How to manage position when several strategies are actives.

[elechim]

Hello,

I try to manage position when several strategies are active, but I don't know how.

For example, 3 active strategies AAAA ES on the index, BBBB on the index NQ and CCCC on the index YM are actives.

CCCC AAAA and have open positions.

Before taking the position strategy BBBB I want to know the number of open positions and CCCC AAAA, but I do not know how.

Can you help me, please?

Thank you in advance,

Michel

[NinjaTrader_Jesse]

Hello,

Thank you for the question.

If these are all separate scripts and different instruments, they will be un aware of each others positions and would not be able to be used as a condition for any other strategy.

For trading multiple instruments where a condition for one instrument depends on the position or other conditions from other instruments, this would require a multi series strategy.

In NinjaTrader, a way to think of a strategy is a bubble, the strategy is applied to the instrument and then can not see anything from outside the bubble. Two strategies would not be able to freely share information between them as they are each in their own bubble.

The solution would be instead of having multiple strategies, you would use one strategy that places orders across multiple instruments.

This would allow for positions and account reporting to be used in logic across all 3 instruments.

There is a simple example of a multi series strategy included with the platform, it is called SampleMultiInstrument which can be found in the Tools -> Edit NinjaScript -> Strategy menu.

I look forward to being of further assistance.