multiple exit signals

[a_c123]

Hi ,
I have a strategy that generates multiple exit signals, say signal-A & signal-B. I want to partially exit on signal-A & partially on signal-B. Now signal-A can happen multiple times before signal-B, how can i ensure it does not exit all the position quantity on repeating signal-A.

thanks
P.S: The script uses multiple instruments & multiple timeframes.

[NinjaTrader_ChelseaB]

Hello a_c123,

Add a bool to your script that starts with a false value. When the first condition triggers, set a bool to true. Then require that this bool be false for the first condition to fire.
After the second condition fires set this bool back to false so that the first condition may trigger again.

private bool myBool = false;

if (myBool == false /* && condition 1 conditions here */)
{
myBool = true;
// place first order here
}

if (myBool == true /* && condition 2 conditions here */)
{
myBool = false;
// place second order here
}

[a_c123]

Hello ChelseaB,
The solution mentioned by you can only be used in case of 1 instrument but my strategy uses multiple instruments. Does ninjatrader have any object where initial order quantity is stored which can be accessed even after partial exit? or in BarsArray can user defined flag be stored ?

thanks

[NinjaTrader_ChelseaB]

Hello a_c123,

This solution will work for multiple instruments and time frames.

It would require that the bool be flipped during the correct bars in progress.


You can save the quantity to an int object in C#.
http://www.dotnetperls.com/int

You can also access the IOrder to find the quantity.
IOrder myOrder;

myOrder = EnterLong(5);

Print(myOrder.Quantity);


The last part of you message I am not understanding. "or in BarsArray can user defined flag be stored ? ", can you clarify this for me?

[a_c123]

Hello ChelseaB,
Say i am holding positions in 5 different instruments, the signal-A for each of them will trigger at different times. Now when signal-A triggers for 1st instrument the bool would be set, then the signal-A for 2nd instrument triggers for 1st time but the bool is already set so it will go into wrong code block and so on.

BarsArray stores data for different instruments/objects, so if it allows to store user defined data we can use it for storing bool flag for each instrument.

thanks

[NinjaTrader_PatrickH]

Hello a_c123,

Thank you for your response.

If I understand your inquiry correctly, you could simply create a bool for each instrument. There would not be a way to tie it to the BarsArray for the instrument, you would just need to update the bool for each instrument using your own logic.