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Position Size Algorithm

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    #31
    Originally posted by NinjaTrader_Bertrand View Post
    This is unfortunately a limitation at this point in time, however it's on our list to look into, have you perhaps considered working with the 6J on Globex to test your position sizing, I find signals sometimes even clearer in those.

    Thank you - not sure what you mean by 6J and Globex

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      #32
      The 6J would be the Yen future on the CME Globex exchange.
      BertrandNinjaTrader Customer Service

      Comment


        #33
        LOL - thank you

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          #34
          Execution Algorithms

          Revitalising an old thread here but does anyone out there use execution code for breaking up a market order into random small chunks? Also does anyone when buying sit on the bidside whilst buying the ask side in case the market moves lower?

          Regards and thx fror replies

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            #35
            Hi everington_f,

            Thanks for your post..

            I'm not sure what you are trying to accomplish.

            When you mention "breaking up a market order into random small chunks" what exactly are you trying to break up? The number of contracts? Is it possible to use separate orders?

            Is this inquiry related to the rest of this thread? (I might not be understanding because of the rest of the thread)
            Chelsea B.NinjaTrader Customer Service

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              #36
              Breaking up order size

              I have a variable entry size (int) depending on market volatility.... for example 483 contracts.. and I want to break that up into multiple random small pieces. for example

              1
              16
              4
              11
              1
              1
              4

              etc until I have 483 lot position.

              I currently use EnterLong as a market order. .

              Comment

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