Double entry/exit in multi instrument strategy

[Stoop]

Hi,

I have a working strategy using multiple instruments, however, I seem to have gotten a problem with it. When I attach a SetProfitTarget(), the strategy will post a double entry and exit every time it hits the profit target on the same bar. If I set the profit target high enough for it to not get hit at all then the strategy will run as normal. If I set it to a single tick then I will get a double entry and exit on every signal that triggers it.

This problem seems to only happen when I use a multi instrument strategy, it doesn't happen on a single instrument strategy.

Anyone have any ideas on how I can fix this problem?

[NinjaTrader_CalH]

Hello Stoop,

Thank you for your post.

Can you post screenshots of the difference with the double entries and the single entry that you are seeing?

To send a screenshot press Alt + PRINT SCREEN to take a screen shot of the selected window. Then go to Start--> Accessories--> Paint, and press CTRL + V to paste the image. Lastly, save as a jpeg file.

For detailed instructions please visit the following link

http://take-a-screenshot.org/

[Stoop]

Hi Cal,

Thanks for your reply, I have attached a screenshot of two entries, one with the profit target hit and one without it hitting the profit target.
It's run on the NQ and ES instruments.

[NinjaTrader_PatrickH]

Hello Stoop,

Thank you for your response.

Can you provide the code used that produces the double entry?

[Stoop]

Hi PatrickH,

I created an example code that is producing the same results:

#region Using declarations
using System;
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>
   /// </summary>
   [Description("")]
   public class example : Strategy
   {
       #region Variables

// 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()
{	

	CalculateOnBarClose = false;

	TraceOrders      = true;
	Add("ES 06-14", PeriodType.Day, 1);
	SetProfitTarget(CalculationMode.Ticks, 15);
}


       /// <summary>
       /// Called on each bar update event (incoming tick)
       /// </summary>
       protected override void OnBarUpdate()
       {

          if ((Closes[1][0] - 10) > Opens[1][0]){EnterLong(0,1,"");}

          if (Closes[1][0] < Opens[1][0]){ExitLong(0,"","");}
		
       } // OnBarUpdate

   }
}

[NinjaTrader_PatrickH]

Hello Stoop,

Thank you for your patience.

Please add a BarsInProgress check for 1 in your code to prevent the entries twice due to the OnBarUpdate() being called twice (once for ES and once for NQ):

			if(BarsInProgress == 1)
			{
			if ((Closes[1][0] - 10) > Opens[1][0]){EnterLong(0,1,"");}
			if (Closes[1][0] < Opens[1][0]){ExitLong(0,"","");}
			}

[Stoop]

That made it work, thank you very much! Really great support you guys have here.