EntriesPerDirection in unmanaged strategies

[guillembm]

Hello,

I am developing a multi-instrument strategy that should be able to execute several orders in different instruments at the same time.

I read posts that explain how to use EntriesPerDirection with managed orders but nothing related with unmanaged strategies.

Is it posible to manage multiple simultaneous orders in unmanaged strategies? Do you have any sample?

Thanks

[NinjaTrader_ChelseaB]

Hello guillembm,

From my understanding you are correct; EntriesPerDirection and EntryHandling does not apply to unmanaged strategies.

Included with NinjaTrader 7 are the SampleMultiInstrument and SampleMultiTimeFrame that demonstrate adding additional data series and using BarsInProgress to determine which series is processing.

You can also specify which series you would like to place an order to by using the overload for the entry order that includes barsInProgress.
For example:
For example if an added series of AAPL is added, we can place an order to that barsInProgress even when the primary series is processing.

In Initialize():

Add("AAPL", PeriodType.Minute, 1);

In OnBarUpdate():

if (CurrentBars[0] < 1 || CurrentBars[1] < 1)
{
return;
}

if (BarsInProgress == 0)
{
SubmitOrder([B]1[/B], OrderAction.Buy, OrderType.Market, 1, 0, 0, string.Empty, string.Empty);
}

Image the chart is a MSFT chart. This would place an order to AAPL when the MSFT bar is closing.

SubmitOrder(int barsInProgressIndex, OrderAction orderAction, OrderType orderType, int quantity, double limitPrice, double stopPrice, string ocoId, string signalName)

Below are publicly available links to the help guide.

https://ninjatrader.com/support/helpGuides/nt7/add3.htm

https://ninjatrader.com/support/helpGuides/nt7/barsinprogress.htm

https://ninjatrader.com/support/helpGuides/nt7/submitorder.htm

https://ninjatrader.com/support/helpGuides/nt7/currentbars.htm

[guillembm]

Thanks,

this is more or less what I was asking for. I can conclude that in the unmanaged approach I need to specify nothing in Initialize() to be able to process several orders simultaneously.