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NinjaTrader
Multiple Stratergies, one symbol.
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...more to this...it's not just multiples, I can do it with single strategies as well.
My code looks like this
protected override void OnMarketDepth(MarketDepthEventArgs e)
{
if (Historical)
{
return;
}
bool buy = yada...
bool sell = yada...
if (Position.MarketPosition == MarketPosition.Flat)
{
if (buy)
{
EnterLong();
}
if (sell)
{
EnterShort();
}
}
else
{
if (Position.MarketPosition == MarketPosition.Long && sell)
{
EnterShort();
}
if (Position.MarketPosition == MarketPosition.Short && buy)
{
EnterLong();
}
}
}
It seems that the Historical check sometimes fails when the strategy is started out of session time, leading to the 'Enter' call which throws.
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I suggest debugging your strategy as per here: http://www.ninjatrader-support.com/v...ead.php?t=3418
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Hi CraigC,
Please check out this tip. You are most likely running into this issue: http://www.ninjatrader-support.com/v...ead.php?t=4226Josh P.NinjaTrader Customer Service
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I'm not sure what I should checking for NULL, as I only access 'Historical' and 'EnterLong()'. Enter long is a function so I can't check that and 'Historical' is a property on the current strategy instance (which I assume is created otherwise we would not be in the function in the first place) so I can't check it for NULL either. On top of that it is the EnterLong() that is throwing the exception, should not the 'Historical' check have returned true given the setup which I quote I my previous post? Sorry if I'm missing something here.Last edited by CraigC; 06-23-2008, 10:18 PM.
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