ShortLimit & LongLimit at the same time

[SMuhr]

Hi,

Is it possible to place a LongLimit and ShortLimit at the same time ?

Regards

[NinjaTrader_Brett]

Hello,

Thank you for your forum post.

Yes this is possible, and should you have one an EnterLongLimit fill when your short NinjaTrader will automatically make you long instead of flat, this is due to the managed approach.

Let me know if I can be of further assistance.

[SMuhr]

I can't find a way to program this : http://www.imagup.com/pics/1285614369.html in my strategy

To have a LongLimit and ShortLimit at the same time in my orderbook?
Could you help?

regards

[NinjaTrader_Brett]

Hello,

Please post your code you are using for entry and I will be able to further assist.

You will need to continually make the call every bar for EnterLongLimit and EnterShortLimit until these orders are filled.

Let me know if I can be of further assistance.

[SMuhr]

I have done this but if my LongLitmitOrder is place it does not take into account the ShortLimitOrder :

protected override void OnBarUpdate()
        {
   if(Historical)
    return;
   else if(Bars.BarsSinceSession < 5)
    return;
      
   if(Position.Quantity == 0)
   {
    EnterLongLimit(myPrice + 2 );
    EnterShortLimit(myPrice - 2]);
   }
   
   
    
    
    
        }

thc

[NinjaTrader_Brett]

Hello,

EnterShortLimit(myPrice - 2]);

You have a ] in here is this causing us issues?

[SMuhr]

No this is not an issue

[NinjaTrader_RyanM1]

Hello Smuhr,

In this case you would be running into our internal order handling rules.

Methods that generate orders (excluding market orders) to enter a position will be ignored if:

• <LI class=rvps1>A position is open and an order submitted by an exit method (ExitLongLimit() for example) is active and the order is used to open a position in the opposite direction <LI class=rvps1>A position is open and an order submitted by a set method (SetStopLoss() for example) is active and the order is used to open a position in the opposite direction
• The strategy position is flat and an order submitted by an enter method (EnterLongLimit() for example) is active and the order is used to open a position in the opposite direction

In order to place both entry orders at same time you would have to use an unmanaged approach in version 7. An introduction to this is here:
http://www.ninjatrader.com/support/helpGuides/nt7/unmanaged_approach.htm