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Max Total Position Size

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    Max Total Position Size

    Hello,

    New here, but working with a CL crossover strategy paired with Stochs and what I'm finding is that in a given day, I may have several LONG/SHORT orders that eventually all sell as one large order at close. For example, crossover LONG met, stochs met, GO LONG.. later in the day, crossover short met, stoch NOT met, do not buy, but then when a reversal occurs, the LONG portion kicks in again and buys more. What I'm wanting is a total MAX limit of contracts that my account has at one time. I'm currently working with Order Quantity by Account Size of 3000 and a Max EntriesPerDirection of 4, however, I'm finding I sometimes have up to 6-9 contracts open at once, which is way too much risk. Advice is appreciated.

    #2
    Hello rdavido,

    Thanks for your post and welcome to the forums!

    With your EntriesPerdirection set, how have you set the EntryHandling?

    You would want to set the EntryHandling = EntryHandling.AllEntries; // to keep it to your maximum of 4.

    Here is the help guide on entryHandling: http://www.ninjatrader.com/support/h...ryhandling.htm

    Please let me know if I can be of further assistance.

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