enter exit signalname problem

[kittyan]

hi,

please take a look into the followings if it is a known issue or not:


case 1.

Bar x:
EnterShort( 1 , "enterBy_A" );

Bar x + n:
EnterShort( 1 , "enterBy_B" );

Bar x + n + m:
ExitShort ( "enterBy_B");

result: enterBy_B is bought and enterBy_A goes on. It is OK.

case 2.

Bar x:
EnterShort( 1 , "enterBy_A" );

Bar x + n:
EnterShort( 1 , "enterBy_B" );

Bar x + n + z :
EnterShort( 1 , "enterBy_B" );

Bar x + n + z + y :
ExitShort ( "enterBy_B");

result: both enterBy_B positions are bought and enterBy_A is bought too, instead of letting it going on

thanks for your time
kittyan

[NinjaTrader_Bertrand]

kittyan, I'm not sure I follow you - for each individual scale out you want to scale in first - http://www.ninjatrader-support2.com/...ead.php?t=3751

Do you have a simple test strategy that would demonstrate this issue you see? Thanks

[kittyan]

Bertrand,

1. jpg - only one "BigBegin Historical" entry, staying alive - OK

2. jpg - after "BigBegin Historical" entry one "enterBy_Sun" entry that exits with "Bars_MaxNum", the "BigBegin Historical" staying alive - OK

3. jpg -after "BigBegin Historical" entry one "enterBy_Sun" and once again one "enterBy_Sun", but exit Signal "Bars_MaxNum" shoots down "BigBegin Historical" and one "enterBy_Sun", next bar "Bars_MaxNum" shoots down the other "enterBy_Sun"

code from Bars_MaxNum contains :
ExitShort ("Bars_MaxNum", "enterBy_Sun");
so the Exit from Bars_Maxnum should refer only to SignalNamed "enterBy_Sun" entries, and should not exit entries with other singnalnames, but it DOES

i hope these pics and notes helps
kittyan

[NinjaTrader_Bertrand]

kittyan, thanks for the indepth info - I believe this issue is fixed for NinjaTrader 7, is there a chance I could 'testdrive' this code on my end here? If yes, please contact me directly at support at ninjatrader dot com Attn Bertrand - thanks

[kittyan]

Bertrand,

thanks for the info and for your kind offer to testdrive. Unfortunately I have to decline it due to our security policies. I think I have a solution just need some time to give it a try: in case I give every entry different signalnames the matching would be OK ( perhaps different stake numbers still would cause mixing, but not sure ) , making the code a little more complicated but giving more control until NT7 coming. If you think this could work please let me know.

kittyan

[NinjaTrader_Bertrand]

I understand kittyan, I don't think you're proposed change would make much of a difference to justify the effort - please see this page here ( http://www.ninjatrader.com/webnew/NT7/NinjaTrader7.html ) and then please follow the directions to be considered as a beta tester for the second wave (first public one) - thanks

[kittyan]

Hi Bertrand,

other issue:

is it possible to check to uP/L of a certain position referring to its SignalName ?

kittyan

[NinjaTrader_Bertrand]

You can check into the GetTrades method for this - http://www.ninjatrader-support.com/H...tionClass.html