Rebalancing

[geary]

I'm a relative newcomer to NinjaTrader, and I would like to implement a rebalancing strategy. I searched the forum, and didn't find anything related to rebalance or rebalancing.

I know I'll have to use some constants to define my target percentages among the instruments. And I assume that will be an array using the instrument as an index. And then I would compare my current position for the instrument (as a percentage of the total value of all positions) against the target percentage. Does that sound correct?

But I'm not sure how to retrieve and calculate the position values for each instrument. The Position object doesn't seem to include an instrument. Can I use the IPosition object? But how do I get an IPosition object for all open positions? If you can point me in the right direction, I would appreciate the help.

[NinjaTrader_Brett]

Hello,

Welcome to the NinjaTrader support forum!

Sure in this case you would use Positions.

http://www.ninjatrader.com/support/helpGuides/nt7/positions.htm

Let me know if I can be of further assistance.

[tradetree]

I read the question differently. Isn't geary asking to re-balance across all his strategies as opposed to multiple instruments within one strategy? I ask because I am interested in the answer to this as well. I know how to access the equity balance of the account, but I don't know if you can access your positions in an account?

[NinjaTrader_Brett]

Hello,

This would require communication between strategies which is unfortunatley not supported. Each strategy runs with its own position objects. The only way to do this would be to combine everything into a multi instrument strategy then you would be able to do this.

Let me know if I can be of further assistance.

[tradetree]

I understand this is not supported, but I wanted to clarify. What is needed is not communication between strategies, but the Positions held in accounts being accessed by the strategies. The positions in all accounts are displayed in the Positions tab according to account number. This data is therefore not exclusively held by the strategies, but is known to the NT system in order for it to be displayed. The strategies only need a connection to this data. Other trading systems certainly support this function.

[NinjaTrader_Brett]

Hello,

Unfortunately, This is not supported by NinjaTrader.

Let me know if I can be of further assistance.