Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Complex Execution Scenario Understanding

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Complex Execution Scenario Understanding

    Hi All,

    Because for execution everything needs to be crystal clear I want to see if I understood the NT tutorial correctly.
    My strategy scenario is as follow:
    1. Set the strategy to PerEntryExecution.
    2. In Intilaize() I have SetProfitTarget() and SetStopLoss().
    2. EnterLongLimit(10, Bars.CurrentBid) with no unique signal name.
    3. There is a partial fill for 5 contracts and then another 5 contracts in 2 separate fills.
    4. Then I have a condition that set an ExitLong() with no quantity.

    My questions are:
    A. Does in stage 4 ExitLong() the 10 contracts are sold?
    B. Does the orders from stage 2 are removed by NT.
    C. If I only got filled for 5 contracts does the stage 4 close 5 contracts? What happen to the other 5 contracts that didn't filled? Can I close them manually? if yes how?

    Hope I made myself clear and thanks in advance for your time.
    Happy Xmas
    Freewind

    #2
    Freewind, happy holidays to you, too - yes ExitLong() tied to no specific name would close out the entire long position, yes if the position is closed the exit bracket provided via the Set's is cancelled. Yes, if you're position size is only 5 due to a partial fill it would ExitLong() this size then. Per default the limit order is only valid for the bar it was submitted on, if you would like it to persist working either resubmit or use the advanced overload offering you to submit with the liveUntilCancelled property set to 'true'.
    BertrandNinjaTrader Customer Service

    Comment


      #3
      Thanks Bertrand, I fully understand.
      This is great execution design by NT!

      Comment

      Latest Posts

      Collapse

      Topics Statistics Last Post
      Started by Tim-c, Today, 02:10 PM
      1 response
      7 views
      0 likes
      Last Post NinjaTrader_ChelseaB  
      Started by Taddypole, Today, 02:47 PM
      0 responses
      2 views
      0 likes
      Last Post Taddypole  
      Started by chbruno, 04-24-2024, 04:10 PM
      4 responses
      50 views
      0 likes
      Last Post chbruno
      by chbruno
       
      Started by TraderG23, 12-08-2023, 07:56 AM
      10 responses
      399 views
      1 like
      Last Post beobast
      by beobast
       
      Started by lorem, Yesterday, 09:18 AM
      5 responses
      25 views
      0 likes
      Last Post NinjaTrader_ChelseaB  
      Working...
      X