Strategy issue with multiple targets

[Klaus Hengher]

I think there is an error in 8.0.25.0 64-bit on strategy with multiple targets
I develop a strategy with 2 entries, 1 stop and 2 targets

if (State == State.SetDefaults)
{
Description = "Test2Targets";
Name = "Test2Targets";
Fast = 10;
Slow = 25;
// This strategy has been designed to take advantage of performance gains in Strategy Analyzer optimizations
// See the Help Guide for additional information
IsInstantiatedOnEachOptimizationIteration = false;
SetOrderQuantity = SetOrderQuantity.Strategy;
EntriesPerDirection = 2;
StopTicks = 50;
TargetTicks1 = 25;
TargetTicks2 = 100;
TraceOrders = true;
}
else if (State == State.Configure)
{
SetStopLoss(CalculationMode.Ticks, StopTicks);
SetProfitTarget("MAcross1", CalculationMode.Ticks, TargetTicks1);
SetProfitTarget("MAcross2", CalculationMode.Ticks, TargetTicks2);
}

entries on MA cross


if (CrossAbove(smaFast, smaSlow, 1))
{
EnterLong(1, "MAcross1");
EnterLong(1, "MAcross2");
}
else if (CrossBelow(smaFast, smaSlow, 1))
{
EnterShort(1, "MAcross1");
EnterShort(1, "MAcross2");
}

both profit targets are with quantity 2, I would expect each profit target is with quantity 1

strategy, trace and logs, screenshot attached

[NinjaTrader_Kate]

Hello Klaus Hengher,

Thank you for your post.

It's a simple fix actually, your strategy is set to use By Strategy Position for the Stop and Target Handling setting, which submits stops and targets to cover the entire position. Adding this line in State.SetDefaults should set that to Per Entry Execution by default so you get the right quantities:

StopTargetHandling = StopTargetHandling.PerEntryExecution;

Please let us know if we may be of further assistance to you.

Edit: I've also moved this to the more appropriate Strategy Development forum since it pertains to a NinjaScript Strategy.

[Klaus Hengher]

Hi Kate,

thanks for your answer
I added StopTargetHandling = StopTargetHandling.PerEntryExecution;
But now I have different issue, after 2 trades theres is only 1 profit target order
See details in attached zip

[NinjaTrader_Kate]

Hello Klaus Hengher,

Thank you for your reply.

I'm not able to replicate the behavior I'm seeing on your chart with the strategy provided. If you test with Market Replay data over the same day and time with the Strategy, are you able to replicate this? If you remove and re-add the strategy to the chart does the behavior where only one profit target gets placed recur?

Thanks in advance; I look forward to assisting you further.

[Klaus Hengher]

I can reproduce with market replay speed 1, I think it's because partial fill on close position see screenshot (2 times Close Position with quantity 1)
With speed 10 I couldn't reproduce issue

[NinjaTrader_Kate]

Hello Klaus Hengher,

Thank you for your reply.

So I may best try to reproduce, at what time in Playback did the erroneous order occur? What time zone are you located in?

Thanks in advance; I look forward to assisting you further.

[Klaus Hengher]

Hallo Kate,
The time zone in Germany is Central European Time
Order at about 9:50 am (see on last screenshot )
Thanks
Klaus

[NinjaTrader_Kate]

Hello Klaus Hengher,

Thank you for your reply.

I've tested on my end and I'm not able to reproduce. Could you provide a screenshot of the settings you're using for the Strategy? Here's what I'm seeing with the default settings:



Thanks in advance; I look forward to assisting you further.