How to identify different orders submitted by different strategies to same Order Feed

[lorien]

Hello,
Is there a way to Uniquely identify different orders submitted by different strategies to the same Order Feed (Brokerage)?

1) If I run 2 Ninja Trader Platforms on 2 separate machines (NT Platform1 run on Machine1, and NT Platform2 run on Machine2)
2) and each Ninja Trader Platform is running 2 Strategies simultaneously.
3) and both Ninja Trader Platforms are using the same Order Feed.

Question1) Is there a way to differentiate the open orders and link them to respective Strategy?

Question2) If for some reasons we’re unable to close the positions via NT Platform, how do we close the positions uniquely if we call the Brokerage via phone

Question3) If for any reasons, we cannot boot up Windows on Machine1, can I run NT Platform1 account on another machine and be able to close any open Account Positions opened by NT Platform1 previously prior to Windows crash?

Thanks,
Ben (lorien)

[NinjaTrader_ChrisL]

Hi lorien, thanks for posting.

1. You can make an Addon style Account object in an indicator or Addon script that can see all orders going through the account:

https://ninjatrader.com/support/helpGuides/nt8/NT%20HelpGuide%20English.html?account_class.htm

You will need to test this out to see if it will work for you. The best way to see the orders coming through is to subscribe to the OrderUpdate event.

2. The brokerage would not be able to target a position taken by an individual strategy, it would only see a total quantity of open position and they would be able to reduce or completely flatten your position.

3. Yes, as long as the second machine has the license key to trade live and the same account connection it can manage the position.

Kind regards,
-ChrisL

[jeronymite]

lorien In addition to the comments by NinjaTrader_ChrisL , if your aim is also to be able to uniquely identify individual orders based on machine/strategy combination, you could choose a naming convention for the orders and give each order a unique name when submitting by using the "signalName" parameter on your entry submissions. For example, to EnterLong on machine 2 in strategy 1 for the fifth time (after four previous orders, for instance), you might use EnterLong("M2S1N5"), where M2 means machine 2, S1 means strategy 1, and N5 means the fifth order submitted. You can devise any naming convention that works for you.

Thanks.