How to reduce the margin on reversal orders?

[alex.nt]

Greetings,

Imagine I have entered long with 1 lot via EnterLong function. After some time I decided to reverse the position and called EnterShort function. However, my margin is tripled during this operation.

Is there any way to avoid that, except for splitting the latter EnterShort into a flattening order and the reversal order (I believe this is what NT does behind the scene hence a tripled margin requirement), waiting for the flattening order to fill and then submitting the short entry?

May be it is possible to create some kind of link between the original entry and the reversal so NT risk module knows they are linked and does not impose an additional margin requirement?

Thank you.

[NinjaTrader_Joydeep]

Hello alex.nt,
Unfortunately there is nothing native to calculate the risk module. You have to further customize your code to do it.

You can use the Exit() codes to exit your order and then place an Enter() order from the OnExecution event when the exit order is filled.

Also you can use the Unmanaged approach to place the orders. This way you have totoal control over how the orders are being sent.

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