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Multi Instruments Limit Orders cant be sent

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    Multi Instruments Limit Orders cant be sent

    Hi,

    I wrote a simple multi instruments limit orders script with NT 6.5 beta v10(attached). But those limit orders cant be routed to MBT demo (Forex). It just sending 1 limit order instead of 2/3/4... if any (but Market orders can).

    PS: Output traced 3 limit orders sent but MBT Orderbook showed only 1 limit order received.

    My Settings:

    TraceOrders = true;
    CalculateOnBarClose = false;
    EntriesPerDirection = 1;
    EntryHandling = EntryHandling.UniqueEntries;
    ExitOnClose = false;
    TraceOrders = true;



    Is this the NT problem? If it's, can it be fixed as soon as possible?

    Thanks.
    Attached Files

    #2
    You are likely reaching internal order handling limitations. Only 1 limit entry order can be live at one time in a strategy if opening a opposing positions.

    You can place multiple limit orders in one direction provided that EntriesPerDirection are set to 1 and each limit order method called has a unique entry name and that EntryHandling is set to UniqueEntries.
    RayNinjaTrader Customer Service

    Comment


      #3
      What you mean by the internal order handling limitations? Is that the setting of the EntriesPerDirection and EntryHandling?


      I am sending 3 limit orders (all different symbol) with EntriesPerDirection=6 & EntryHandling=UniqueEntries:

      PHP Code:
      entryOrder_1 EnterShortLimit(0true10000GetCurrentBid(0), "Short 1");
      entryOrder_2 EnterLongLimit(1true10000GetCurrentAsk(1), "Long 2");
      entryOrder_3 EnterLongLimit(2true20000GetCurrentAsk(2), "Long 3"); 
      I can only have the first limit order sent to MBT and the output trace is showing 3 internal PlaceOrder() with no error.

      Could you please confirm that these 3 orders code and setting is sufficient to send 3 limit orders to MBT?

      Thanks

      Comment


        #4
        Only 1 limit entry order can be live at one time in a strategy if opening a opposing positions.

        Thus, only the EnterShort will be live, the long entries will be ignored.
        RayNinjaTrader Customer Service

        Comment


          #5
          Why can't a strategy place 2 opposing positions?

          Is there anyway can have multiple opposing positions opened?

          Comment


            #6
            A strategy only has one position for each instrument embedded in a strategy. This position can only be flat, long or short.

            You can have opposing positions using separate strategies.
            RayNinjaTrader Customer Service

            Comment


              #7
              Is there anyway to open the limitation for multiple instruments opposing limit orders?

              I think there is no conflict when i have a limitlong order of Instrument A and a limitshort order of Instrument B.

              Comment


                #8
                Originally posted by goover View Post
                I think there is no conflict when i have a limitlong order of Instrument A and a limitshort order of Instrument B.
                That is correct.
                RayNinjaTrader Customer Service

                Comment


                  #9
                  So, can/will this opposing limit orders limitation open for multiple instruments limit orders?

                  Comment


                    #10
                    You can simultaneously submit a long limit for instrument A and short limit for instrument B. If both are filled, your strategy with be long in A and short in B.
                    RayNinjaTrader Customer Service

                    Comment


                      #11
                      But the strategy only send 1 short limit order to MBT, long limit orders were not sent. My entry code sending 3 limit orders with different instruments:

                      PHP Code:
                      entryOrder_1 EnterShortLimit(0true100000GetCurrentBid(0), "Short 1");
                      entryOrder_2 EnterLongLimit(1true100000GetCurrentAsk(1), "Long 2");
                      entryOrder_3 EnterLongLimit(2true100000GetCurrentAsk(2), "Long 3"); 

                      Comment


                        #12
                        Got it, did not see that. I believe we had a bug with this that has been resolved in our next update early next week. Please upgrade then and if the problem persists, let us know.
                        RayNinjaTrader Customer Service

                        Comment

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