Certain Symbols on Certain Dates

October 23rd, 2016, 07:43 PM

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

October 24th, 2016, 07:33 AM

stealthtrading

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<string, DateTime> dictDate = new Dictionary<string, DateTime>();

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

   }

Certain Symbols on Certain Dates

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Certain Symbols on Certain Dates