Max Instruements in multi-instrument strategy

[bflotrader3]

I am attempting to run a multi-instrument strategy. When I add 14 extra symbols (15 total including my original selection) everything runs fine and I get results.

When I add even 1 more, the backtester runs but no trades show up. There aren't any errors in the log tab though.

Is there a limit to the number of instruments I can add in a strategy?

[NinjaTrader_CalH]

Hi Bflotrader3,

Thank you for your post.

There is no limit to the number of instruments you can add in a strategy.

What time frame are you running the backtest on?

What is the instrument you are trying to add?

Ensure that you have the correct amount of data available for the latest instrument that you are trying to add.

You can check this by going to Tools -> Historical Data Manager -> Edit
http://www.ninjatrader.com/support/h...ml?editing.htm

[bflotrader3]

It looks like I had a symbol with no data which was causing the issue. It's odd that no error shows up in the log, it just fails silently.

Now that I have that fixed, I've come across something else odd.

When I add 16 symbols and run the backtest I get about 60 trades. When I add 16 more symbols (for a total of 32 added symbols) I get about 12 trades, even though the original 16 symbols that I got 60 trades for are still being added.

Any idea on why this would be happening?

[bflotrader3]

Doing some debugging it looks like in a strategy when I add multiple instruments, only one execution can be open at a time. I'm using EnterLong() and ExitLong() to enter and exit a position.

Is it true that only one execution can be open at a time? Is there a way I should be entering and exiting executions with multiple instruments to have as many executions at a time as needed?

[koganam]

Doing some debugging it looks like in a strategy when I add multiple instruments, only one execution can be open at a time. I'm using EnterLong() and ExitLong() to enter and exit a position.

Is it true that only one execution can be open at a time? Is there a way I should be entering and exiting executions with multiple instruments to have as many executions at a time as needed?

ref:

http://www.ninjatrader.com/support/helpGuides/nt7/entriesperdirection.htm

http://www.ninjatrader.com/support/helpGuides/nt7/entryhandling.htm

Those should help you understand what your code, as written, is limiting.