Mimic Entry Handling in Unmanaged Strategy

[cutzpr]

How would I mimic Entry Handling in an Unmanged Strategy? Both all entries and unique entries?

[NinjaTrader_ChelseaB]

Hello cutzpr,

This tracking would need to be accomplished with the logic of your script.

If you were tracking a single entry, you could look for the position to be flat to allow any new entries.
Or you could use a counter that increments on each (complete) entry order fill and decrements when an exit order fills.

If you are wanting multiple entries based on the signal name and logic to allow up to a set number of entries for each signal name, you would need custom logic to store this information. You might use a dictionary of ints used as counters where the key is the signal name. This would make one entry per signal name that tracks the number of entries for that signal name.

[cutzpr]

I know there are several ways to go about it, this is what I figured. I am posting here to help anyone else that may find it useful

Order lastOrder;

 protected override void OnOrderUpdate(...)
{
lastOrder = order;
}
    

        public bool MaxPositionSizeMet()
        {
            if(IsFlat()) return false;
            else if (Position.Quantity >= this.maxPositions)
            {
            return true;
            }
            else return false;    
        }
        
        
        public bool MaxEntriesPerDirectionMet()
        {
            
            OpenOrders.Add(lastOrder);
            int count = 0;

            if(IsFlat())
            {
            OpenOrders.Clear();
            count = 0;
            return false;
            }


            //For Max Entries for All Entries----------
            foreach(Order o in OpenOrders)
            {
                if(o.FromEntrySignal == lastOrder.FromEntrySignal) count++;
            }
            
            if (count >= maxEntriesPerDirection) return true;
            else return false;
            //----------------------------------------
            

        }
        
public bool zMaxUniqueEntriesMet()
        {
            OpenOrders.Add(lastOrder);
            bool u = false;
            
            if(zIsFlat())
            {
            OpenOrders.Clear();
            return false;
            }

            if (OpenOrders.Any())
            {
                var OrderGroups = OpenOrders.GroupBy(x => x.FromEntrySignal);

                foreach (var g in OrderGroups)
                {
                    if (lastOrder.FromEntrySignal == g.Key)
                    {
                        if (g.Count() >= maxUniqueEntriesPerDirection)
                            u = true;
                        else
                            u = false;
                    }
                }
            }

            return u;
                    
        }