Multiple Strategies, each calling OnOrderUpdate ...

[DarthTraderson]

Hi,

I found some strange logs. I have multiple strategies running on the same ond on different instrument. When on of the strategies takes place Order the OnOrderUpdate-Method ist called ... but from each other strategie the OnOrderUpdate-Methode is called too ... so it is called for each strategies.

Is this behaviour correct? How to prevent from calling the method (I think OnExecution is the same behaviour) several times?

Thx
DT

[NinjaTrader_JoshP]

DarthTraderson,

Strategies are completely independent of each other. What happens in one does not impact the other. If other strategies are triggering, they triggered based on their own strategy's orders. Suggest you use TraceOrders and Print()s to track the orders of each strategy individually.

[DarthTraderson]

Hm ... I cannot agree with you. 10 minutes ago I did a long trade with my strategy 'A' on NQ. Another strategy 'B' is running on NQ too. Every time calling the OnOrderUpdate() method a mail is sent ... and I got two mails. One from strategy A with a LONG-State and one from B with a flat state.

So the strategies are not independent from each other on the same instruments.

BTW: I saw my IOrder - objects are static in strategy B. Maybe this is the root cause ... or it is a bug in NT ...

[NinjaTrader_JoshP]

Darth,

All strategies are run independently of each other. OnOrderUpdate() can trigger for any number of reasons related to order updates. You should print the complete IOrder object and trace the states of it for all your strategies.

[DarthTraderson]

Oh, sorry not OnOrderUpdate is called but OnPositionUpdate is the curious method instead.

I guess your solution is the same ...

[NinjaTrader_JoshP]

Right. Print outs will offer insights into what your strategies are doing and allow us to isolate what is happening.