Unmanaged Strat running on two separate instruments

[zeller4]

Hello,

We're testing a new "Unmanaged=true" strat. The strat runs with Stops/Targets as expected when any instrument (like 6E or CL) is selected. However, if the strat is placed on the two separate instruments (in separate charts of course) at the same time, there are occasions when after the initial entry orders are placed with stops/targets, when one of the instruments moves to the breakeven section of the code, orders in the other instrument are being cancelled leaving an open position.

Is this expected behavior in your experience? How can I prevent this?

Thanks,
Kirk

[NinjaTrader_Austin]

Kirk, are you saying orders are being canceled by the wrong strategy? If so, can you please provide the code for both strategies and the steps necessary to reproduce this issue?

[MarkT]

Is one strategy 'long only' and the other 'short only'

[zeller4]

Austin,
This is a long and short strategy. Only one strategy applied to two separate instruments at the same time. The entry and exit names are unique but do not have the instrument name associated with them. In other words, a "LongStop_1a" for 6E would also be the same name for CL.
Is there a requirement for making the instrument name a part of the string?

I could create a condition similar to (using the correct syntax of course)

if (instrument name = "6e") Submit Order(..."LongStop_6E_1a");
if (instrument name = "CL") SubmitOrder(..."LongStop_CL_1a");

But the question remains if this is required or are there other considerations to the Unique Name situations when running different instruments at the same time.
Kirk

[NinjaTrader_RyanM1]

Hello Kirk,

The field you should look into is the OCO id, not the signal name. This value should be unique per strategy instance. If the strategy is only run on two instruments then adding instrument name should be enough.

 
if (conditionsForStopandTarget)
SubmitOrder(0, OrderAction.Sell, OrderType.Stop, 1, Low[0] - TickSize * 5, 0, [COLOR=red]Instrument.MasterInstrument.Name + " stopLoss",[/COLOR]"stopLoss");

[zeller4]

Thanks Ryan