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Multi Instrument Time Delay
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Multi Instrument Time Delay

  #1 (permalink)
Elite Member
Turkey
 
Futures Experience: Intermediate
Platform: WHS Futurestation Nano
Favorite Futures: Futures
 
Posts: 2 since Mar 2015
Thanks: 1 given, 0 received

Multi Instrument Time Delay

Hi ,

is there a workable solution for time time delay problem in strategies with multiple instruments? If not, will the delay problem still be in NT8? I have searched and tried a lot, but still haven't found a good solution for this problem.

My Code:

protectedoverridevoid Initialize()
{

Add(Instrument2, PeriodType.Minute, 5); // Index [1]

}


protectedoverridevoid OnBarUpdate()
{

if ( BarsInProgress == 1 )
{
if (Closes[1][0] > Opens[1][0]) Signal = true;
// Signal Condition Ok at 10:00
}


if ( BarsInProgress == 0 && if (Signal == true) )
SubmitOrder( 0 , ... ) ;
// Order has to be submitted at 10:00

}


Instrument1 has Index0, Intrument2 has Index1.
The Signal comes from Instrument2(index1) at 10:00 and the Order in Instrument1(Index0) has to be submitted at 10:00. Since my Instrument1 hast Minute period 5, the orders is submitted at 10:05.

How can I also submit the order in Instrument1 at 10:00 ?
Please help me.

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  #2 (permalink)
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  #3 (permalink)
Elite Member
Wrocław, Poland
 
Futures Experience: Intermediate
Platform: NinjaTrader, Racket
Favorite Futures: Ockham's razor
 
gregid's Avatar
 
Posts: 651 since Aug 2009
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Use timer event for this purpose, here is an example:
https://futures.io/ninjatrader/35864-run-code-ninjatrader-7-specific-time-each-day.html

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  #4 (permalink)
Elite Member
Turkey
 
Futures Experience: Intermediate
Platform: WHS Futurestation Nano
Favorite Futures: Futures
 
Posts: 2 since Mar 2015
Thanks: 1 given, 0 received

Thanks for the reply.. I couldn't figure out how to use the Event Timer, but I've found another "workaround".
I'm choosing period time 1 second for the Instrument with index 0, this way the time delay is acceptable for me.

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