Multiple positions per strategy.

[JamieHendrix]

Is there any way to code the script so that it will allow another order to be executed while you have already been filled in a position? For instance, The strategy is filled short and two bars later generated a signal to sell another short while the original short is still in effect.... Kinda like averaging a position down but for an HFT kind of scalping method.

Thank You, Jamie Hendrix

[NinjaTrader_AdamP]

JamieHendrix,

I am happy to assist you.

Yes, this is possible. If you submit another short order it will just add to your total position. There is something to be aware of, and that is EntriesPerDirection. You will need to set this appropriately for your strategy as some orders can be rejected if you go over what is allowed by this setting. For more information, please see the following link.

http://www.ninjatrader.com/support/forum/showthread.php?t=45117

Please let me know if I may assist further.