Multiple Entries Issue

[SystemTrading]

I am writing a strategy that will allow multiple signals in the same direction. For example I want to buy EVERYTIME the RSI crosses over 30 and sell EVERYTIME it crosses under 70. Now when one of these entries occur, I also have subsequent entries. Say I want to add (up to 2 positions) every 2 points the market moves against me. So my code looks as follows.

protected override void OnBarUpdate()
{
 if (CrossAbove(rsi,30,1)
  LE=EnterLong();
}
 
protected override void OnExecution(IExecution execution)
{
 if (LE!=null && execution.Order.Token==LE.Token)
 {
  LE2=EnterLongLimit(entryprice-2points);
  LE3=EnterLongLimit(entryprice-4points);
 }
}

This part works fine. However this is my issue. When my LE order gets filled it places LE2 and LE3 properly. However if LE gets filled again before LE2 and LE3 are filled, it cancels and replaces those orders based on the new LE price. So the only way I see around the issue is to give EVERY order a different name (ie. LE1,2,3,4,5,6,etc.), but I need to be able to track these orders and that seems as if it could get messy. Is there another way around this issue?

[NinjaTrader_Ben]

Hello,


I suggest using a signal name when tracking your orders and see if that works better:
EnterLongLimit(GetCurrentBid(), "LE");

I am sorry, there is no easy way. You will need to keep track of all your orders.