Positions across strategies

[astrolobe]

Is there a way to see what positions I have across instances of the same strategy?
I run the same strategy across multiple currencies, but do not want to take a short position if I am already short in a different currency. Can this be done?

[NinjaTrader_JoshP]

Unfortunately not. A strategy can only see positions held by itself.

[astrolobe]

It would be nice if there was a strategies collection that we could examine.

[NinjaTrader_JoshP]

astrolobe,

Thank you for the suggestion, but cross strategy communication is not supported. You could just try rolling a multi-series strategy to do what you want no?

[Ralph]

http://www.ninjatrader-support2.com/vb/showthread.php?t=20302

Hi astrolobe,

under the link above you could find a basic class (DataTransfer) to connect strategy instances to each other. There is also an application clas added (DataTransferPL) which handles the exchange of P/L values between strategies as an example. And there is a test strategy showing these classes in action. It is not exactly what you are looking for but could be a starting point. But coding experiences would be required.

Regards
Ralph

[astrolobe]

Hi Ralph,
Thanks for the heads up. I think this will make a very good starting point.

[kumaresh11]

see if this helps. Give a label to strategy in the chart. if startegy name is Strategy1. then for

ES, Strategy1_ES_Range2,
6E, Strategy1_6E_Range4
CL, Strategy1_CL_Range4

Then, in account performance, under trades, you will see this label, then sort. It did help me.

[astrolobe]

Thanks kumaresh11,
From what I understand you are doing, would you not achieve the same results by just leaving you strategy label as "Strategy1" and sort your trades in account performance by instrument.

I am trying to achieve something a little different...I think. I would like my strategy to know the collective results of all my strategies running, so that it can make appropriate money management decisions before it takes a trade.