Running multiple strategies

[pman777]

Does NT support the execution of multiple automated strategies for the same instrument from the same account?

[koganam]

Does NT support the execution of multiple automated strategies for the same instrument from the same account?

In a nutshell, yes. In any of my automated strategies, I always have a trend strategy and a range strategy running in parallel on the account, so I can handle whatever market we are in on that day. Sometimes they align; sometimes that cancel each other out, and keep me flat, with a small loss or gain about equally often. When they align, in the correct direction, it is a thing of beauty to watch.

[pman777]

thanks koganam! so if 2 strategies can run the same instrument in the same account, hows does the DOM show the trades if one strategy is long and the other is short?

[eDanny]

Two doms

Hey Vin, if you are running two strategies and they are the type that enters and passes control to an atm strategy you just open two doms and select one strategy in one and the other in the other dom. One dom can be long and the other short at the same time and you can manually manage each one individually. You need to name the atm strategies different names of course.

Dan

[koganam]

thanks koganam! so if 2 strategies can run the same instrument in the same account, hows does the DOM show the trades if one strategy is long and the other is short?

The DOM will say Flat if the strategies are opposed, and any protective orders will still be sitting in the market as OCO, so automatically put you back in with exit orders if they get hit in the direction that the market happens to be going at that time. What that means is that basically you have a trend position on, and are trading in and out of ranges if they do set up.

[pman777]

thanks Dan!

[ToMer_K]

Further Clarification

Hi,
The Thread is old but I have some questions regarding it.

If I have a single strategy (not ATM) that I ran in parallel with 2 different configurations:
1. Will it function correctly behind the scenes even when issuing opposite trade directions?
2. Is it mandatory to use a different name for each parallel running strategy?
3. Will the DOM show the target and stop loss or will they be "cancelled" if the position gets flat?
4. Should I use different tag names for my orders in order for it to function properly?
5. Should I use a different chart for each strategy or can they run on the same one?
6. Is there any other code guide for it to work properly (apart from using different OCO for each order in each of the instances of the strategy)

Thanks in advanced!

[NinjaTrader_PaulH]

Hello ToMer_K,

Thanks for your posts.

1) Yes, strategies are not aware of each other. Please review: http://ninjatrader.com/support/helpG..._account_p.htm

2) No, but I would recommend that you do as it will make it easier for you in identifying what strategy executed what and when, when you have questions about what happened and when.

3) The SuperDom will show the strategy orders.

4) You do not have to but again for your ease of debugging if all strategies orders were differently named it will be less confusing in identifying what happened and when.

5) They can be run on the same chart. Initially during testing you may want to run separately so that you fully understand visually the individual strategy performance.

6) No.

If you have not read the helpguide on syncing account position: http://ninjatrader.com/support/helpG..._positions.htm Also, here is a short video to assist: https://www.youtube.com/watch?v=US9c...A14C398CA140D7