EntryHandling.UniqueEntries

[ozziyhtomit]

Hi all,

I believe I am seeing a case of a strategy file's EntryHandling setting impacting another file. I have 5 strategies with the same entrance signal but five different risk management logics. When they enter, 4 of the 5 send their order to the exchange and the same 5th one has the submit order ignored bc of 'exceeded entry signals limit' even though it's only submitting one order and it's flat already. All 5 of the files are set up with:

EntriesPerDirection = 1;
EntryHandling = EntryHandling.UniqueEntries;

I don't see anything here related to separate files' EntryHandling setting effecting one another:

https://ninjatrader.com/support/help...ryhandling.htm

Has anyone seen this before?

I am attaching the logging of the 5 order submissions.

Thank you,
Tim

[NinjaTrader_Jesse]

Hello ozziyhtomit,

Are you seeing this on live orders or was this a sim order?

If this is something which you can reproduce on sim it would be helpful to see if you can make a simple test strategy that submits the same type of orders in realtime and we can review that case in more detail.

You are using unique entries, do you see this if all orders have truly unique names per strategy?

The entry handling should be for the strategies virtual position information and should not apply toward positions being made from other strategies as far as I am aware.

I look forward to being of further assistance.

[ozziyhtomit]

Hi Jesse,

- SIM only.

- Using unique entrance tags across all 5 files.

- Happy to reduce down as far as possible and replicate the problem. This will take me some time so I'll probably have it some time next week.

Thank you,
Tim