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multi instrument, secondary data series orders

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    multi instrument, secondary data series orders

    hi

    i have a multi instrument strategy (7 instruments)

    i'm running the strategy on a primary instrument by adding it to a chart and all my secondary instruments are different

    so:

    primary = audusd
    secondary 1 = nzdusd
    secondary 2 = eurusd
    secondary 3 = usdjpy
    and so on...

    one of my condition is, if profit on nzdusd is greater than X, exit the position.

    I am also printing my profits at the close of each bar (60 minutes bars) to the output window.

    today at 3pm my profit was for nzdusd was greater than X. then, at 4 pm and 5 pm and then 6 pm , 7pm, 8pm 9pm, my profit was greater than X. but the conditional exit did not happen until i disabled the strategy and then enabled the strategy. i waited until 9pm to do this. once i reenabled the strategy, the strategy during it's sync state fired the order for the "nzd profit greater than X" condition and successfully exited the position.

    any idea why this might happen?

    when a strategy is in realtime state, does it not have access to the data for loaded data series? clearly it must b/c it's printing out the profits correctly for the secondary data series. but i'm not sure why it did not fire an order to exit the condition without me having to "sync"

    my profit targets are conditional rather that SetProfit order types.

    thanks


    ---------
    update
    --------

    actually nvm, but i'll leave this thread open for the future.

    my condition is:

    if nzdusd profit is > than X

    i think at 3pm the profit was exactly X rather than greater than X

    it could just be a wild coincident that when I sync'd the positions again, it happend to be > than X.

    will get back in the future when other targets hit.
    Last edited by staycool3_a; 11-01-2018, 07:14 PM.

    #2
    Hello staycool3_a,
    Thanks for your post.

    Glad to hear you figured it out. Please let me know if you have any further questions.
    JoshNinjaTrader Customer Service

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