EnterLong/ExitShort in 1 Trade

[hbmiles2000]

Greetings,

I have a simple 2-SMA crossover system in which you are in 100% of the time, either long or short. My question is, when a crossover occurs, instead of triggering 2 separate orders to exit 1 position and enter the opposite, how can I enter the opposite at double the quantity, effectively taking the opposite position and closing the previous position without having to send 2 separate orders and double the commissions?
Thank you,
hbmiles2000

[NinjaTrader_Bertrand]

hbmiles2000, the Enter() methods of the managed mode would always automatically reverse for you, that's what you see here - in the unmanaged mode you could simply SubmitOrder() the needed qty to reverse in one order.

http://www.ninjatrader.com/support/helpGuides/nt7/submitorder.htm

[hbmiles2000]

Bertrand- thanks; so in the managed mode, just use an enter into the opposite position with more quantity than the previous position and perform no exits - that should work?
Thx,
hbmiles2000

[NinjaTrader_Bertrand]

That would work in the unmanaged mode, but in managed you would still see the closing position order then for one you currently have before submitting the reverse order.

[hbmiles2000]

Bertrand- I have used the code below (example for long side - opposite for short side). When I backtest, the results show a heavy number of one type of position (i.e. long vs. short), when they should be even. The variable x is to determine if this is the first trade, in which only the specified number of contracts will be entered. Once x>0, the amount of contracts is double in the opposite direction.
if(x==0) {
entryOrder = SubmitOrder(0, OrderAction.Buy, OrderType.Market, Contracts, 0, 0, "", "");
x=x+1;
}
if (x>0) {
entryOrder = SubmitOrder(0, OrderAction.Buy, OrderType.Market,(Contracts*2), 0, 0, "", "");

x=x+1;

[NinjaTrader_Bertrand]

hbmiles2000, you would need to debug your code and order placement to see if the qty's fit as you expect, please keep in mind that you're in the unmanaged mode here so there would be limited signal tracking done, it would literally submit the exact order you program into SubmitOrder(). You also want to take care the IOrders are nullified as needed.