Multiple OCO Orders - How to setup?

[jdm01]

Hello,

I've been trying to figure out how to accomplish the following breakout order structure in NinjaTrader, any suggestions would be appreciated:

Breakout strategy - assume we are talking about the Russell futures:

Buy if market moves to 800 - with a time constraints as to when the order is active:

OCO1 sell if market hits profit target of 805

OCO2 sell double the position if a trailing stop is hit - taking the positions short

OCO3 sell to close at the end of the day if neither of the above OCO's where triggered

If the stop loss was hit then initiate the following:

OCO1.1 buy if the market hits a profit target of short entry price less profit e.g. 795 less 5 profit points = 790

OCO1.2 buy if the market reverses back up and hits a trailing stop, close for the day

OCO1.3 buy to close at the end of the day if neither of the above OCO's where triggered

This structure would then be matched to an opposite set of orders for the short side.

Thanks,
JDM

[NinjaTrader_Austin]

JDM, it would be possible to code this out in NinjaScript, but unfortunately we aren't able to write code like this out for customers.

This trade management would be too complicated to put into an ATM strategy.