NinjaTrader Multi-Asset Trading

Discussion in 'Automated Trading' started by lolatency, Apr 15, 2009.

  1. I've been tinkering with this thing all night, and I finally figured out that the strategy tester will call onUpdateBar for each of the bars added and that this happens in an ordered fashion for each bar class added.

    If I do an "EnterShort" or "EnterLong", why does NT default to trading under the asset for the current bar? If I do an Add( "SLV", PeriodType.Day, 1 ) to a chart that has "GLD" on it, but I can't actually compute the results of my calculation until the close of SLV -after- the close of GLD, then how can I go back and trade GLD again?

    I see my output flagging trades left and right from Print statements, but the strategy tester engine doesn't pick up on any of it if I do an Add( "GLD" ... ) again.

    I'll have to go post this over on their forums, but I'm trying this platform on the recommendations of others in this forum, so I'm hoping someone can through some help my way.
  2. NinjaTrader_Ray

    NinjaTrader_Ray ET Sponsor

  3. Ray, thanks for the help.

    I figured out what I wanted to do, but I would like to urge you at NT to really clarify that page. It took a few executions and iterations to figure out what exactly that diagram was talking about with the "cyan and blue" bars stuff.

    The other issue I am curious about is how to take this multi-asset stuff and use it for indicators. Is it possible to do that? (And yes, I will move over to your forum.)
  4. NinjaTrader_Ray

    NinjaTrader_Ray ET Sponsor

    We are in the process of overhauling our documentation for NT7 which will include multi-series indicator support which NT 6.5 does not have.