How to combine orders so they can average in entry price

[nikolaalx]

Hello,
I am developing a multi instrument strategy.

I am executing orders as follow:

if (tradeCountAlpha < MaxTrades
&& CurrentBar >= orderBufferBarAlpha + MinBarsBetweenEntries && alphaOrder !=2)

{
EnterShort(0, 1, "1");
tradeCountAlpha ++;
orderBufferBarAlpha = CurrentBar;
alphaOrder = 1;
}

if (tradeCountBeta < MaxTrades
&& CurrentBar >= orderBufferBarBeta + MinBarsBetweenEntries && alphaOrder !=2)
{
EnterLong(1, 1, "1");
tradeCountBeta ++;
orderBufferBarBeta= CurrentBar;
}

The problem is the strategy is not combining the separate entries into a single position...but rather treats them independently.

I am attaching a screenshot.


I want to be able to average them.

Please help

[NinjaTrader_ChelseaB]

Hello nikolaalx,

It would not be possible to combine orders made on different instruments (or different accounts) into one position with code or with manual orders.

Instead, each instrument will create a new index in the Positions (plural) collection.

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

[nikolaalx]

I don't want to combine the orders from the two different instruments.

I rather want each instrument to have its average on the orders that are made only within that instrument.


E.g if I am trading NQ / TF as primary and secondary instrument I want all NQ orders to be averaged in the context of the NQ part and I want all TF orders to be averaged in the context of the TF part.

[NinjaTrader_ChelseaB]

Hello nikolaalx,

Positions[index].AveragePrice

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

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