Positions logged against multiple instances (timeframe) of the same instrument?

[drolles]

How are Positions held in the Positions collection? I’ve got signals happening at a higher timeframe (i.e. 60 min) and I’m trading on a lower timeframe (i.e. 1 min). I’m doing this across a portfolio of instruments. The strategy contains 40 DataSeries. I’m iterating through the Positions collection to determine open positions across the portfolio of instruments. However, I’m seeing that a single position (e.g. long AUDJPY) is being listed in both the timeframes for at instrument, that is,

AUDJPY 60 min Long
AUDJPY 1 min Long

This position is generated by the same entry order, is that correct or have I miss understood?

See here as a reference: http://www.ninjatrader.com/support/f...ad.php?t=39240

Thanks and regards,

drolles

[NinjaTrader_Brett]

Hello,

Your understanding is correct.

Let me know if I can be of further assistance.

[drolles]

Brett,

Thanks very much for that.

Cheers,

drolles