Entry Handling Problems

[cpbeamer]

Hello,

I am working on a strategy that has take profit 1 at 1:1 risk with 2:1 and b/e stop as a runner. However the code only seems to take on one contract per direction labeled "scalp", leaving the "runner" out. I have posted the relevant code for the task below. Any support here would be greatly appreciated.

I have followed the examples NT has provided for working with multiple entries/exits to no avail.

All entry conditions are working fine, just having issues with multiple contracts. Some entry logic was removed for simplicity.


else if (State == State.DataLoaded)
{
SetProfitTarget("scalp", CalculationMode.Ticks, StopTicks);
SetProfitTarget("runner", CalculationMode.Ticks, StopTicks * 2);

SetStopLoss("scalp", CalculationMode.Ticks, StopTicks, false);
}



protected override void OnBarUpdate()
{

if (CurrentBar < BarsRequiredToTrade)
return;

MarketPosition macdBias = MacdBias();
MarketPosition emaBias = EmaBias();

if ((TriggerState >= 2)
&& (Position.MarketPosition == MarketPosition.Flat))
{
TriggerState = 0;
}

if (macdBias == MarketPosition.Long && emaBias == MarketPosition.Long && Position.MarketPosition == MarketPosition.Flat) {
TriggerState = 1;
EnterLong("scalp");
EnterLong("runner");
}
else if (macdBias == MarketPosition.Short && emaBias == MarketPosition.Short && Position.MarketPosition == MarketPosition.Flat) {
TriggerState = 1;
EnterShort("scalp");
EnterShort("runner");
}


if ((TriggerState == 1)
&& (Position.MarketPosition == MarketPosition.Long))
{
TriggerState = 2;
StopPrice = (Position.AveragePrice + (StopTicks * TickSize)) ;
TriggerPrice = (Position.AveragePrice + (StopTicks * TickSize)) ;

}
else if ((TriggerState == 1)
&& (Position.MarketPosition == MarketPosition.Short))
{
TriggerState = 2;
StopPrice = (Position.AveragePrice + (StopTicks * TickSize)) ;
TriggerPrice = (Position.AveragePrice - (StopTicks * TickSize)) ;
}



if ((TriggerState == 2)
&& (Close[0] >= TriggerPrice) && Position.MarketPosition == MarketPosition.Long)
{
TriggerState = 3;
StopPrice = Position.AveragePrice + (beTicks * TickSize);
}
else if ((TriggerState == 2)
&& (Close[0] <= TriggerPrice) && Position.MarketPosition == MarketPosition.Short)
{
TriggerState = 3;
StopPrice = Position.AveragePrice - (beTicks * TickSize);
}



if (TriggerState >= 2 && Position.MarketPosition == MarketPosition.Long)
{
SetStopLoss("runner", CalculationMode.Price, StopPrice, false);
}
else if (TriggerState >= 2 && Position.MarketPosition == MarketPosition.Short)
{
SetStopLoss("runner", CalculationMode.Price, StopPrice, false);
}


Thanks for taking the time to look at this!

[NinjaTrader_Jesse]

Hello cpbeamer,

Have you set the entries per direction to 2 or the entry handling mode to UniqueEntries?

https://ninjatrader.com/support/helpGuides/nt8/entriesperdirection.htm?zoom_highlightsub=entryhandling

https://ninjatrader.com/support/helpGuides/nt8/entryhandling.htm?zoom_highlightsub=entry

I look forward to being of further assistance.

[cpbeamer]

Hello cpbeamer,

Have you set the entries per direction to 2 or the entry handling mode to UniqueEntries?

https://ninjatrader.com/support/helpGuides/nt8/entriesperdirection.htm?zoom_highlightsub=entryhandling

https://ninjatrader.com/support/helpGuides/nt8/entryhandling.htm?zoom_highlightsub=entry

I look forward to being of further assistance.

So I enabled both and the problem still persists. The runner contract is immediately stopped out upon taking up the position. It seems like an issue with the B/E stop loss rather than anything else. However, this is exactly how the example code worked it so I am at a loss

[NinjaTrader_Jesse]

Hello cpbeamer,

Having the order submitted but immediately stopped out would be a different issue than you described in post 1. If the order is not submitted at all and only 1 order is submitted that would relate to the entries per direction. If the order is submitted by immediately stopped out then that would very likely be the price you had used. You could try using a Print here to output the prices that you calculated. Alternatively you could try using a different calculation mode to see if the order does not get immediately stopped out to confirm its related to the price used.


I look forward to being of further assistance.