IB Multiaccount

[guillembm]

Hello,

Today I tested my strategy, that works fine with a single account, with an IB multiaccount. I sent the entry orders from the master advisor account and when entering the market it was OK. It took the same position quantity from each IB subaccount.

When exiting it made a big mess. It seems that it doesn't really know if a part of the position belongs to a subaccount or another. It started changing the position sense without any criteria.

I'm only connnected to IB. No other broker.

Do you know how to solve it?

[NinjaTrader_ChristopherJ]

Hello,

Thank you for your post.

Can you tell me if you were running an Automated Strategy or an ATM Strategy? Also when exiting the trade was this done manually?

I look forward to assisting you further.

[guillembm]

It was an automated strategy. The strategy exits the position. Nothing is done manually

[NinjaTrader_AdamP]

guillembm

Thanks for the feedback. This is currently on our suggestion list with ID #294.

Unfortunately there is no support for this. NinjaScript strategies are automated for both entries and exits. They can't be applied to a manual entries for the purpose of automating the exit only.

You can use the unmanaged order entry system to programatically submit, change and cancel orders. It may be an option for you but you would have to also custom code any order management that would normally be taken care of by the managed order system. There's also no way to link the manual entry with it.

[guillembm]

Sorry,

I think I didn't explain very well. Entries and exits are automated on my strategy. No manual entries or exits.

[NinjaTrader_AdamP]

guillembm,

If you could send me this strategy I could take a look at it.

Generally its advised to use a separate strategy for each account.

[guillembm]

More or less I understand what is the problem. It happens with any strategy applied to IB multi-account.

The issue is that the strategy opens correctly a position taking the same percentage for each sub-account. That's fine. But, when closing the position the strategy doesn't know how to distribute the profits or losses of the trade to each sub-account. I think it does it randomly or following a criteria that I don't understand.

For this it would be necessary to add a feature to NT that can assign the P&L the same way it has opened the position. It's a pity, because being able to work simultaneously with several sub-accounts is great.

Executing the same strategy for each sub-account is not a very elegant solution.

[guillembm]

Another point about this is that when my strategy ia applied to a single account it exits without problem. When applied to a multi-account sometimes positions are not correctly exited.

So, a great feature you should add is that a strategy should be able to know if a positions is opened for an instrument. This would make things much moer easy.

[NinjaTrader_Bertrand]

Thanks for sharing your feedback guillembm, I'll forward it to development for consideration.