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Multiple position in one strategy

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    Multiple position in one strategy

    I have some strategy from which I'd like to open multiple positions. I will have different targets for my positions; but basically I have one signal for the different positions I want to open. Is that possible or one strategy basically handles one position at a time?
    Thanks!

    #2
    Igarcia,

    You can do this, however note you may experience multiple commissions using the managed approach. This can be accomplished by using the "SignalName" field.

    If you want to enter 3 contracts and use a more complicated order management strategy I would suggest either using ATM strategies, or you can also use the unmanaged approach.

    Adam P.NinjaTrader Customer Service

    Comment


      #3
      OK, here is what I'm trying to do. In Strategy I did this to enter my 3 different positions:

      EnterShort(DefaultQuantity, "SHORT1");
      EnterShort(5,"SHORT2");
      EnterShort(2,"SHORT3");

      I also enter this to manage the trades profits and losses.

      SetStopLoss("SHORT1",CalculationMode.Ticks,10,fals e);
      SetStopLoss("SHORT2",CalculationMode.Ticks,10,fals e);
      SetStopLoss("SHORT3",CalculationMode.Ticks,10,fals e);

      SetProfitTarget("SHORT2",CalculationMode.Ticks,10) ;
      SetProfitTarget("SHORT3",CalculationMode.Ticks,15) ;
      SetProfitTarget("SHORT1",CalculationMode.Ticks,20) ;

      Now, when I run the strategy in the analyzer I only see trades for SHORT1 even though they are supposed to be entered at the same time.

      I also noticed that I can instantiate the same strategy multiple times with different settings which essentially would be the same thing as this. Still my question remains, if I instantiate the strategy 3 times and all three instances fire at the same time, will all those trades be Entered? Or at least sent to market to be filled?
      Thanks
      Last edited by lgarcia3; 09-26-2012, 04:54 PM.

      Comment


        #4
        When setting up your strategy, change "Entries per Direction" from 1 to 3.


        Originally posted by lgarcia3 View Post
        OK, here is what I'm trying to do. In Strategy I did this to enter my 3 different positions:

        EnterShort(DefaultQuantity, "SHORT1");
        EnterShort(5,"SHORT2");
        EnterShort(2,"SHORT3");

        I also enter this to manage the trades profits and losses.

        SetStopLoss("SHORT1",CalculationMode.Ticks,10,fals e);
        SetStopLoss("SHORT2",CalculationMode.Ticks,10,fals e);
        SetStopLoss("SHORT3",CalculationMode.Ticks,10,fals e);

        SetProfitTarget("SHORT2",CalculationMode.Ticks,10) ;
        SetProfitTarget("SHORT3",CalculationMode.Ticks,15) ;
        SetProfitTarget("SHORT1",CalculationMode.Ticks,20) ;

        Now, when I run the strategy in the analyzer I only see trades for SHORT1 even though they are supposed to be entered at the same time.

        I also noticed that I can instantiate the same strategy multiple times with different settings which essentially would be the same thing as this. Still my question remains, if I instantiate the strategy 3 times and all three instances fire at the same time, will all those trades be Entered? Or at least sent to market to be filled?
        Thanks

        Comment


          #5
          ...or set the EntryHandling to using .UniqueEntries - http://www.ninjatrader.com/support/h...ryhandling.htm

          Both approach should allow you to execute your multiple signal setup.

          Different strategy instances would be acting independently, there is per default no cross communication here.

          Comment


            #6
            Hello I have similiar problem I want to enter 2 contracts (setup SL for each of them, for 1 PT - 9ticks and to another I want SL to be moved to growing profit. My code looks

            protected override void Initialize()
            {
            EntriesPerDirection = 1;
            EntryHandling = EntryHandling.UniqueEntries;
            }
            ...

            EnterLong("first");
            EnterLong("second");

            SetProfitTarget("first", CalculationMode.Ticks, 9);

            SetStopLoss("first", CalculationMode.Ticks, 7, true);
            SetStopLoss("second", CalculationMode.Ticks, 7, true);
            ....
            When i run startegy analyzer i only see 1 contract and no second entry...I also played with EntriesPerDirection = 2. but it doesnt work. can anyone help me out?

            Thanks

            Paul

            Comment


              #7
              Hi Paul, please run your script then with TraceOrders to understand better what's happening in the order submission process - http://www.ninjatrader.com/support/f...ead.php?t=3627

              Comment

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