Multi positions handling

[igalml]

Hi,

I'm trying to handle each position with her own exit price.
For each signal i have a different name.
How can i control each signal with the SetProfitTarget/SetStopLoss ?

I'm using this code but it's not working :

SetProfitTarget("LoSig"+i,CalculationMode.Ticks,Ma xProfit);
SetStopLoss("LoSig"+i,CalculationMode.Ticks,MaxLos s,false);

Igal

[NinjaTrader_Bertrand]

Hi Igal, what do you mean exactly by not working? So all positions are exited at the same price eventhough in OnBarUpdate() you set then different levels per each position? I understand correctly you scale in via unique signal names here?

[igalml]

Hi Bertrand,

For Example :

The entry for the first signal :

if (dsRsi[0] < dRsiEntry )
{
openPrc = pRound(Close[0]- mOffset*TickSize);
oLong = EnterLongLimit(iQty,openPrc,"LoSig"+i);
SetStopLoss(CalculationMode.Ticks,30);
SetProfitTarget(CalculationMode.Ticks,30);

}

The entry for the other signals:
if (Pos_MarketPosition == MarketPosition.Flat && dsRsi[0] < dRsiEntry && dsRsi[0] < dsRsi[1])
{
openPrcNew = pRound(Close[0]- mOffset*TickSize);
oLong2 = EnterLongLimit(iQty,openPrcNew,"LoSig"+i);
SetStopLoss("LoSig"+i,CalculationMode.Ticks,30,fal se);
SetProfitTarget("LoSig"+i,CalculationMode.Ticks,30 );

}

now if i want to handle every signal, for example only the first signal :
if (oLong.Name == "LoSig1")
{
if (dsRsi[0] >= dRsiExit )
{
dTrgPrc = Math.Min(openPrc+(30*TickSize),Close[0] +(mextoffsetLoss*TickSize));
TPMode = CalculationMode.Price;
}
SetProfitTarget(TPMode,dTrgPrc);
SetStopLoss(CalculationMode.Ticks,iMaxLoss);
}

now if i want to handle all the signals that are after the first signal :

if (oLong2.Name == "LoSig"+i)
{
if (dsRsi[0] >= dRsiExit)
{
dTrgPrc2 = Math.Min(openPrcNew+(30*TickSize),Close[0] +(mextoffsetLoss*TickSize));
TPMode2 = CalculationMode.Price;
}
SetProfitTarget("LoSig"+i,TPMode2,dTrgPrc2);
SetStopLoss("LoSig"+iCalculationMode.Ticks,iMaxLos s2,false);
}

now my problem that all the signals that are from "LogSig"+i dont exit with the new exit price.

[NinjaTrader_Bertrand]

Thanks, what price do you see then used instead? Are the custom price target / stop prices you calculate hitting what you would expect? I wonder if you see an issue with this logic part below?

if (oLong2.Name == "LoSig"+i)

For a test, does it work differently if you explicitly for example reference the LoSig2?

[igalml]

Yes because if the signal is filled i increasing i :

protected override void OnOrderUpdate(IOrder order)
{

if ((oLong != null && oLong == order) || oLong2 != null && oLong2 == order)
{
if ((order.OrderState == OrderState.Filled))
i++;
}
}

and when i'm flat so i = 1.
if (Pos_MarketPosition == MarketPosition.Flat)
{
i = 1;

}


for ur first question the price that i see instead is the original MaxLoss,MaxProfit that are fixed.
this is my condition :

if (oLong2.Name == "LoSig"+i)
{


if (!btimetoexit2)
{
dTrgPrc2 = (int)(0.5+iUnderCount/i);
TPMode2 = CalculationMode.Ticks;
dLossPrc2 = (iMaxLossSig2);
SLMode2 = CalculationMode.Ticks;
}

if (dsRsi[0] >= dRsiExit)
{
dTrgPrc2 = Math.Min(openPrcNew+(30*TickSize),Close[0] +(mextoffsetLoss*TickSize));
TPMode2 = CalculationMode.Price;
btimetoexit2 = true;
DrawDiamond("MyDiamond"+ind, true, 0, dTrgPrc2, Color.Yellow);
ind++;
}



SetProfitTarget("LoSig"+i,TPMode2,dTrgPrc2);
SetStopLoss("LoSig"+i,SLMode2,dLossPrc2,false);




}

[NinjaTrader_Bertrand]

Right Igal, that's what you codewise do and expect to work. However to isolate this scenario further out I would strongly confirm that via prints to your NT output window. If the exit levels are not update, then I feel either the condition to adjust would not get called in your code, or the calculated levels are off.