Same Strategy Different Timeframes (with 1 position)

[ij001]

Hi there

I want to run my strategy across 2 or 3 different timeframes without charts so I am using the Strategies tab.

The problem I am having is that due to margin restrictions, I can only have 1 position per timeframe or Data Series (3 min, 5 min).

I have always used

Position.MarketPosition == MarketPosition.Flat


to accomplish this but now it doesn't seem to be working correctly. That is, when long on one timeframe, then another timeframe gets an alert it takes a trade but then stops out.

When it checks it is Flat does it check the Positions in the account or just the timeframe? How to get it to check just the timeframe?

[ij001]

Hi there

I want to run my strategy across 2 or 3 different timeframes without charts so I am using the Strategies tab.

The problem I am having is that due to margin restrictions, I can only have 1 position per timeframe or Data Series (3 min, 5 min).

I have always used

Position.MarketPosition == MarketPosition.Flat


to accomplish this but now it doesn't seem to be working correctly. That is, when long on one timeframe, then another timeframe gets an alert it takes a trade but then stops out.

When it checks it is Flat does it check the Positions in the account or just the timeframe? How to get it to check just the timeframe?

Sorry the stop out appears to be another issue. Will Entries per direction = 2 and Unique Entries solve my question about Positions in the account?

[NinjaTrader_Bertrand]

ij001, the strategy instances would not cross communicate, thus the Position check you do would only be done for the indiviual instance - your one timeframe on that this strategy instance is run.

The EntryHandling settings you mention would also apply not globally to all strategies, but to each instance again. To limit trades you could run a MultiSeries strategy here, so all trading for the timeframes would be done from one strategy instance.