Problem with order and 2 positions

[edgeliner]

I have a system that is working good except it does not exit both positions when a certain condition is met.....I have it set up like this below, but it only exits one of the positions and not both for some reason?????

Add("$GBPUSD", PeriodType.Minute, 1);
Add("$EURUSD", PeriodType.Minute, 1);

then when condition is met and both positions are open.......

{
if ((Positions[1].MarketPosition == MarketPosition.Long)
&& (Positions[2].MarketPosition == MarketPosition.Short)
&& currentTotal > myTarget)
{
Print ("Profit Target was Hit");
if (BarsInProgress == 1)
ExitLong();
if (BarsInProgress == 2)
ExitShort();
}
}

Any ideas?????? Thanks!

[edgeliner]

btw........ I did try putting a private bool into the variables section and set "exitBoth" = false and tried to state exitboth = true when condition was met........ and then did the 'ol if exitboth = true, then exit both positions and that didn't work either????

[NinjaTrader_Joydeep]

Hello edgeliner,
Thanks for writing in and I am happy to assist you.

You have filtered the exit code with BarsInProgress. Thus when the primary bar is in progress (BarsArray == 0) then the both the exit codes are ignored. When the first secondary bar is in progress (BarsArray == 1) then the ExitLong() code is executed and the short is filtered out. Similarly when the second bar is in progress then the ExitShort() code is only executed and the long is filtered out.

To know more on how the multi series concept works please refer to the below links:

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?multi_time_frame__instruments.htm

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?barsinprogress.htm

Please let me know if I can assist you any further.

[edgeliner]

Thanks Joydeep......

Just to make sure I understand this correctly, because I was starting the strategy on the gbp/usd chart, the gbp/usd was considered BarsInProgress 0 and BarsInProgress 1 because I had used

Add("$GBPUSD", PeriodType.Minute, 1);
Add("$EURUSD", PeriodType.Minute, 1);

So, I am assuming I ended up with..........
BarsInProgress 0 =gbp/usd
BarsInProgress 1 =gbp/usd
BarsInProgress 2 = eur/usd

Am I assuming correctly?????

[NinjaTrader_Joydeep]

Hello edgeliner,
Yes, you are right.

Please let me know if I can assist you any further.