Multi Instruments Limit Orders cant be sent

[goover]

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.

[NinjaTrader_Ray]

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.

[goover]

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:

entryOrder_1 = EnterShortLimit(0, true, 10000, GetCurrentBid(0), "Short 1");
entryOrder_2 = EnterLongLimit(1, true, 10000, GetCurrentAsk(1), "Long 2");
entryOrder_3 = EnterLongLimit(2, true, 20000, GetCurrentAsk(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

[NinjaTrader_Ray]

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.

[goover]

Why can't a strategy place 2 opposing positions?

Is there anyway can have multiple opposing positions opened?

[NinjaTrader_Ray]

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.

[goover]

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.

[NinjaTrader_Ray]

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.

[goover]

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

[NinjaTrader_Ray]

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.

[goover]

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:

entryOrder_1 = EnterShortLimit(0, true, 100000, GetCurrentBid(0), "Short 1");
entryOrder_2 = EnterLongLimit(1, true, 100000, GetCurrentAsk(1), "Long 2");
entryOrder_3 = EnterLongLimit(2, true, 100000, GetCurrentAsk(2), "Long 3"); 

[NinjaTrader_Ray]

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.