Why is this not considered in the backtest or optimization? is this because this element cannot be tested in the foregoing scenarios?
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Stop and Target Submission
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Stop and Target Submission
What is the difference between "per entry execution" and by "strategy submission"?
Why is this not considered in the backtest or optimization? is this because this element cannot be tested in the foregoing scenarios? -
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Stops and targets are generated either per fill or per position. This is determined by the "Stop & target submission" property which is set running a strategy live via the UI. For backtesting, this is irrelevant since there are no partial fills in a backtest. Property values are:
ByStrategyPosition - When this is selected, only one stop loss, trail stop and/or profit target order is submitted. As entry executions come in, the order size is amended. The downside of this approach is that if you have partial fills, the orders are re-inserted into the exchange order queue. The upside is that if you broker charges you a per order commission (not per lot), you will not incur additional commission expenses.
PerEntryExecution - When this is selected, a stop loss, trail stop and/or profit target order is submitted for each partial fill received. The downside is if your broker charges commission per order, you can incur very expensive commission costs if you receive partial fills. The upside is that orders are submitted as soon as possible giving you the advantage of getting into the order queue immediately.BertrandNinjaTrader Customer Service
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commanding the system to trade one entry per direction, with unique order handling.
my strategy has three entry orders, two profit targets and three trailing stops.
one set of constraints governs three entry orders.
one set of constraints governs three exit orders.
two profit targets and three trailing stops are directly connected to each entry order.
based on your definitions, it seems to appear that using the "strategy" submission only ONE entry will be affected?
i currently use the "per order" criteria.
how can i have the system wait until all three entries have completed before entering continually?
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Ironplates, this setting just determines for realtime / simulation trading how your stops and targets are submitted, i.e. either as individual fills are seen or depending on your strategy position. This setting would not govern how entries are done. This is determined by the Entry Handling settings -
BertrandNinjaTrader Customer Service
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based on your definitions, it seems to appear that using the "strategy" submission only ONE entry will be affected?
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will this selection help prevent overfills in a system that tends to enter very frequently when the entering orders?
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