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Multi Strategy portfolio with same futures instrument

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    Multi Strategy portfolio with same futures instrument

    I want to run multiple strategies with the same ES futures instrument. The strategies will run independently without any interaction between them. I am concerned as to how the managed order methods are submitted in "real account" order situations. For instance:
    1. Strategy1 EnterLong(1), strategy2 EnterShort(1), strategy3 EntersLong(1) all at the same onBarClose moment. Will my real account be 1 long? Will these simultaneous orders collide and produce an error of some kind?
    2. In example 1, if the 3 strategies have SetStopLoss() and SetProfitTarget() methods associated with their orders, how would this be handled in a real account situation? Will I end up with 3 separate limit and 3 stop orders each paired by a separate OCO, even if the real account has only 1 contract?
    3. If a strategy ExitsLong(1) at a time when the real account is flat, Will the real account end up with 1 short?

    #2
    Hello Camdo,

    Thanks for your post.

    Each strategy will maintain their own strategy position. The account position will reflect the real position.
    Reference: http://ninjatrader.com/support/helpG..._account_p.htm

    To further confirm your answers:
    1) Yes Long 1. No error will be produced.
    2) Yes.
    3) Yes.
    Paul H.NinjaTrader Customer Service

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