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Certain Symbols on Certain Dates


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Certain Symbols on Certain Dates

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Toronto
 
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Platform: NinjaTrader
Trading: Gold
 
Posts: 10 since Feb 2016
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Is there a way in NinjaTrader strategy analyzer to only allow certain stocks to run a strategy on a specific day.

For example, if I wanted
-MSFT to only run on April 1, 2016
- AAPL to only run on April 8, 2016
- WMT to only run on April 2, 2016
- PCLN to only run on Dec 1, 2016

can be this coded into the strategy (ie: if (Date) && MSFT.symbol) as a condition?

I realize its possible to run the strategy analyzer on every day by manually changing the date before each test, but if it was possible to create a condition in the code itself for testing that would be a lot easier for the strategy I'm developing.

Thanks

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stealthtrading View Post
Is there a way in NinjaTrader strategy analyzer to only allow certain stocks to run a strategy on a specific day.

For example, if I wanted
-MSFT to only run on April 1, 2016
- AAPL to only run on April 8, 2016
- WMT to only run on April 2, 2016
- PCLN to only run on Dec 1, 2016

can be this coded into the strategy (ie: if (Date) && MSFT.symbol) as a condition?

I realize its possible to run the strategy analyzer on every day by manually changing the date before each test, but if it was possible to create a condition in the code itself for testing that would be a lot easier for the strategy I'm developing.

Thanks

Yes, you can simple create a dictionary with the symbols and the start dates you want to deal with:
 
Code
                            
...

using System.Collections.Generic;
...
Dictionary<stringDateTimedictDate = new Dictionary<stringDateTime>();
protected 
override void Initialize() {
  ...  
  
dictDate.Add("MSFT", new DateTime(2016,04,01));
  
dictDate.Add("AAPL", new DateTime(2016,04,08));
  ...
protected 
override void OnBarUpdate()         {
   
DateTime value = new DateTime(2000,01,01);
   if (
dictDate.ContainsKey(Instrument.MasterInstrument.Name)) {   
      
value dictDate(Instrument.MasterInstrument.Name);
   }
   if (
Time[0] >= value)  {
      
// strategy logic
   


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