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Multiple Strategies on same instrument

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    Multiple Strategies on same instrument

    I am trying to run 2 separate strategies on the ER2 on 2 separate Doms.

    Each strategy has a template set up and each works fine on its own. However, as soon I enter a position on one strategy, this position not only shows up in the other Dom with all the stops, targets etc, but changes the strategy selected in the second Dom to the first strategy too.

    If I then want to enter a position on the second strategy I have to reset the chosen strategy and the chosen trail on the second Dom which is in itself annoying as it requires a lot of work every time you want to trade but is not the real issue.

    Moving on, when I did this on sim, and then entered a position on the second strategy with the first position still active, I ended up with both sets of targets and stops on each Dom which was again not ideal, but it is at least still viable for managing both positions independently.

    However, when I used it for real the two sets of targets and stops amalgamated into something unrecognisable from the intended strategies and the outcome was not what it should have been if the 2 strategies had been treated independently.

    Is it not possible to trade 2 different strategies on the same instrument using separate doms?

    If it is, how do I fix it, and how do I stop the second Dom automatically switching to the strategy of the first Dom when a position is entered on the first Dom?

    Many thanks for your help.

    Tony


    #2
    imported post

    Tony,

    It is not currently possible to separately visualize two separate strategies for the same market on the same SuperDOM. The SuperDOM will show all strategies, orders and positions. There will be an option to visually separate strategies from each other by the end of the year.
    RayNinjaTrader Customer Service

    Comment


      #3
      imported post

      Right, thanks, so can you do it on 2 separate Doms?

      Also, I have just tried again, and in sim mode I get the two sets of stops and targets showing separately (albeit on the same Dom) and can manage each independently (as long as I can work out which is which).

      If this is replicated in real trading it would be ok but did not appear to be the case yesterday and I am wary of trying it again for obvious reasons.

      I will post a shot of the sim dom running 2 strategies (one short, one long) at the same time. Can I replicate this in live trading?

      Thanks again,

      Tony
      Attached Files

      Comment


        #4
        imported post

        No. Any SuperDOM or other entry window will show all orders, positions and strategies for the same account/market combination. They will all be identical. You can run multiple strategies as you have found out but you will have to determine which is which. There will be an option to display strategies separately in different entry windows before the end of this year.
        RayNinjaTrader Customer Service

        Comment


          #5
          imported post

          As per your image, it is easy to determine which is which since you can tell which strategy is short vs which is long. Targets above the market belong to your long strategy. Targets below the market to your short.
          RayNinjaTrader Customer Service

          Comment


            #6
            imported post

            Yes thanks, it is clear on this example but could get more complicated if both long or short or whatever but I can deal with that until you develop the fix.

            The problem I had yesterday though was when I went live after trialing in sim I got a different outcome on the dom. Basically, I had 1 strategy short (1 lot) and 1 strategy long (3 lots)in live trading and instead of looking like this sim Dom it gave me a combined target for 2 lots to the long side and a combined stop for 2 lots to the short sideat levels that had no obvious relationship to the levels I had specified. I was thus unable to treat the strategies independently.

            If I can get what I get in the sim dom shown in live trading then I am happy to trade with that.

            Do I need to adjust anything in the strategy options section (e.g. adjust inner brackets etc)?

            Thanks again.

            Comment


              #7
              imported post

              no
              RayNinjaTrader Customer Service

              Comment


                #8
                imported post

                Hi, I am just wondering if that option to run separate strategies in separate DOMs has been implemented yet?

                thx,

                Antraman

                Comment


                  #9
                  imported post

                  Yes, since December 8th. Check help guide for StrategySelectionMode. Look for "DisplaySelectedStrategyOnly" option.

                  Ray
                  RayNinjaTrader Customer Service

                  Comment


                    #10
                    imported post

                    Hi Ray, thanks that is exactly what I was after. However, it doesn't seem to be working as it should.

                    I have two DOMs open, and I select a different strategy in each.
                    I place a trade on the first DOM, and it appears only in that DOM - so far so good.

                    I then place an order in the other DOM and as soon as I click in the buy field of the second DOM, the strategy of that DOM will also appear in the first DOM, and when the trade takes, I get the stops and targets of that second DOM in the first window, along with the first trade made. In the second window I only get the trade on the strategy pertaining to the second window.

                    SO it seems that the strategy and the trade of the second window is carried into the first DOM. Shouldn't they be completely separate start to finish ???

                    cheers,

                    Comment


                      #11
                      imported post

                      Sorry, I see now. You have to change the properties DisplaySelectedStrategyOnly in *BOTH* DOM windows...that was too logical for me!

                      Wonderful function!

                      cheers,

                      Comment

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