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Multi Instrument Time Delay


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Multi Instrument Time Delay

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

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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  #3 (permalink)
Wrocław, Poland
 
Experience: Intermediate
Platform: NinjaTrader, Racket
Trading: Ockham's razor
 
gregid's Avatar
 
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Use timer event for this purpose, here is an example:

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  #4 (permalink)
Turkey
 
Experience: Intermediate
Platform: WHS Futurestation Nano
Trading: 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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  #5 (permalink)
Cyprus, Nico
 
 
Posts: 30 since Mar 2019
Thanks: 9 given, 8 received


gregid View Post
Use timer event for this purpose, here is an example:

Hello friend,

do you have any idea/suggestion of how can I get the exact Time[0] at which a trade enters or exits? because I need to have this info in odrer me to write/insert a piece of code in my strategy > I want to write a specific time delay (in seconds) after an exit/entry takes place. I need to get these times programmatically in ninjascript NT7.
Thank you/George

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  #6 (permalink)
Jacksonville, Florida United States
 
Experience: Intermediate
Platform: NT8 + Custom
Broker: NT Brokerage, Kinetick, IQFeed, Interactive Brokers
Trading: ES
 
Jasonnator's Avatar
 
Posts: 126 since Dec 2014
Thanks: 37 given, 119 received

I think you should read through and understand the BarsInProgress property. Here is a link to the documentation. A simple if check to ensure you're acting on one data series versus another should alleviate your issue.

Make sure you continue to check on both your indicator and your strategy. Doing it on only one won't work.

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  #7 (permalink)
Jacksonville, Florida United States
 
Experience: Intermediate
Platform: NT8 + Custom
Broker: NT Brokerage, Kinetick, IQFeed, Interactive Brokers
Trading: ES
 
Jasonnator's Avatar
 
Posts: 126 since Dec 2014
Thanks: 37 given, 119 received


ellinas View Post
Hello friend,

do you have any idea/suggestion of how can I get the exact Time[0] at which a trade enters or exits? because I need to have this info in odrer me to write/insert a piece of code in my strategy > I want to write a specific time delay (in seconds) after an exit/entry takes place. I need to get these times programmatically in ninjascript NT7.
Thank you/George

There is an override provided for you which will give you exactly what you're looking for. Here is a link.

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