Problem in Exiting Position

[vivienne]

The above problem happens in real time only.

My rules for exiting the position is not trigger before a new entry position, it will exit where a specific condition is meet. My strategy can only work in the backtest situtation, when in real time, the position will still be closed when the condition is met, but Ninja Trader will also close the position once again right before a new entry signal, (the signal name is "close position") ie. the position has exited TWICE.

[NinjaTrader_Dierk]

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Not sure I follow. NT should not exit the same position twice, since this will bring you to the other side of the market.

Please attach a simple as possible strategy in order to reproduce the issue.

[vivienne]

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SO.. that's the problem~



I have send you the snapshot of my screen for your kind attention.



Thanks

[NinjaTrader_Dierk]

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Great. Please see below, I would need simple as possible startegy in order to reproduce.

[NinjaTrader_Dierk]

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Please make sure you either post screenshot and strategy here or send it to "dierk AT ninjatrader DOT com".

[vivienne]

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The signals buy to cover is correct, while the 2 close positions are not ... they juz happened before the new entry~



thanks

[NinjaTrader_Dierk]

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To clarify (you posted this under ATM strategy section): Is this a discretionary strategy which you trade on the DOM or a self coded NinjaScript strategy?

[vivienne]

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Mine is C# self coded NinjaScript strategy.

[NinjaTrader_Dierk]

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Ok, so here is what you should try as well: Set TraceOrders=true in your Initialize method of your simplified strategy to trace your signals (please consult the docs for details).

[vivienne]

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what is the purpose of that? How to solve the problem~??



THanks

[NinjaTrader_Dierk]

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TraceOrders=true allows you trace which signals your strategy generated. This could give you an idea if there is an coding issue with your strategy.

[vivienne]

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if the signal name of entry (buy) and the name of the exitlong are the same .. shouldn't the exitlong just exit the buy trade.. but there is still another signal of close position afterwards

[NinjaTrader_Dierk]

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Again, I would want to suggest that you attach a simple as possible version of your strategy to your post.

Also:
- in your problem reproducible?
- which instrument is this?
- which feed/broker are you connected to?
- which time series (1 minute? else?) are you running your strategy on?
- please post a screenshot of your strategy settings

[vivienne]

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Actually the problem do occur in every market I tested.

[NinjaTrader_Dierk]

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Please provide the info as requested or I can not follow up. Thanks