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Strategy precedence

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    Strategy precedence

    If there are multiple active (i.e. "green") strategies listed in the Control Center's "Strategy" tab, where they all share identical NS code, all operate on the same timeframe, all trigger at the same instant, and the only difference is that each relates to a different instrument ...

    ... in which order with NT execute the strategies?

    [Why? Because I have multiple strategies running at any time - some trading "live", and the others trading in Sim. If several stratagies trigger at the same instant (i.e. at the "open", say), I want to be sure NT executes the "live" strategies first, rather than the Sim ones ... how can I ensure this?]

    #2
    Hi AnotherTrader,

    Thank you for your note.

    The order in the strategies tab will not designate any priority or execution order.

    All strategies will run concurrently as conditions are met, as NinjaTrader is multi-threaded with asynchronous events.
    TimNinjaTrader Customer Service

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      #3
      OK, thanks. But I have observed that they don't appear to run concurrently ...

      Take the following instance as an example.

      - Strategy A places 10 x 100 share Enter Long orders (with 10 x separate OCO target orders) at 10h00.00 EST

      - Strategy B does the same, at exactly the same time, but with a different instrument.

      My observation (having done this a few times) is that, even though the trigger for both strategies is the same (i.e. 10h00.00 EST), NT will do the entries for one of the strategies first, and that it might take 2 - 3 seconds to do so. Then it will do the other strategy, which will also take 2 - 3 seconds.

      Is there anything I can do to make sure it does A first (which might be trading "live"), rather than B (which might be trading against the "sim" account?)

      Thanks.
      Last edited by AnotherTrader; 04-23-2010, 09:58 AM.

      Comment


        #4
        Hi AnotherTrader,

        You can try adjusting the options at "Tools>Options>Simulator" to see if that changes it to be more like the behavior you expect.
        More info at - http://www.ninjatrader-support.com/H...l?SimulatorTab

        You can also try adjusting the "On starting a real-time strategy" option.
        More info at - http://www.ninjatrader-support.com/H...?StrategiesTab

        Whenever possible, I suggest submitting only live strategies or only simulated strategies at one time.
        TimNinjaTrader Customer Service

        Comment


          #5
          Thanks, Tim

          Originally posted by NinjaTrader_Tim View Post
          ...Whenever possible, I suggest submitting only live strategies or only simulated strategies at one time...
          What's the reason for the above advice?

          What problems can occur otherwise?

          Thanks.

          Comment


            #6
            Hi AnotherTrader,

            That would just be a preference. Less CPU intensive, minimize mixing up strategies, etc.
            TimNinjaTrader Customer Service

            Comment

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