Problem with multi instruments?..

[Godo78]

Hy!

I try to use multi instruments strategy in Strategy Analyzer(NT v 7.0.0.15)

Why doesn't work code:

if (Positions[0].GetProfitLoss(Closes[0][0] ,PerformanceUnit.Points) + Positions[1].GetProfitLoss(Closes[1][0] ,PerformanceUnit.Points) > 5 )
{


ExitLong( 0 , 1 , "EndOfLongP" , "BUY MSFT");

ExitShort( 1 , 1 , "EndOfShortP" , "SELL AAPL");


}

although another simple code works correctly:

ExitLong( 0 , 1 , "EndOfLongP" , "BUY MSFT");

ExitShort( 1 , 1 , "EndOfShortP" , "SELL AAPL");

[NinjaTrader_JoshP]

Godo78,

To understand what your orders are doing please turn on TraceOrders = true. If an order is rejected or ignored you will see the reason in the Output Window.

http://www.ninjatrader.com/support/forum/showthread.php?t=3627

[Godo78]

I see this:

03.05.2010 16:41:00 Entered internal PlaceOrder() method at 03.05.2010 16:41:00: Action=Buy OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName='BUY MSFT' FromEntrySignal=''
03.05.2010 16:41:00 Entered internal PlaceOrder() method at 03.05.2010 16:41:00: Action=SellShort OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName='SELL AAPL' FromEntrySignal=''
04.05.2010 16:21:00 Entered internal PlaceOrder() method at 04.05.2010 16:21:00: Action=Buy OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName='BUY MSFT' FromEntrySignal=''
04.05.2010 16:21:00 Entered internal PlaceOrder() method at 04.05.2010 16:21:00: Action=SellShort OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName='SELL AAPL' FromEntrySignal=''
05.05.2010 16:21:00 Entered internal PlaceOrder() method at 05.05.2010 16:21:00: Action=Buy OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName='BUY MSFT' FromEntrySignal=''
05.05.2010 16:21:00 Entered internal PlaceOrder() method at 05.05.2010 16:21:00: Action=SellShort OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName='SELL AAPL' FromEntrySignal=''
06.05.2010 16:21:00 Entered internal PlaceOrder() method at 06.05.2010 16:21:00: Action=Buy OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName='BUY MSFT' FromEntrySignal=''
06.05.2010 16:21:00 Entered internal PlaceOrder() method at 06.05.2010 16:21:00: Action=SellShort OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName='SELL AAPL' FromEntrySignal=''
07.05.2010 16:21:00 Entered internal PlaceOrder() method at 07.05.2010 16:21:00: Action=Buy OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName='BUY MSFT' FromEntrySignal=''
07.05.2010 16:21:00 Entered internal PlaceOrder() method at 07.05.2010 16:21:00: Action=SellShort OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName='SELL AAPL' FromEntrySignal=''
10.05.2010 16:21:00 Entered internal PlaceOrder() method at 10.05.2010 16:21:00: Action=Buy OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName='BUY MSFT' FromEntrySignal=''
10.05.2010 16:21:00 Entered internal PlaceOrder() method at 10.05.2010 16:21:00: Action=SellShort OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName='SELL AAPL' FromEntrySignal=''

I have no idea yet

[NinjaTrader_JoshP]

Godo78,

Those would be the traces for your entry orders and not your exit orders. Please look for the ones for your exit orders with the names "EndOfLongP" and "EndOfShortP".

[Godo78]

Maybee problem in:

if (Positions[0].GetProfitLoss(Closes[0][0] ,PerformanceUnit.Points) + Positions[1].GetProfitLoss(Closes[1][0] ,PerformanceUnit.Points) > 5 )
{
...
}

why not?

[Godo78]

I do so

//if (Positions[0].GetProfitLoss(Closes[0][0] ,PerformanceUnit.Points) + Positions[1].GetProfitLoss(Closes[1][0] ,PerformanceUnit.Points) > 5 )
//{

ExitLong( 0 , 1 , "EndOfLongP" , "BUY MSFT");

ExitShort( 1 , 1 , "EndOfShortP" , "SELL AAPL");

//}
and :


05.05.2010 16:41:00 Entered internal PlaceOrder() method at 05.05.2010 16:41:00: Action=Buy OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName='BUY MSFT' FromEntrySignal=''
05.05.2010 16:41:00 Entered internal PlaceOrder() method at 05.05.2010 16:41:00: Action=SellShort OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName='SELL AAPL' FromEntrySignal=''
05.05.2010 16:41:00 Entered internal PlaceOrder() method at 05.05.2010 16:41:00: Action=Sell OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName='EndOfLongP' FromEntrySignal='BUY MSFT'
05.05.2010 16:41:00 Ignored PlaceOrder() method: Action=Sell OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName='EndOfLongP' FromEntrySignal='BUY MSFT' Reason='This was an exit order but no position exists to exit'
05.05.2010 16:41:00 Entered internal PlaceOrder() method at 05.05.2010 16:41:00: Action=BuyToCover OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName='EndOfShortP' FromEntrySignal='SELL AAPL'
05.05.2010 16:41:00 Ignored PlaceOrder() method: Action=BuyToCover OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName='EndOfShortP' FromEntrySignal='SELL AAPL' Reason='This was an exit order but no position exists to exit'
05.05.2010 16:41:00 Entered internal PlaceOrder() method at 05.05.2010 16:41:00: Action=Sell OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName='EndOfLongP' FromEntrySignal='BUY MSFT'
05.05.2010 16:41:00 Entered internal PlaceOrder() method at 05.05.2010 16:41:00: Action=BuyToCover OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName='EndOfShortP' FromEntrySignal='SELL AAPL'
05.05.2010 16:42:00 Entered internal PlaceOrder() method at 05.05.2010 16:42:00: Action=Buy OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName='BUY MSFT' FromEntrySignal=''
05.05.2010 16:42:00 Entered internal PlaceOrder() method at 05.05.2010 16:42:00: Action=SellShort OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName='SELL AAPL' FromEntrySignal=''
05.05.2010 16:42:00 Entered internal PlaceOrder() method at 05.05.2010 16:42:00: Action=Sell OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName='EndOfLongP' FromEntrySignal='BUY MSFT'
05.05.2010 16:42:00 Ignored PlaceOrder() method: Action=Sell OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName='EndOfLongP' FromEntrySignal='BUY MSFT' Reason='This was an exit order but no position exists to exit'
05.05.2010 16:42:00 Entered internal PlaceOrder() method at 05.05.2010 16:42:00: Action=BuyToCover OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName='EndOfShortP' FromEntrySignal='SELL AAPL'
05.05.2010 16:42:00 Ignored PlaceOrder() method: Action=BuyToCover OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName='EndOfShortP' FromEntrySignal='SELL AAPL' Reason='This was an exit order but no position exists to exit'
05.05.2010 16:42:00 Entered internal PlaceOrder() method at 05.05.2010 16:42:00: Action=Sell OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName='EndOfLongP' FromEntrySignal='BUY MSFT'

~ normal work ( )

[NinjaTrader_JoshP]

If you leave the if-statement in there and the code never goes into there for trace outputs to be printed it means your if-statement conditions were never true. You would then need to debug your if-statement to see why your conditions are not true. Please use Print() lines and print each component of your if-statement and run the calculations by hand to see what is happening.

[Godo78]

OK. Sank you.