entry orders. Are your entry conditions being met but the orders are not filled? If you are using the managed approach keep in mind that orders placed but not filled are automatically canceled on the next bar. Reference: http://ninjatrader.com/support/helpG...d_approach.htm

In case you have not reviewed, here is a reference to the debugging process: http://ninjatrader.com/support/forum...ead.php?t=3418