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Fetch the price of another instrument within a strategy
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Fetch the price of another instrument within a strategy

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Danang Vietnam
 
Trading Experience: Intermediate
Platform: NinjaTrader
Favorite Futures: DAX Futures
 
Posts: 6 since Jan 2019
Thanks: 2 given, 7 received

Fetch the price of another instrument within a strategy

Hi,
I am writing a strategy for "instrument A" and I need:
- the price of "instrument*B" the day before at 23:00
- the price of B the same day at 3:00

What is the most simple way to get these values?

Thanks

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  #3 (permalink)
Market Wizard
Gits (Hooglede) Belgium
 
Trading Experience: Master
Platform: NinjaTrader, Proprietary,
Broker/Data: Ninjabrokerage/IQfeed + Synthetic datafeed
Favorite Futures: 6A, 6B, 6C, 6E, 6J, 6S, ES, NQ, YM, AEX, CL, NG, ZB, ZN, ZC, ZS, GC
 
rleplae's Avatar
 
Posts: 2,960 since Sep 2013
Thanks: 2,399 given, 5,440 received


You will have to add a dataseries with AddDataSeries();

In our case, you would choose the other instrument and add a daily series
and refer to Closes[1][1] which is yesterdays close

More information is in the manual here :
https://ninjatrader.com/support/helpGuides/nt8/en-us/?multi-time_frame__instruments.htm

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