multiple strategies simultaneous on one instrument

[mrlogik]

All,

I have two distinct strategies that I would like to run on a single instrument. Within the strategies I use unique entry / exit string names.

Question.
Can I run both of these strategies at the same time on the same pair? Will this cause any order handling problems? If so, what do I have to do to keep them 100% separate?

What about if I have one trade from each strategy that over lap in opposite directions? Same direction?

Also, do the EntryHandling or EntriesPerDirection properties hold any relevance on what I'm trying to do?

Thanks for you help.

Anthony

[NinjaTrader_Ben]

Hello,


From an individual strategy stand point there will be no conflicts. NinjaTrader will handle this just fine. The strategies are 100% seperate.

Note however if, for example, you are long 10 contracts then another strategy sells 2 contracts, since you can't literally be long and short, you will be long 8 contracts in your account.

[mrlogik]

Perfect.

Thanks for the info

[TAJTrades]

mrlogik,

I have had no luck trying to forward test multiple strategies on 1 instrument. All my strategies are based on multiple time frames so back testing accuracy is lacking for obvious reasons.

I have tried:

Strategies on different charts
(Strat A on ES 1 Min and Strat B on another I Min chart). Reporting is not segregated as Josh mentioned below and therefore the results are meaningless.

Creating additional Sim Accounts
Reworked the strategies to call ATM Strategy for order management. The thought was to keep everything segregated (Strat A on Sim A account and Strat B on Sim B account). This, I thought, would keep all the entries and exits segregated for accurate reporting. Spent all night on this and fired it this morning. Results: Log Error - "You are not authorized for the Advanced Strategy Management feature" . Whatever that means....

Everything I have tried has been a bust and I am out of ideas. So right now NT is as useful to me as a snow mobile in Miami.

I you figure it out will you let me know. Please!

[mrlogik]

Another Question.

I have a strategy running automated on one chart that, at entry, will setup a ProfitTarget and StopLoss.

On another chart, I'm using the chart trader to manually enter trades with an ATM strategy that will submit a Stoploss.

Both of these are on the same instrument.

My question is, will the targets / stops from the strategy interfere with the stop from the ATM chart trader? The stops, I believe, will be the same name "Stop1" on both, or will they?

Thanks
Anthony

[ATI user]

Hello,


From an individual strategy stand point there will be no conflicts. NinjaTrader will handle this just fine. The strategies are 100% seperate.

Note however if, for example, you are long 10 contracts then another strategy sells 2 contracts, since you can't literally be long and short, you will be long 8 contracts in your account.

yes you can be long and short at the same time...just use AtmStrategyCreate code and set "KeepSelectedStrategyOnOrderSubmission" and the positions are kept separate. Monitor from the Strategies tab and/or the stops from ChartTrader. The Positions tab nets the position out as does ChartTrader, however the strategies run separately, offsetting each other until one of them stops out and you are net long or short. Works great and is one of the main features I like about NT...i.e. being able to do hedges.

[NinjaTrader_JoshP]

Anthony,

They will not. A stop from NinjaScript is IDed as "Stop loss" not "Stop1".

[mrlogik]

Perfect.

Thanks both of you for your help.