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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.
Can you help answer these questions from other members on NexusFi?
I have an automated strategy that works fine. The strategy requires that it's parameters be updated each day after the market close at 1715est. This calculation takes about 2 min to complete. Since I moved over to trading with ninja I have …
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.
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
Broker: NT Brokerage, Kinetick, IQFeed, Interactive Brokers
Trading: ES
Posts: 159 since Dec 2014
Thanks Given: 40
Thanks Received: 166
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.