about multi instrument trading

[daglas]

Dear friends.
I have create multi instrument strategy. And start back test, and I read report, but I can see only trades for 6E. What's wrong with this strategy?

protected override void Initialize()
        {
            CalculateOnBarClose = true;
                        Add("6E 12-11", PeriodType.Minute, 15);
            Add("6B 12-11", PeriodType.Minute, 15);
            Add("6C 12-11", PeriodType.Minute, 15);
            Add("6S 12-11", PeriodType.Minute, 15);
            Add("6J 12-11", PeriodType.Minute, 15);
      
        }
if (CurrentBar > Bars.Count - 4) {


            sum=x1+x2+x3+x4+x5;
            }
            if (sum<10)
            {
                EnterLong(0,1,"E");    
                EnterLong(2,1,"B");
                EnterLong(3,1,"C");
                EnterLong(4,1,"S");
                EnterLong(5,1,"J");
            }
            
            if (Position.GetProfitLoss(Close[0], PerformanceUnit.Points)>10)
            {
                ExitLong();    
   
            }

[daglas]

I want to open position with triger described in previous post, and exit when total profit of all position will be more of some predefined value in ticks or in money. I try in my code to exit positions (I want to close all position at all instruments at the same time).

[NinjaTrader_Austin]

daglas, what do you have for your OnBarUpdate() section? I don't see it listed anywhere to enter/exit trades. How are you trying to enter the trades?

You can separate out the different bar series updates:

OnBarUpdate()
{
  if (BarsInProgress == 0)
  {
    // first series update
  }
  else if (BarInProgress == 1)
  {
    // second series update
  }
   ...
}

[daglas]

I use such code for opening and closing positions

protected override void OnBarUpdate()
        {
            if (CurrentBar > Bars.Count - 4) {

            sum=x1+x2+x3+x4+x5;
            }
            if (sum<10)
            {
                if (BarsInProgress == 0)
  {

                EnterLong(0,1,"E");    
}
if (BarsInProgress == 2)
  {

                EnterLong(2,1,"B");
}
if (BarsInProgress == 3)
  {

                EnterLong(3,1,"C");
}
if (BarsInProgress == 4)
  {

                EnterLong(4,1,"S");
}
if (BarsInProgress == 5)
  {

                EnterLong(5,1,"J");
}
            }
            
            if (Position.GetProfitLoss(Close[0], PerformanceUnit.Points)>10)
            {
                ExitLong();    
 
            }

[NinjaTrader_RyanM1]

Hi Daglas,

What are your EntriesPerDirection and EntryHandling properties set?

[daglas]

Hi Daglas,

What are your EntriesPerDirection and EntryHandling properties set?

I attach all strategy. All I want to close all positions when total profit of all positions will be more then 10 dollars.

[NinjaTrader_RyanM1]

Your strategy does not contain these settings. Please take a look at the following help guide article on EntriesPerDirection and EntryHandling,

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

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

These properties work closely together to determine if additional entries are accepted in the same direction (long or short). They can be set in code or when you run the strategy.