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ExitLong and EnterShort Deconflict.....

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    ExitLong and EnterShort Deconflict.....

    Hi,

    I have long and short strategies that I want to run against the same market (SPY and/or E-mini).

    The problem is that the time these strategies are in the market is not entirely mutually exclusive.

    I could separate things and make 2 strategies - one long and one short only, but that will result in performance curves that need to be combined for "total" performance.

    What I'm thinking of is an "executive strategy that knows what the net position should be and sends in orders to make it so.

    In that sort of situation, I can see that if I am long 200 and want to be short 100 (-100), then I would need to ExitLong(200) followed by an immediate EnterShort(100).

    At IB, this would be a simple sell order for 300 shares. Is there any way to do this in NT?

    If I put in two orders (a simultaneous ExitLong and SellShort), will NT deconflict these and only perform one of the desired trades?

    Note that I'd really like to be able to just do this in one order not two....

    John

    #2
    Hello John,
    The Enter() methods will first close any positions in the opposite direction and then enter a new position (no need to append any exit orders). However using the Managed Approach NinjaTrader will submit 2 orders to do so.

    If you want to do it in one order you have to use the Unmanaged Approach.

    Please refer to our help guide to know more about it
    http://www.ninjatrader.com/support/h...d_approach.htm
    JoydeepNinjaTrader Customer Service

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