Strategy Position

pistolpete

Junior Member

Join Date: Feb 2008

Posts: 176
#1

Strategy Position

07-28-2009, 09:05 AM

Can you explain to me why I am running the same strategy over a number of securities and some of them have strategy positions and some of them don't. The ones that have randomly taken a strategy position will then enter that order live into the market soon as it passes the time which I have it scheduled to turn on at. I have wait until flat before executing live turned on.
Thanks
Pete
Tags: None
NinjaTrader_JoshP

NinjaTrader Product Manager

Join Date: May 2007

Posts: 17520
#2

07-28-2009, 09:28 AM

Same strategy running on different securities will not yield the same results. Some of your securities may be evaluated to have taken historical trades while others may not have. This is expected.

Wait until flat will NOT take any live trades unless the strategy passes a flat state from strategy start up. I suggest you print some output to determine if a flat state was achieved and when.

Josh P.NinjaTrader Customer Service
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