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NinjaTrader
Limiting only 2 trades to be run at the same time while running multiple strategies?
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Hello trgui7883,
You would just add whatever conditions you had used in each of the individual strategies into a single strategy. If you made multiple strategies using the strategy builder you could use those as reference and make a new strategy that has those conditions in it.
A single strategy will always know what orders it placed and what position it is in. When you run more than one strategy on the same instrument they won't know what the other strategy is doing so they can quickly become out of sync and place erroneous trades.
Once you have a single strategy you can limit to two trades in a single direction by setting the entries per direction setting to 2.
JesseNinjaTrader Customer Service
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Great answer, Jesse. We have multiple strategies that we are combining into a single strategy to get a better sense of the stats of the whole vs the sum of the parts in backtests. We have the opposite problem in that each strategy performs better with a different "entries per direction" setting so I'm working on managing that internally vs using the Ninja-provided hook. From your comment, it sounds like that is the right approach.
trgui, the way we approached the combined strategy is to have an object for each sub-strategy to store settings/state data along with separate signal/trade processing functions as needed. In spots where we can share functions/settings across all strategies, we do so.
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