Position and multiple strategies

[siroki]

Is there a way to get information regarding the account positions?

I ask this because I run two strategies at the same time and I don't want both strategies to conflict with each other. So if I'm long with strategy A, then all signals in strategy B (long or short) should be ignored). And vice versa.

I've read information that there is Strategy Position and Account Position. So basically strategy B does not know that strategy A is long. But if I was able to get data about the account then I would know if there is already a position open or not.

[NinjaTrader_PatrickH]

Hello siroki,

Thank you for your post.

It is unsupported but the code below is an example of how to pull the account positions:

foreach (Account acct in Cbi.Globals.Accounts)
{
if (acct.Positions != null)
{
PositionCollection positions = acct.Positions;
foreach (Position pos in positions)
{
Print(pos.Account.Name + " " + pos.Instrument + " " + pos.MarketPosition + " " + pos.Quantity + " " + pos.AvgPrice);
}
}

[siroki]

Thank you so much for your help Patrick!

[Nullid]

Compile error on position sizing

The name 'Equity' does not exist in the current context.
The name 'StartEquity' does not exist in the current context.

Note that I imported and compiled an archive, but the 2 scripts included did not list position sizing methods.

Is it likely that i should replace Equity and Start Equity with Ninjascript 'AccountSize' and another method?

I have minimal programming skills so I have included the code below for your perusal.


// Position sizing calculations

NShares = MinSize;
if (RoundPS && RoundTo > 0)
NShares = (int)Math.Floor((double)MinSize/RoundTo);

if (Math.Abs(PSParam) > 0 && (Equity - StartEquity) > 0)
NShares = (int)(0.5 * (1 + Math.Sqrt(Math.Pow((2 * NShares - 1), 2.0) + 8 * (Equity - StartEquity)/Math.Abs(PSParam))));

if (RoundPS && RoundTo > 0)
NShares = NShares * RoundTo;

if (RoundPS && RoundTo > 0)
NShares = (int)Math.Floor((double)NShares/RoundTo) * RoundTo;

NShares = Math.Max(NShares, MinSize);
NShares = Math.Min(NShares, SizeLimit);

[NinjaTrader_PatrickH]

Hello Nullid,

Thank you for your post.

Equity and StartEquity are doubles that need to be declared at some point in your code and assigned a value.