Mulientries problem.

[Czarek]

Hallo.
I want to programme strategy with few entries per direction.
Each set of condition is same but I want to place only one order in one bar. How to do not let strategy place all orders at the same time??
My Example:
//first entry
if (Close[1] < Close[0])
{
entryOrderLong1 = EnterLong(positionsize, "MyEntryLong2");
}
//second entry
if (Close[1] < Close[0])
{
entryOrderLong2 = EnterLong(positionsize, "MyEntryLong2");
}

I mean what are the possible solutions to do not let strategy place both orders at the same bar??
Maybe some samples are available??

Rgds
Czarek

[NinjaTrader_JoshP]

Czarek,

If you have the exact same conditions then they will place at the same bar. You need to come up with your own conditions that will separate them. Different conditions = different times the trades will go at.

[Czarek]

Josh.
Can you type me sample of time condition whih separate entries and let the place only one entry in one bar?
Czarek

[NinjaTrader_JoshP]

Run CalculateOnBarClose = true.

CODE NOT TESTED

// In variables section
private bool entered1 = false;
private bool entered2 = false;
private bool entered3 = false;

// In OnBarUpdate()
if (Close[0] > Close[1] && entered1 == false)
{
     EnterLong();
     entered1 = true;
}

if (Close[0] > Close[1] && entered1 && entered2 == false)
{
     EnterLong();
     entered2 = true;
}

if (Close[0] > Close[1] && entered2 && entered3 == false)
{
     EnterLong();
     entered3 = true;
}
etc. etc.

This is just a quick grunt way to do it. You can come up with whatever techniques you want on your own too.

[Czarek]

Josh.
If I set like this:

//Second enter for long
   if  (entryOrderLong2 == null
 
    && Close[1] < Close[0]
    && enteredLong1 == true
    && enteredLong2 == false
 
    && Position.MarketPosition == MarketPosition.Long)
 
   {
        entryOrderLong2 = EnterLong(positionsize, "MyEntryLong2");
    enteredLong2 = true;
   }
 
   //Third enter for long
   if  (entryOrderLong3 == null
 
    && Close[1] < Close[0]
 
    && enteredLong2 == true
    && enteredLong3 == false
 
 
 
    && Position.MarketPosition == MarketPosition.Long)
 
   {
    entryOrderLong3 = EnterLong(positionsize, "MyEntryLong3");
    enteredLong3 = true;
   }
 
   //Fourth enter for long
   if  (entryOrderLong4 == null
 
    && Close[1] < Close[0]
 
    && enteredLong3 == true
    && enteredLong4 == false
    && Position.MarketPosition == MarketPosition.Long)
 
 
   {
 
    entryOrderLong4 = EnterLong(positionsize, "MyEntryLong4");
    enteredLong4 = true;
   }

All orders placed same time.
If I set like your sampel second order will be placed only when first is exited.
I would like to place all 4 orders per one direction.
Where the mistake is?
Czarek

[NinjaTrader_JoshP]

Czarek,

There is a logical gap in the method I posted earlier so you cannot use it as is. You will need to figure it out on your own. I cannot code everything for you. The idea is to use flags to determine if you have already entered a trade or not.

NOT TESTED

private bool flag1 = true;
private bool flag2 = false;
private bool flag3 = false;

if (flag1 == false)
     flag2 = true;

if (flag1 == false && flag2 == false)
     flag3 = true;

if (Close[0] > Close[1] && flag1)
{
     EnterLong();
     flag1 = false;
}

if (Close[0] > Close[1] && flag2)
{
     EnterLong();
     flag2 = false;
}

if (Close[0] > Close[1] && flag3)
{
     EnterLong();
     flag3 = false;
}

These are ideas. You will have to run with them and adjust them for your needs.

[Czarek]

Josh.
I hope I understand that flags determinate if I have already entered order or not.
If I already has entered order and lock the next order ( by changing flag from true to false for example) this order is not placed in bar[0] but is also do not place in the future. Method OnBarUpdate do not change anything when the next bar will come so there are no way to place anoter entry in future if former order haven't be exited. I'm not sure I'm right, of course.

I think maybe the better will be save times of the entries to variable and call it in next order condition + few minutes. What is the syntax represent order execution time? So the code will be likee: execution time= firstEntryTime
than I will put to the second entry time condition ToTime(Time[0] )> firstEntryTime + 5 minutes. What you think about this??

[NinjaTrader_JoshP]

Here Czarek. This may be an easier approach. Use BarsSinceEntry().

Again, not tested code

if (Close[0] > Close[1] && entered == false)
{
     EnterLong();
     entered = true;
}

if (Close[0] > Close[1] && BarsSinceEntry() == 1)
{
     EnterLong();
}

if (Close[0] > Close[1] && BarsSinceEntry() == 2)
{
     EnterLong();
}

You can get the time based off of the IOrder, but that is way to complex programming for this.

[Czarek]

Hallo Josh.
Thanks for you reply.
Looks the BarsSinceEntry method is good but it is refer always to first entry. It mean that bars since entry is calculated from first entry in direction. Are the any way to change it to be calculated always from last entry??
Best Regards
Czarek

[NinjaTrader_Ray]

Unfortunately this is not possible.

[hemlock]

Does BarsSinceEntry("Signal1") get reset when a position for "Signal1" is exited or when a position is reentered with the same signal name?

[NinjaTrader_JoshP]

When reentered with the same signal name.