Multiple strategies same instrument same account, trading the SAME direction

[burmaz]

Hello,

I want to use multiple strategies on the same instrument and account at the same time with different time intervals and strategy settings. All of the strategies will either be short or long at the same time. If I use unique entry and exit signals, will there be a potential issue with the account and strategy positions losing sync thereby allowing for 'rogue' positions? Will there be any issues with P/L calculations?

I am aware of the often discussed problem of going long and short at the same time on the same account on the same instrument, but I do not wish to do this.

[NinjaTrader_ChelseaB]

Hello burmaz,

If one strategy is long and the other is short on the same instrument and account, then the account is flat.

Below is a link to a forum post that discusses this.

https://ninjatrader.com/support/forum/forum/ninjatrader-7/strategy-development-aa/99748-two-independent-strategies-on-the-same-futures-contract?p=792660#post792660

This means that if both strategies have a position either one or both will not be in sync with the account.

[burmaz]

Hello,

My strategies will only trade in the SAME direction (ie. ALL positions will be long at the same time, NEVER mixing long/short on the same instrument). Would this still potentially cause an issue with the account and strategy losing sync and cause 'rogue' positions even with unique unique entry/exit signals?

[NinjaTrader_ChelseaB]

Hello burmaz,

Even in the same direction, or both of the scripts will not be in sync with the account. Orders placed by one strategy are not picked up by other strategies.

Do this at your own risk.