Multiple strategies on single instrument and single real account

[carlot]

Hello,

I have developed some strategies for intraday trading, all for the same instrument (NQ).
All strategies run at the same time in a SIM account and in separate graphs and they seem to work correctly and independently.
Now I would like to run them simultaneously on the same real account.
I know that each strategy works on its virtual positions and the account positions will be the resultant of the virtual positions of all strategies,
but I'm worried about testing it on the real account.
I inform you that my strategies can have multiple consecutive entries, partial exits and different times series.

My questions:
1) Will each strategy work independently of the others even in a real account?
2) Within the strategies, to make decisions, there are requests on the status of MarketPosition, GetProfitLoss
and Performance.AllTrades.TradesPerformance.Currency.C umProfit.
Do these return values refer to the Virtual Positions of each strategy or to the Account Positions in the broker?
3) Will the ExitLong () and ExitShort () functions performed in one strategy also close the (virtual) positions of the other strategies?
4) Will the final result at the end of the day in my real account match the sum of the results of each strategy?
5) In which cases could I have problems?


Thank you very much

[NinjaTrader_ChrisL]

Hello carlot, thanks for writing in.

If you have multiple strategies that run on the same account and on the same instrument, we generally recommend unifying all of the strategies into one strategy to reduce the amount of testing/account position checking you would need to do if they are separate.

1. Yes, each strategy will run independently of one another. If two strategies are running on the same account and the same instrument, they will not be aware of each other's positions.

2. Those statistics are taken from the virtual strategy positions, not the real world account position.

3. No, but they will close the account positions that other strategies are managing, causing the strategies to be out of sync with the account position.

4. Yes, the total account action for the day would be the result of the actions taken by each strategy running on the account for that day.

5. You can run into problems if you have two strategies running on the same account and one goes long while the other goes short, one strategy would close the other's positions, they would each think they have a virtual position, and they would not know that the account positions was flat.

Please let me know if I may provide any further information.

[carlot]

Thanks Chris for the very quick response on Thanksgiving Day!

About point 5, it is not a problem if the account position is different from the virtual position, for me the important thing is that each strategy works with its own logic regardless of the other strategies, as if it were alone.

Best Regards
Carlo