Simultaneous trades

[TexFly]

Hello,

When I backtest a strategy I would like to know what's the MAX capital exposure (basically how many positions I have at the same time). How can I accomplish this?

Thanks!
Tex

[NinjaTrader_Bertrand]

Tex, in the managed approach this would be goverened by your EntryHandling settings for the individual scripts - http://www.ninjatrader.com/support/h...ryhandling.htm

[TexFly]

Thanks Bertrand. What happens when I have 100 instruments? How do I see how many simultaneous positions I have?

[NinjaTrader_Bertrand]

There would be unfortunately no supported strategy communication model Tex, you would see positions then listed individually listed in your Strategies tab. Another approach would be using a MultiSeries strategy to trade multiple instruments / series so cumulative positions could be accessed as they all are treaded under the same script instance then.

[TexFly]

Would you please link me to some documentation/example?

[NinjaTrader_Bertrand]

Sure thing, for a basic MultiSeries strategy you can look at the SampleMultiInstrument and SampleMultiTimeFrame scripts preinstalled with NinjaTrader directly.

Here are also the full docs on the MultiSeries framework from our helpguide for your review :

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