Using Long and Short Stop Entries Simultaneously

January 30th, 2014, 01:11 PM

Trying to develop a strategy that places Stop entries at two indicator lines on both sides of the market. I'm using Unique entries that have already been declared:

Code

private IOrder entryOrder1 = null;
private IOrder entryOrder2 = null;
private IOrder entryOrder3 = null;
private IOrder entryOrder4 = null;

Then, where I want to enter the market I use:

Code

entryOrder1 = EnterLongStop(longEntry, "Long 1a");
entryOrder2 = EnterLongStop(longEntry, "Long 1b");
entryOrder3 = EnterShortStop(shortEntry, "Short 1a");
entryOrder4 = EnterShortStop(shortEntry, "Short 1b");

Where longEntry and shortEntry are equal the to indicator values. When I test, it places the long entries correctly, but simply doesn't place the short entries. The calculation is correct for shortEntry, so I was wondering if there was something that I don't know about how Ninja handles these orders. When I reverse the order and place the Shorts before the longs, it places the short stop entries correctly, but not the longs.

Code

EntriesPerDirection = 2;
EntryHandling = EntryHandling.UniqueEntries;

Any help is appreciated, thanks!

February 9th, 2014, 03:17 AM

It's not possible with managed approach to place long and short entry order on same bar. You have to use unmanaged approach

February 9th, 2014, 05:27 AM

or rotate.

February 10th, 2014, 11:56 AM

Thank you! This has been frustrating me for some time...

Using Long and Short Stop Entries Simultaneously

Discussion in NinjaTrader

Using Long and Short Stop Entries Simultaneously