Can you please help?
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# open positions
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Hello PaulZ,
Thanks for your post.
In a multi-Instrument strategy you can use Positions - Holds an array of Position objects that represent positions managed by the strategy. http://ninjatrader.com/support/helpG...?positions.htm
While this won't give you directly the number of open positions, you can use a for loop to cycle through the array of Positions and test if each instrument is not flat and increment a counter variable.
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Dear NinjaTrader_Paul,
I understand your reponse, but this has number of serious drawbacks:
- I need to run a loop through all my Positions (up to hundreds of stocks) each time I want to check the number of open trades. This eats CPU cpacity.
- I can only check if the market position of an instrument is flat. I cannot identify if multiple orders have been placed for an instrument, so I do dot get a correct response to my question how many orders are open. Only for how many instruments orders have been placed.
Is there really no simpler and more efficient way to know how many orders have been entered and not yet closed?
E.g. The sytem knows the number of entries that are open at any point in time as this is checked against EntriesPerDirection before a new trade is entered. What is the parameter with which the system is tracking this and how can this parameter be captured?
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