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Open a trade on every bar

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    Open a trade on every bar

    Hello,

    I'm trying to develop a simple test strategy to get a grasp on how Strategies work within NinjaTrader.

    This is the relevant part of the code:

    Code:
                    protected override void OnBarUpdate()
    		{
    			if (State == State.Realtime) {
    				Print("Before: " + Position.ToString());
    				EnterLong(this.orderSize);
    				this.orderSize++;
    				Print("After: " + Position.ToString());
    			}
    		}
    orderSize is a variable initialized to 500. In the first bar, this seems to be OK, since it opens a trade with size 500. However, for future bars, it won't open trades with size 501, 502...

    What am I missing?

    Thank you.

    #2
    Hello Flood,

    Thanks for your post.

    This could be limited by the strategy parameter "Entries per Direction" which defaults to 1 entry per direction.

    Please try changing this to some other value. The parameter can be changed/set when you apply the strategy and is located in the "Order handling" section of the parameters.

    Comment


      #3
      Hello Paul,

      Thanks for the answer. Yes, it worked. I hadn't noticed at first that option, seems a bit strange but I will play with it for a bit.

      Regards.

      Comment

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