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Does EntriesPerDirection include both historical and live entries?

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    Does EntriesPerDirection include both historical and live entries?

    Hi,

    For EntriesPerDirection, does maximum number of entries allowed include both historical and live entries? For example, say I set EntriesPerDirection = 5. During trading on historical data there were 3 entries. After it transitions into trading with live data, 2 more entries were made. When the 6th entry is made during live trading, will it be ignored or accepted?

    Also, is there any way to set EntriesPerDirection to unlimited? An alternative is I could set it to a very large number... but depending on how long I keep trading there's always a possibility that number could be hit. Granted this scenario is unlikely, but I would still like to avoid it if possible.

    Greatly appreciate any clarifications, thanks.

    #2
    Hello Vypre,
    Thanks for your post.

    The EntriesPerDirection property will include both historical and live executions, so that 6th order would be ignored.

    There is not a way to set EntriesPerDirection to unlimited, and I'm not sure that you would actually want to do that. You could set it to a very large number, but then you may want to restrict the number of entries made another way. If it were me, I would set it to the max amount of entries I was willing to have at one time.

    You may also want to take a look at your strategies StartBehavior property



    Hope that is helpful. Let me know if you have any questions.

    Josh G.NinjaTrader Customer Service

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