Limit orders are only trading one side of the market

[Cowpux]

Hi,
If I code my strategy as follows:

if (Position.MarketPosition == MarketPosition.Flat && Open[0] <=r2)
{
EnterShortLimit(r2);
}

if (Position.MarketPosition == MarketPosition.Flat && Open[0] >=s2)
{
EnterLongLimit(s2);

}

I will ony get short trades. If I flip them as follows:
if (Position.MarketPosition == MarketPosition.Flat && Open[0]>=s2)
{
EnterLongLimit(s2);
}

if (Position.MarketPosition == MarketPosition.Flat && Open[0] <=r2)
{
EnterShortLimit(r2);


}
I only get long trades. How can I get it to trade both sides of the market? Is there a setting I am missing?

Thank you,
Dave

[Harry]

You need to post your entire strategy, as we cannot see what else you have coded.

[DarthTraderson]

This feature is only available in Unmanaged Approach. See User-Guide for more instructions.

[NinjaTrader_CalH]

Hi Cowpux,

Thank you for posting.

Yes, this is only available using the unmanaged approach with NinjaScript in which you can have it set to send trades individually.

Here is a link on the unmanaged approach from our online help guide.
http://www.ninjatrader.com/support/h...d_approach.htm

Let me know if I can be of further assistance

[Cowpux]

This feature is only available in Unmanaged Approach. See User-Guide for more instructions.

#region Using declarations
using System;
using System.Collections;
using System.ComponentModel;
using System.Diagnostics;
using System.Drawing;
using System.Drawing.Drawing2D;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Data;
using NinjaTrader.Indicator;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Strategy;
#endregion
// This namespace holds all strategies and is required. Do not change it.
namespace NinjaTrader.Strategy
{
/// <summary>
/// Enter the description of your strategy here
/// </summary>
[Description("Enter the description of your strategy here")]
public class GaryWeeklyPivot : Strategy
{
#region Variables
// Wizard generated variables
//private int myInput0 = 1; // Default setting for MyInput0
// User defined variables (add any user defined variables below)
#endregion



/// <summary>
/// This method is used to configure the strategy and is called once before any strategy method is called.
/// </summary>
protected override void Initialize()
{

//ClearOutputWindow();
/// Add a 5 minute Bars object to the strategy
//Add(PeriodType.Minute, 5);

// Add aweekly object to the strategy
Add(PeriodType.Day,1);

SetStopLoss(600, true);
SetProfitTarget(1200);

Unmanaged = true;
CalculateOnBarClose = true;
}
/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{

//double Piv,s1,s2,s3,r1,r2,r3;
if (BarsInProgress != 0)
return;



double Piv=(Highs[1][1]+Lows[1][1]+Closes[1][1])/3;
double s1=(2*Piv-Highs[1][1]);
double s2=Piv-(r1-s1);

double r1=(2*Piv-Lows[1][1])/3;
double r2=(Piv-s1)-r1;


//Print(DateTime.);

//Print( Time[0]+" "+Highs[1][1]+" " +Lows[1][1]+" "+Closes[1][1]);

if (Position.MarketPosition == MarketPosition.Flat && Open[0] <=r2)
{
EnterShortLimit(r2);
}
// end;
if (Position.MarketPosition == MarketPosition.Flat && Open[0] >=s2)
{
EnterLongLimit(s2);

}


if(Position.MarketPosition == MarketPosition.Long )
{
if(ToTime(Time[0]) == 151500)
ExitLong();


}


// end;

else if(Position.MarketPosition == MarketPosition.Short )
{
if(ToTime(Time[0]) == 151500)
ExitShort();


}

}

}

[DarthTraderson]

In an Unmanaged Approach you are not able to use EnterShort / EnterLong.
You have to use SubmitOrder(...) for all Entries and Exit-Orders.

[NinjaTrader_CalH]

Cowpux,

Correct, you cannot use Enter Orders from the managed approach in the un-managed approach, only SubmitOrder().