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Variable strategy order quantity
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Variable strategy order quantity

  #1 (permalink)
Trading for Fun
Milan/Italy
 
Futures Experience: Intermediate
Platform: NinjaTrader
Favorite Futures: ES, YM, NQ, FDAX
 
Astrogirl's Avatar
 
Posts: 51 since Oct 2013
Thanks: 25 given, 7 received

Variable strategy order quantity

Hello everyone!

The default quantity of my strategy is "1" but, in certain condition, i would change this value in "2".
What follows is the code I am actually using:

 
Code
protected override void OnBarUpdate()
{
                // Change the order quantity value when the profit factor drow down a certain level
                if (Performance.AllTrades.TradesPerformance.ProfitFactor < profit_factor_limit)
         
              {
                  DefaultQuantity = 2;
              }	
}
The matter is that it changes the default quantity of all trades and not only the one which respects the condition set...

Does anyone know why?

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  #2 (permalink)
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  #3 (permalink)
Elite Member
Wrocław, Poland
 
Futures Experience: Intermediate
Platform: NinjaTrader, Racket
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gregid's Avatar
 
Posts: 651 since Aug 2009
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In your case you don't change the DefaultQuantity. Instead you simply ask for quantity in the EnterLong() or short or any other Order Method.
As in:
 
Code
                            
EnterLong(2
Use the official help guide for reference:
NinjaTrader Version 7

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