• If this is your first visit, you will have to register before you can post. To view messages, please scroll below and select the forum that you would like to visits. Questions? Be sure to check out the Forum FAQ.

Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Order Handling - Entries per direction

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Order Handling - Entries per direction

    Hello,

    This may be an obvious answer, but I'm trying to confirm that simply changing "entries per direction" under Order Handling in the automated strategy set up window will properly scale size? For example, if I have an algo running and I set the entries to 4, and "all entries", then when the signal to enter fires in the algo, it will enter 4 contracts at once....and will also manage all 4 for exit? In other words, let's say it worked and I'm now 4 long, and then the algo triggers an exit signal, it will then exit all 4 positions simultaneously? Or if the algo uses a stop/target, it will populate all 4 stops/targets?

    Also, how does this differ from the Order Properties section, where you can select "by default quantity" and change the number? If I want the automated strategy to enter X number of contracts exactly the same as it would enter just 1, which option is the better one to use?

    Regards,

    Andrew

    PS -- Nevermind, I think I figured it out -- you leave entries per direction as 1 and "all entries", but change the order properties to "by default size", and then change the default size in the window to X number of contracts. Running those settings in backtest gives me the results I am looking for.
    Last edited by LightWeight; 11-11-2015, 04:43 PM.

    #2
    Hello,

    It seems you have found your answer, you are correct just changing to the default size and entering the number of contracts should do what you are asking.

    The original case you had set up would be more aligned for a strategy which may frequently have a condition become true that needs to open new positions at different points in time in the same direction.

    Please let me know if I may be of further assistance.
    JesseNinjaTrader Customer Service

    Comment

    Latest Posts

    Collapse

    Topics Statistics Last Post
    Started by ntbone, Yesterday, 09:54 PM
    0 responses
    7 views
    0 likes
    Last Post ntbone
    by ntbone
     
    Started by rwilliam, Yesterday, 03:14 PM
    0 responses
    8 views
    0 likes
    Last Post rwilliam  
    Started by rwilliam, Yesterday, 03:10 PM
    1 response
    7 views
    0 likes
    Last Post NinjaTrader_ChelseaB  
    Started by rontronimous, Yesterday, 03:04 PM
    2 responses
    12 views
    0 likes
    Last Post rontronimous  
    Started by zacharydw00, Yesterday, 03:14 PM
    0 responses
    9 views
    0 likes
    Last Post zacharydw00  
    Working...
    X