Multiple Accounts

[aworldnervelink]

I wish to write a Strategy that enters similar orders across multiple accounts simultaneously.

It looks simple enough to iterate Account.All, call Account.CreateOrder(), and then use Account.Submit(). This takes a lot of parameters but I was able to get it to work.

However, getting profit/stop orders in seems to be a challenge. I'd be happy if the Managed approach worked here, but it doesn't seem to do anything. Also, in my testing I was not getting a callback to OnExecuteUpdate(), thus I am at a bit of a loss as to how to proceed. I am using a market entry so I could in theory submit all 3 orders at the same time and hope I get the fill price I expect, but this seems a little off.

I'm really hoping to avoid the need for multiple strategies looking at the same market data.

Thanks!

[NinjaTrader_Gaby]

Hello aworldnervelink,

Thank your for your post.

What in particular are you struggling with regarding using profit / stop orders with this approach? You can specify a limit price and/or a stop price with Account.CreateOrder().

OnExecutionUpdate() would not get an update when using this message, since you are submitting these orders directly to the account and they are not managed by the strategy itself.

With this approach, you can use ExecutionUpdate to subscribe to execution update events.

https://ninjatrader.com/support/helpGuides/nt8/executionupdate.htm

This sample script also demonstrates modifying a limit order from an Add On that submits orders directly to the account using CreateOrder().

https://forum.ninjatrader.com/forum/ninjatrader-8/add-on-development/105588-usage-of-charttrader-in-add-on?p=820720#post820720

[aworldnervelink]

PositionUpdate turned out to be better for my purposes, but that was the piece I was missing.

Thank you!