Multiple strategies on same futures contract

[philmg]

Hi,
I am wondering, if I can activate multiple strategies on the same futures contract and what the watch outs for such a scenario are? Where can I read more about this?
Here are my current concrete questions:

• Do the strategies act independently of each other or would for example one strategy also include positions from another strategy, if the strategy calls "CurrentPositionSize" for example?
• If one strategy checks if the MarketPosition is flat, does it check this for the own strategy execution or does it check for the futures contract itself, meaning for all strategies in total?

Thanks for pointing me in the right direction.
Phil

[NinjaTrader_Gaby]

Hello philmg,

Thank you for your post.

You can run multiple strategies on the same instrument, however please note that it would be highly discouraged to run multiple strategies on the same instrument and account simultaneously.

This is due to the fact that strategies are not aware of each other and running multiple strategies will usually cause issues with your account position.

Strategy Position vs. Account Position - https://ninjatrader.com/support/helpGuides/nt8/strategy_position_vs_account_p.htm

We would recommend that if you are using multiple strategies on the same instrument that you run them using different accounts or, if you created the strategies yourself, consider combining all your logic into a single strategy that can then monitor all the orders being fired off as those would be the only ways to keep the strategies in sync with the account position.


Each strategy will run independently of one another. If two strategies are running on the same account and the same instrument, they will not be aware of each other's positions.

From the Help Guide page on "Position": "Represents position related information that pertains to an instance of a strategy."

Position - https://ninjatrader.com/support/help...8/position.htm
MarketPosition - https://ninjatrader.com/support/help...etposition.htm

Please let us know if you have any other questions.