BarsInProgress in Multi Instrument and simultaneous executions

[nikolaalx]

Hello,
I am developing a strategy that executes simultaneous orders on two different instruments. One of the instruments is ES 12-17 and the other is ES 09-17.

The second expiration ES (12-17) has lower amount of historical data due to lower volumes.


I am executing my orders with the following code:

"
if (Positions[0].MarketPosition == MarketPosition.Flat)
{
EnterShort(0, 1, "Short Alpha");
}
if (Positions[1].MarketPosition == MarketPosition.Flat)
{
EnterLong(1, 1, "Long Beta");
}

"

I however noticed that on some occasions the execution only takes place on the first instrument (ES 09-17). And does not execute on the second instrument.

Not sure if the reason for this is any market data missing, but I tried to add

if (BarsInProgress == 0 & BarsInProgress == 1)
{

[All STRATEGY CODE]

}


but when I added it nothing ever was executed as if the strategy didnt run at all.

When I remove that code, executions are made, but sometimes not simultaneous/symmetrical (e.g. only the ES 09-17 gets executed).

Please help!

[NinjaTrader_AlanP]

Hello nikolaalx,

I suspect that the reason it doesn't take another trade is because of your EntriesPerDirection and Entry handling settings, which you can read about at the following links,

http://ninjatrader.com/support/helpGuides/nt8/en-us/?entriesperdirection.htm

http://ninjatrader.com/support/helpGuides/nt8/en-us/?entryhandling.htm

If you set EntryHandling = EntryHandling.AllEntries, do you see entries on both instruments?

I look forward to your reply.