Entry Handling

[tonynt]

Hello,

I have combined in a strategy nt-script-strategy-entries (2 lots) and chart-trader-ATM entry (1 lot). Everything works fine. But today it occured for the first time that there have been 4 lots in the trade. How can this happen?

I have

EntriespPerDirection = 3;
EntryHandling = EntryHandling.AllEntries;

And after this problem I started testing EntriesPerDirection with 1, 2... and no matter what number with EntriesPerDirection, there are usually always 3 lots. Why?

Does EntriesPerDirection count the entris with script and atm same time?

Thanks
Tony

[NinjaTrader_Bertrand]

Hi Tony, the EntryHandling / EntriesPerDirection does not apply to the ATM strategy methods.

[tonynt]

Hi Bertrand,

and what about my first question pls?

I have

{
EnterShort(1000, "S1A");
EnterShort(1000, "S2A");
//EnterShort(1000, "S3");
//EnterShort(1000, "S4");

}

But there are 3000 short (sometime) Why?

Thanks
Tony

Hi Tony, the EntryHandling / EntriesPerDirection does not apply to the ATM strategy methods.

[NinjaTrader_Bertrand]

Tony, this could happen if you're not taking care to keep your account position correctly in sync to the account position - http://www.ninjatrader.com/support/h..._positions.htm

Easiest would be starting up in WaitUntilFlat mode and then ensuring the account is flat as well.

[tonynt]

Thank you for your reply. I do in "WaitUntilFlat" mode. I have COBC=false and the entry condition is only
Position.MarketPosition == MarketPosition.Flat
&& GetCurrentAsk() > GetCurrentBid())
because I want to have the entry immediately (but then working with the script and the atm).

In the attached jpg you can see that in AU and GU there are long correctly 3000 with 3000 stops (2000 script stops and 1000 atm-stop) but in EUR there are 4000 long and only 2000 stops. So there is 1000 long more and on the other hand the stops are only 2000.

This occurs not every trade but very often, with sim datafeed and with live-trading.


Thanks
Tony

Tony, this could happen if you're not taking care to keep your account position correctly in sync to the account position - http://www.ninjatrader.com/support/h..._positions.htm

Easiest would be starting up in WaitUntilFlat mode and then ensuring the account is flat as well.

[bukkan]

I may be wrong, but the below code is contradictory. AllEntry is limiting the trades to 3 (Entries per direction) and ignoring the unique strings.

EntriespPerDirection = 3;
EntryHandling = EntryHandling.AllEntries;

[tonynt]

Bukkan,

thank you for your reply. What do you think then I should do with entryhandling when I want to have

EnterLong(1000, "L1A");
EnterLong(1000, "L2A");

and the 3rd long (1000) I have coded with GetATM....

Thanks
Tony

I may be wrong, but the below code is contradictory. AllEntry is limiting the trades to 3 (Entries per direction) and ignoring the unique strings.

EntriespPerDirection = 3;
EntryHandling = EntryHandling.AllEntries;

[bukkan]

Bukkan,

thank you for your reply. What do you think then I should do with entryhandling when I want to have

EnterLong(1000, "L1A");
EnterLong(1000, "L2A");

and the 3rd long (1000) I have coded with GetATM....

Thanks
Tony

Tony,
You assigning an unique identifier with each Managed Order. The very pupose of that get nullified when you assign the entry handling as allentries, atleast while submitting the entry orders.

Atm orders are not event driven, and it cannot recognize MarketPosition. Atm orders event updates lag by atleast by one tick.

From the screenshot i could see there are 2 managed orders (marketPosition == MarketPostion.Flat filters out any further managed order, GetCurrentAsk is always greater than getcurrentbid, so its redundant) and another order as submitted by the atm strategy.

i could only see your codes in bits and pieces. as such it is difficult to say in concrete.

[tonynt]

Bukkan,

thank you for your reply. When testing with sim datafeed I think that the error occurs because with AllEntries it can happen that one uniquely named entry is realized 2 times. So the solution is to use UniqueEntries and set direction1. I´m wondering when it makes sense to use AllEntries then.


Best
Tony

Tony,
You assigning an unique identifier with each Managed Order. The very pupose of that get nullified when you assign the entry handling as allentries, atleast while submitting the entry orders.

Atm orders are not event driven, and it cannot recognize MarketPosition. Atm orders event updates lag by atleast by one tick.

From the screenshot i could see there are 2 managed orders (marketPosition == MarketPostion.Flat filters out any further managed order, GetCurrentAsk is always greater than getcurrentbid, so its redundant) and another order as submitted by the atm strategy.

i could only see your codes in bits and pieces. as such it is difficult to say in concrete.