Multi-Instrument Strategy

[NinjaTrader_Bertrand]

You likely need to run with a higher EntriesPerDirection here or set EntryHandling to use UniqueEntries:

http://www.ninjatrader.com/support/helpGuides/nt7/entryhandling.htm

[Loukas]

Thanks Bertrand, it is working good with the enter. However, with the ExitLong() or ExitShort statement are working. Every enter position is closing only with profit target level instead of closing when I am opening a new position in the opposine direction.

Initialize()
EntriesPerDirection = 4;
EntryHandling = EntryHandling.AllEntries;

OnBarUpdate()
if .........something
{
EnterShort(1,quantityOrder,"short1");
EnterShort(2,quantityOrder,"short2");
EnterShort(3,quantityOrder,"short3");
ExitLong("long");
}

else if ....something
{
EnterLong(5,quantityOrder,"long");
ExitShort("short1");
ExitShort("short2");
ExitShort("short3");
}

It is entering new positions but is not exiting the latest one....it close only when meet the profit target.

[NinjaTrader_Austin]

Loukas, please try exiting the position before opening a position in the other direction:

exitshort1
exitshort2
exitshort3
enterlong5

instead of

enterlong5
exitshort1
exitshort2
exitshort3