Dynamic managing of multiple orders

[pstrusi]

Chelsea, I've made this simple procedure that I think it should work.

Setting EntriesPerDirection correctly in order to allow the desired maximum position, and having in mind that Z is an integer:

if (Position.MarketPosition == MarketPosition.Flat) 				
{				
	if(z>0 )			
	{			
		EnterLong(z*100000); 		
	}			
	if(z<0 )			
	{			
		EnterShort(-z*100000); 		
	}			
}				
if (Position.MarketPosition == MarketPosition.Long) 				
{				
	if(z>0 )			
	{			
		if(z*100000>Position.Quantity )		
		{		
			EnterLong(z*100000-Position.Quantity); 	
		}		
		if(z*100000<Position.Quantity )		
		{		
			ExitLong(Position.Quantity-z*100000); 	
		}		
	}			
	if(z<0 )			
	{			
		EnterShort(-z*100000); 		
	}			
}				
if (Position.MarketPosition == MarketPosition.Short) 				
{				
	if(z>0 )			
	{			
		EnterLong(z*100000); 		
	}			
	if(z<0 )			
	{			
		if(-z*100000>Position.Quantity )		
		{		
			EnterShort(-z*100000-Position.Quantity); 	
		}		
		if(-z*100000<Position.Quantity )		
		{		
			ExitShort(Position.Quantity+z*100000); 	
		}		
	}			
}

Any idea, comment, suggestion?

I' have not put it to work yet, but soon

[NinjaTrader_ChelseaB]

Hello pstrusi,

Without the complete code I cannot know how this code will behave as I will not know the value of z.
I do not see any syntax errors if that is helpful.

[pstrusi]

Surprisingly , the correct EntriesPerDirection for a correct Scaling in/out is 1 and EntriesHandling -> AllEntries. Thanks anyway for the comment

[NinjaTrader_ChelseaB]

Hi pstrusi,

With EntriesPerDirection set to 1, you should only be able to submit 1 EnterLong. After you are in a position any further EnterLongs will be ignored.

If this is not the case, could you submit a "toy" (reduced to just this one issue) strategy that is able to show this is not correct?

[pstrusi]

I had mistakenly overlooked the previous input in the scaling in/out backtest. As you've correctly said, if EntriesPerDirection is 1, the system will just allow 1 Buy order ( independently of its size, which it's up to another input ).

I've tested the scaling in/out script setting EntriesPerDirection to 14, and under this set the system does allow the whole process without any trouble.