Multiple Strategies

[CRCatNinja]

I would like to enter multiple strategies (actually, the same strategy but multiple instruments...each instrument would have different variable values).

The strategy tends to be HIGH probabilty but infrequent number of trades through the course of a year. Therefore, my intent would be to replicate strategy for many instruments to increase occurrences.

QUESTION: How can I provide an overriding restriction that says "ONLY ALLOW THIS ENTRY SIGNAL to ACTIVATE IF NO OTHER STRATEGIES (TRADES) ARE IN PROGRESS" however, "DON'T EXIT UNLESS THERE IS A COMPARABLE ENTRY"?I am simply trying to have only ONE trade be active at a time, therefore only ONE strategy be active at a time.

[NinjaTrader_Austin]

CRCatNinja, NinjaTrader treats each strategy as an independent entity. Thus, each strategy knows absolutely nothing about other running strategies unless "told".

Basically, this will take some coding to create a "master strategy" that knows the state of each and every slave strategy and can sent orders appropriately.

There are a number of ways to do this, but none are copy + paste solutions. This link will take you to a post where I explain how to "share" variables between a strategy and an indicator. Your situation is virtually the same, but variables will be shared between strategies instead of indicators.

Hopefully this will get the ball rolling, but let us know if you have any other questions.