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Maximum Number of Round Trips

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    Maximum Number of Round Trips

    When adding a strategy with the Strategy tab, I can set the number of shares to trade and other strategy properties. But I don't see a property to limit the number of 'Round Trips'.

    Limiting the number of Round Trips would avoid an accidental runaway condition, when simutaineous buy/sell trigger condition exists (due to an accidental programming flaw in the stategy logic). By not limiting the number of Round Trips, it could be costly in terms of trade commissions and slippage for hundreds of trades should such an event ever occur.

    I see under Order Handling, a property 'Entries Per Direction'. Is this the same as round trips or something else? What would be the best way to handle this, including the set/reset, for this kind of round trip feature?

    Thanks, borland

    #2
    GM borland, yes the EntryHandling options would be what you're after, it can limit the # of entries per unique or all signals, so even if conditions would continue to evaluate trades the # of taken positions can be limited.

    http://www.ninjatrader.com/support/h...ryhandling.htm
    BertrandNinjaTrader Customer Service

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