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    Two strategies, same symbol

    Hi, i'm running two strategies that are inverse of one another. It's essentially a cross. Instead of combing the cross above/below in one strategy, I've chosen to make two strategies

    strategy1=crossabove=long
    strategy2=crossbelow=short
    stoploss= par (at the point where the cross occurs)

    problem i am seeing is that for some reason why my long position ends, my short position is not being entered. any idea what could be causing this? could this be because strategy1 is "pending" the order to exit, and since this is happening in the same account (SIM) the order to "buy/sell" from the inverse strategy is not shot out? basically in my strategy it is possible to be long and short at the same time in the same symbol. how can i separate my strategies so my positions are not flashed to the other strategy/same account settings

    any suggestions how I can make this work?
    Last edited by staycool3_a; 05-14-2013, 08:24 AM.

    #2
    Hello calhawk01,

    Thank you for your post.

    There are several factors to consider here as to why the short position is not entered. Are the settings the same for the strategies?
    Is the short strategy Yellow on the Strategies tab of the NinjaTrader Control Center?
    Is the CrossBelow condition true at the time the Long position is to be closed an the short position entered?

    I look forward to your response.

    Comment


      #3
      Originally posted by NinjaTrader_PatrickH View Post
      Hello calhawk01,

      Thank you for your post.

      There are several factors to consider here as to why the short position is not entered. Are the settings the same for the strategies?
      Is the short strategy Yellow on the Strategies tab of the NinjaTrader Control Center?
      Is the CrossBelow condition true at the time the Long position is to be closed an the short position entered?

      I look forward to your response.
      logic and settings for both strategies are perfectly negatively correlated

      there are some symbols for both long and short strategies that are yellow. it says your position in this symbol is not sync with your account

      crossbelow condition is not true at the same time the long position is to be closed. basically the logic for ''entering'' the position are the same both opposite, but the exits are based on stops. therefore, you can be in a long position, and the trigger for short can occur, and i would like for the system to go short as well as stay long

      Comment


        #4
        Hello calhawk01,

        Thank you for your response.

        Please send me your log and trace files for today so that I may look into what occurred.

        You can do this by going to the Control Center-> Help-> Mail to Support.

        Please place 'ATTN: Patrick - 844981' in the subject line and reference the following this thread in the body of the email: http://www.ninjatrader.com/support/f...ad.php?t=57811

        Comment


          #5
          Originally posted by NinjaTrader_PatrickH View Post
          Hello calhawk01,

          Thank you for your response.

          Please send me your log and trace files for today so that I may look into what occurred.

          You can do this by going to the Control Center-> Help-> Mail to Support.

          Please place 'ATTN: Patrick - 844981' in the subject line and reference the following this thread in the body of the email: http://www.ninjatrader.com/support/f...ad.php?t=57811
          ok i will do that later, thx for you help

          Comment


            #6
            Originally posted by calhawk01 View Post
            Hi, i'm running two strategies that are inverse of one another. It's essentially a cross. Instead of combing the cross above/below in one strategy, I've chosen to make two strategies

            strategy1=crossabove=long
            strategy2=crossbelow=short
            stoploss= par (at the point where the cross occurs)

            problem i am seeing is that for some reason why my long position ends, my short position is not being entered. any idea what could be causing this? could this be because strategy1 is "pending" the order to exit, and since this is happening in the same account (SIM) the order to "buy/sell" from the inverse strategy is not shot out? basically in my strategy it is possible to be long and short at the same time in the same symbol. how can i separate my strategies so my positions are not flashed to the other strategy/same account settings

            any suggestions how I can make this work?
            That is to be expected. If you are long in an instrument, and a sell order is issued, you will become flat.

            Strategies cannot communicate directly with each other, so you cannot reliably reverse positions by using 2 separate strategies.

            Comment

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