Add Simultaneous Position on Secondary Asset

[renosdim01]

Hello,

I am running a script on ES and at the time I am placing a position on it I want to place a position simultaneously on MES. I would prefer if there was a way to do that without having to use MES as a Secondary Data Series, since I dont need to process MES bars at all in the strategy.

I just want to place the position on it.

If you could also specify how to place Stop Loss and Take Profit on MES this way as well as modify them, I would greatly appreciate it.

Thanks in advance.

[NinjaTrader_ChelseaB]

Hello renosdim01,

Welcome to the NinjaTrader forums!

In real-time only you can submit orders through an account object through the addon approach to a different instrument without having to add a data series.

https://developer.ninjatrader.com/docs/desktop/submit

This cannot be backtested and will not work in historical, and also will not cause the strategy position or order methods to update (OnOrderUpdate(), OnExecutionUpdate()).


If you want the secondary instrument orders to backtest-able you would need to add an additional series with AddDataSeries().

[renosdim01]

Thanks for helping so far,

You gave me the function to enter the position. Can you give me also the function for:

- Closing the position on MES ( manually )
- Modifying a stop order ( placing it at a different price )
- Cancelling all stop or limit orders that have not been filled yet on MES.

Also, for adding MES as a data series do I specify "MES MAR25" for instrument name or "MES 03-25"

Thanks Again

[NinjaTrader_ChelseaB]

Hello renosdim01,

"Closing the position on MES ( manually )"

To manually close a position place a manual market order with the same contract quantity in the opposite direction of the position.
If you are long 5 place a sell market order of 5.

"Modifying a stop order ( placing it at a different price )"

Save the order object to a variable during the Account.CreateOrder() process.
Set the <order>.StopPriceChanged property of the order to a valid price.
Use <account>.Change() and supply the variable holding the order.

https://developer.ninjatrader.com/docs/desktop/change

"Cancelling all stop or limit orders that have not been filled yet on MES."

Loop through the <account>.Orders.ToList() collection and check the <order>.Instrument and <order>.Account match the desired instrument and account.
Check the <order>.OrderState is OrderState.Working or OrderState.Accepted.
Use <account>.Cancel() and supply the variable holding the order.

https://developer.ninjatrader.com/docs/desktop/cancel

"for adding MES as a data series do I specify "MES MAR25" for instrument name or "MES 03-25""

This would depend on the Symbology you've set your account to.

https://account.ninjatrader.com/settings/preferences