Method to check how much another Instrument is up/down, in another Timeframe

NexusFi · 2016-02-29T04:19:05-05:00

I'm trying to create a method that checks for another Instrument, in another Timeframe. This would allow the Strategy to do things like: Buy AAPL only when DJ is up by at least 0.25% on the D1 Sell the DAX if Nikkei is down by at least 0.5% on the D1 The method looks like this: bool InstrumentCondition(instrumentCode, upOrDown, minPct, timeFrame) instrumentCode = DAX upOrDown = down minPct = 0.005 (0.5%) timeframe = 240 This would return true if DAX is down by at least 0.5% on the H4. I know absolutely …

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Updated February 29, 2016

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Method to check how much another Instrument is up/down, in another Timeframe

February 29th, 2016, 04:19 AM	#1 (permalink)
little leo Sydney Elite Member Experience: Advanced Platform: NinjaTrader Trading: Forex Posts: 63 since Nov 2015 Thanks Given: 31 Thanks Received: 40	I'm trying to create a method that checks for another Instrument, in another Timeframe. This would allow the Strategy to do things like: Buy AAPL only when DJ is up by at least 0.25% on the D1 Sell the DAX if Nikkei is down by at least 0.5% on the D1 The method looks like this: bool InstrumentCondition(instrumentCode, upOrDown, minPct, timeFrame) instrumentCode = DAX upOrDown = down minPct = 0.005 (0.5%) timeframe = 240 This would return true if DAX is down by at least 0.5% on the H4. I know absolutely nothing about creating strategies in multi-timeframes and accessing other instruments. Does this sound doable in NT or am I pushing it? Cheers Leo