exiting multiple positions independently

[ShruggedAtlas]

I have a strategy that I have developed that requires the broker to ignore the FIFO rule. I have tested the strategy and it works great in historical and real time trading using the SIM accounts but when I use my Oanda ninjatrader accounts the positions are combined and I am unable to exit a specific position.

I tested this early on when I first got the Oanda accounts set up and was able to get it to work. Now that the strategy is basically done I want to forward test it live using real money.

Can anyone please advise on how to accomplish this?

Again, trying to enter multiple tiered positions of different sizes and then exit specific ones without closing all of them.

Thanks!

Also it should be stated that I have no trouble with this approach manually trading using the OANDA fxTrade application.

[NinjaTrader_JoshG]

Hello ShruggedAtlas,
Thanks for your post.

What version of NinjaTrader 8 are you on? This can be checked from Control Center>Help>About

Are there any errors on the 'Logs' tab of your Control Center when you see this behavior?

[ShruggedAtlas]

8.0.13.1 64-bit (Multi-Broker)

Also it's may be useful to know that I am not getting separate positions in the CQG app either. The only place that I can view and exit individual positions of varying sizes is Oanda's native fxTrade app

[NinjaTrader_JoshG]

First, I'd like you to go ahead and upgrade your platform to the current version 8.0.15.1
Note: Following these steps will not affect your data, settings, configuration, Indicators, Strategies, Workspaces, etc.

• First, save your license key to a document
• You can locate your license key by going to Help> License Key
• Now exit NinjaTrader and uninstall it within Windows Control Center
• Once uninstalled you can redownload NinjaTrader from the link below
  http://ninjatrader.com/PlatformDirect
• Paste your license key
• Select Submit
• Download and then run the installer

Second, we need to ask does the same behavior occur in NinjaTrader with manually placed orders?

Finally, I would like to take a look at your log and trace files. Please write in to PlatformSupport(AT)NinjaTrader(DOT) and reference this forum post. You may follow the steps below to manually attach your log and trace files to your response.

• Open your NinjaTrader folder under My Documents.
• Right click on the 'log' and 'trace' folders and select Send To> Compressed (zipped) Folder.
• Send the 2 compressed folders as attachments to this email.
• Once complete, you can delete these compressed folders.

[ShruggedAtlas]

Ok got it all done - I have confirmed the issue occurs with manually entered orders as well as with the strategy entries - positions of different sizes are merged into one position.

i have upgraded to latest version of NT8 and here are log and trace files. with this response. I also responded to the email I got with the same information

Thanks

[ShruggedAtlas]

I can't seem to include the trace file on the forums - only log file - strange

[NinjaTrader_JoshG]

I went ahead and removed your log file. Log and trace files can contain personal information that you may wish to keep private. No worries though since I already have them both on my end.

I also requested more information to your email.

[abdunbar]

was this issue resolved?

[ShruggedAtlas]

No it has not been resolved. I have abandoned ninjatrader for this particular strategy because of this and have moved to Metatrader which I actually hate but at least it works

[NinjaTrader_PatrickH]

Thank you both for your posts.

This was identified as a limitation of the connection technology. There is no resolution or work around for this matter.

[ShruggedAtlas]

Yes that is correct! I should have been more clear in my last post about that because a lot of the problem solving occurred via email and was not chronicled in this forum.

It's important to know that the NT strategy code works fine in a simulated when the code specifies a different 'name' for each entry however ....

I still have not been able to get separate entries to show up on the chart when using *chart trader* with either simulated or Oanda accounts. I have deselected the fifo calculation checkbox in trading settings and it still does not work. So in effect, this remains an issue with NT as well.

The strange thing is that it used to work. The one thing I have not yet tried is to re-install NT7 to test it on that platform to rule out it being an issue with NT8

[NinjaTrader_PatrickH]

Hello ShruggedAtlas,

Thank you for your response.

When using the Sim101 account and the Chart Trader are you using an ATM Strategy?

I look forward to your response.

[ShruggedAtlas]

No I do not use an ATM strategy. The strategy code does not use any arbitrary stops or targets of any kind.

[NinjaTrader_PatrickH]

Hello ShruggedAtlas,

Thank you for your patience.

I still have not been able to get separate entries to show up on the chart when using *chart trader* with either simulated or Oanda accounts. I have deselected the fifo calculation checkbox in trading settings and it still does not work. So in effect, this remains an issue with NT as well.

This is actually correct behavior of the Chart Trader. The position you are seeing displayed is a visual representation of the average entry price but it is NOT actually combining the position or adjusting their entry points to the average entry price.

Please let me know if you have any questions.

[ShruggedAtlas]

If this is the case then someone needs to explain how I was able to break this behavior.

When I first learned that I could use Oanda with NT, the first thing I did was to test the ability to enter and view multiple *different* positions directly on the chart using NT7 in the same manner that I do using Oanda fxTrade software and MT4. It worked just fine and I proceeded to begin coding my strategy that uses this ability. To be clear, I WAS able to see multiple entries not combined in an average entry level but each with it's own entry level. Provided the trade size was different for each one I was able to selectively exit any position out of order. I was able to visually display and disregard the FIFO rule directly on the chart using chart trader. Also remember the strategy code works just fine in the simulated accounts, but fails when deployed on the Oanda accounts.

By the time I had completed my code and many weeks of forward testing on a simulated account and was ready to test live with real money on my Oanda account I had switched to NT 8 and that ability disappeared.

My understanding is that issue primarily is with Oanda and the API that NT uses to connect with Oanda. Oanda support said they would look at the settings on their end and see if they can make this work again for me. I am skeptical I will hear back from them.

I've already moved on and am going back to MT4 (which I hate) to get this strategy deployed. I've spent too much time on this and tired of going back and forth between NT and Oanda on this issue.