Entries/Exits mismatch in trade log & on chart

[dom993]

Hi there,

I am working on strategy which can have concurrent Long & Short trades open at the same time ... Using Unmanaged=true to that effect.

Even though I open/close Longs w/ Buy/Sell, and Shorts with SellShort/BuyToCover, in the trade log & on the chart Ninja can pair a Buy with SellShort, if the SellShort happens before the Sell supposed to close the Buy

Is there a way to get them correctly paired ? Each Buy/SellShort has a unique signal-name at the moment (Lg-1 to Lg-infinity, same for Shorts), exits use a generic "Target" or "Stop" for signal-name.

Thanks in advance
Dominique

[NinjaTrader_Joydeep]

Hello Dominique,
Trade pairing will be done as per FIFO only.

The only place where the entry signals and the exit signals are tied together is while backtesting.

This is however already in our future enhancement list and you can track it via tracker id #1780.

[dom993]

I tried to use 2 different TF for Long & Short orders, but if these are on the same instrument it does the same.

So I am willing to create a fake duplicate of my instrument to use as 2nd TF, however I have tons of rollover information that I don't want to manually input again ... is there a way to save the rollover data & load it from saved file ? (even unsupported)

Thanks
Dominique

[NinjaTrader_Joydeep]

Hello Dominique,
We do not recommend creating duplicate instruments as it can have adverse effects.

[dom993]

OK, what I did is:

- Use the prior month expiry as 2nd timeframe
- Use 1st TF for Longs, 2nd TF for Shorts
- I monitor setups on 1st TF only
- I compute all entries/targets/stops levels on appropriate TF for Long / Short

It is a annoying to have to do this, but this is the only way I can think of to get proper matching of orders in the trade log.