Unable to enter position at same direction across different contract

[vhanded]

Hi, I added a list of contracts in Initialize(), like this:

Add("CL 01-15", BarsPeriod.Id, BarsPeriod.Value);
Add("CL 03-15", BarsPeriod.Id, BarsPeriod.Value);
Add("CL 05-15", BarsPeriod.Id, BarsPeriod.Value);

And in my OnBarUpdate():

        protected override void OnBarUpdate()
        {
			if (BarsInProgress == 0){
				EnterLong(1, DefaultQuantity, "long1");
				EnterLong(2, DefaultQuantity, "long2");
				EnterLong(3, DefaultQuantity, "long3");
			}
        }

However, when I backtest it, only the first Bars will be entering Long, while 2nd & 3rd are ignored. Means, it will Long CL 01-15 only.

Is this by design?

[NinjaTrader_PatrickH]

Hello vhanded,

Thank you for your post.

On what dates is it taking the positions? Likely there is no data for the other contracts at these times.

[vhanded]

Hi Patrick,

I am backtesting it from 1/1/2013 till 15/3/2015. CL 01-15 taking Long position on 2/2/3013.

If I remove

EnterLong(1, DefaultQuantity, "long1");

, then it will enter Long position for CL 03-15.

It seems like there is only 1 Long position across all instruments, and also 1 Short position across instruments. Means, I can't Long CL 01-15 and CL 03-15 at the same time, even they are different contract.

However, there can be both Long and Short position for different instrument. Means, I can Long 01-15 and Short CL 03-15 at the same time.

[vhanded]

Hi Patrick,

I had found a solution. Changing Entry Handling to UniqueHandling solve the problem.