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EntriesPerDirection - Multi Intrument Strategy

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    EntriesPerDirection - Multi Intrument Strategy

    How would I set EntriesPerDirection for each instrument in a multi instrument strategy?

    For gbp/usd I would like it to be set to EntriesPerDirection = 2 and for eur/usd I would also like it set to EntriesPerDirection = 2 so the strategy will allow for a maximum of two entries in each instrument at a time. If I only set it for the total of 4 it will allow 4 in one instrument depending on entry times instead of limiting it to 2 in each. Thank you.

    - CableTrader007

    #2
    Hi CableTrader007,

    The Entries per direction works for the entire strategy on all added instruments.

    Instead, you could use a shared signal name for each instruments orders and set the EntryHandling to UniqueEntries.

    Or you can use your own custom logic to prevent further orders in each instrument by detecting if there is an order already.
    Chelsea B.NinjaTrader Customer Service

    Comment


      #3
      Got it. Use the following code then name the entry signals something like "GBPlong" and "EURlong" and it will allow up to 2 entries per named signal. Too basic, I should have already known that. Thanks.

      HTML Code:
      EntriesPerDirection = 2;
      EntryHandling = EntryHandling.UniqueEntries;
      - CableTrader007

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