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Multiple Order Executions in the same time frame using Strategy Builder
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Multiple Order Executions in the same time frame using Strategy Builder
I'm trying to build a strategy through Strategy Builder using only one strategy, but it's executed multiple times within the time frame. If an order is entered and filled within the timeframe, then the same order would be executed within the same time frame up to the number of times that I indicate. So, let's say that on a 5 minute time frame, if criteria are met, the buy order executes and then is filled shortly thereafter. I'd like to then have it execute the exact same strategy/order within that same time frame (irrespective of if the first trade ended in profit or loss) up to the number of times I input. I thought that setting the "Entries per direction" to a number higher than 1 would accomplish that, but it doesn't seem to. Is there a way to do that in Strategy Builder?Tags: None
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Hello shocdoc,
Thanks for your post.
As the topic of the post is about a strategy I'll move this topic to the NinjaTrader 8 Strategy forums.
The Entries Per Direction would only relate to the maximum number of Simultaneous positions the strategy should allow. It would not be relevant when you only want to be in one position at a time.
It is possible to enter and exit in the same bar multiple times and to do so you would need to run your strategy with Calculate.OnEachTick (or Calculate.OnPriceChange) and then only on real-time data (not on historical data) or PlayBack with Market replay data (that forms just like real-time data).
You can find the "state" under the Misc folder, you would want to set the Current state = to the state RealTime.
The difficult part here would be using a counter in the strategy builder as the strategy builder does not easily provide this but it can be done by using a "custom series". Please see this example by my colleague Ninjatrader_Kate: https://ninjatrader.com/support/foru...rades-executed
In case you have not reviewed the references for Strategy Builder, please see these links:
Free live webinar every other Thursday at 4:00 PM EST, through this link to all webinars: https://ninjatrader.com/PlatformTraining
Previous recording of the Strategy Builder 301 webinar: https://youtu.be/HCyt90GAs9k?list=PL...auWXkWe0Nf&t=2
Help guide for the strategy builder: https://ninjatrader.com/support/help...gy_builder.htm
Tutorial using the Strategy Builder (Titled "Creating the Strategy by the Wizard): https://ninjatrader.com/support/help..._cross_ove.htm
Paul H.NinjaTrader Customer Service
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