Running two or more live strategies on the same symbol?

[skellington]

Hi everyone,

I'm currently testing a variety of strategies against live data during the day and am having a problem with running multiple strategies on the same symbol.

The way I have tried to do it is to open two charts on the same symbol and put a different strategy on each chart. The problem is that the orders seem to conflict with each other.

How can I run multiple strategies such that they keep track of their own orders independently?

Thanks.

[NinjaTrader_Ray]

Are you trading futures, forex or equities? Which broker?

[skellington]

Equities. The data is coming from TD Ameritrade but it is running against the Sim101 account (not placing real trades).

[NinjaTrader_Ray]

Thanks.

Can you clarify what you mean about conflicting orders in the Sim101 account?

[skellington]

I had two charts open, with a different strategy in each (A in one, B in the other), both trading the same equity.

When strategy A placed a long order, the order showed up in both charts and both strategies showed a position in the control center:strategies panel (1000L for example).

Then strategy A placed a short order but stayed at 1000L while strategy B went flat.

(I'm remembering the events from watching this in real time this morning so I might have the details slightly wrong.)

[NinjaTrader_Ray]

This should not be the case. Are you sure you didn't run the same strategy on both charts or that each strategy actually generated an order

[skellington]

I'm sure that strategy B did not produce any orders while I was watching it.

Only strategy A produced orders which showed up as positions in both strategies.

I'm am sure they were not the same strategy though even if they were the fact that the positions eventually became different (but wrong) would say something is wrong.

Just so I understand though, you are saying that each strategy should be independent even when trading the same equity and using EnterLong/Short and ExitLong/Short in the strategies?

[NinjaTrader_Ray]

Yes, they are independant. If your experience is otherwise, we would need a 100% reproducible scenario. Thanks.

[skellington]

Is there any way for me to test this using the simulated data feed? Or do I have to wait until the market opens again to test it again?

(I tried using the simulated data feed but nothing happened in the chart on the equity (AAPL for example) I was trading)

[NinjaTrader_Ray]

Yes, you can use simulated feed. What you have to do is set a sim feed starting price for each instrument you wish to trade in the Instrument Manager.

Best approach is to connect to a real provider, load the most recent data, get the last close (lets say its $25), then set the sim feed starting price to $25 for this particular instrument.