2 Contract strategies - What happens?

[domenech]

Hello,
I have a strategy that is openning 2 contracts at same time, and later, is closing it one if target achieved and the other one with a trailing stop.
Some times, both contracts are closed togheter and some tines no.
But,.... how are calculated the # of winning or losing trades, averages etc.?

One trade with 2 contracts open and close at same time is considered 1 trade,
but if contracts are closed at different moments, are considered 2 trades, so,

Supose this cases:
2C open long - closed both with the stop loss without profits and
2C open long - closed one with 10 ticks profits and the other one with 20 ticks profit,...
The numbers are
3 trades Winning trades 2 - Losing trades 1 percent profitable 66%

2C open long - closed both with the stop loss without profits and
2C open long - closed both with 15 ticks profit,...

The numbers are
2 trades Winning trades 1 - Losing trades 1 percent profitable 50%

I think that is necessary to apply same criteria, (1 Contract = 1 Trade, or 1 Open trade= 1 trade) but now there are mixed ways to calculate number of trades in function of the operation and the statistics are not ok.

Could you explain how understand that?
Domenech

[NinjaTrader_Lance]

Unfortunately I won't be entirely sure until I've done some testing.

Are you using different signal names for your entry orders?

If possible could you please attach a simplified script that replicates the issue you are seeing?
Located in (MY)Documents\NinjaTrader 7\bin\Custom\Strategy

[domenech]

Hello,
Just discussing something that I thing that can be related with your collegue JC in the post "MFE in "Trades" Tab,.... Error?"
He tell me about orders openned at same time are grouped, but this time isn't the case when contracts are closed in different moments.
I will try to send a simplified strategy,
But only:
Long 2 Contracts,
Stop loss 4 ticks,
Ttarget Contract 1 2 ticks and
Target contract 2 4 ticks
is enough to verify the problem.

[NinjaTrader_Lance]

Hello,

Thank you for that information. I have verified this with JC and there is no reason for you to submit a script for testing. This is currently a limitation of NinjaTrader 7 as NinjaTrader will group orders that are submitted at the same time.

The change request has been submitted to development. Let me know if we can be of further assistance.

[domenech]

No thanks, thats all,.... I will wait,....
Only one comment to be considered,... You, (and JC), tell me that the problem is that Ninja is grouping orders sent at same time,... well not grouping I suppose will solve it,.. but grouping allways, although each contract ends at different time could be also a possible solution.
( I Tried to put two "{ EnterLong(DefaultQuantity, ""); lines in order to force Ninja to not group it, but are not accepted,... to be true only one is executed)

Regards

domenech