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Buys and Sells not matching in number
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Buys and Sells not matching in number

  #1 (permalink)
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Buys and Sells not matching in number

I am working on a strategy that averages down. I am running into a problem. For some reason, after it averages down more than two times it seems or it could be that the fill executions are greater than the original number of orders, the number of contracts in the target are greater than the number of contracts in the position. Can anyone shed some light on why this is happening and what to do to resolve it?

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  #3 (permalink)
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richwaters View Post
I am working on a strategy that averages down. I am running into a problem. For some reason, after it averages down more than two times it seems or it could be that the fill executions are greater than the original number of orders, the number of contracts in the target are greater than the number of contracts in the position. Can anyone shed some light on why this is happening and what to do to resolve it?

Tag your entries (target1,target2, etc...) so you can track on the chart how the executions are placed

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Best way to troubleshoot is via the output window. Write print() statements when adding to a position and evaluate the current position size, and the bar # you are adding to, so you can hunt down any problems.

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Thanks, Big Mike, for the response

I am new to programming in NinjaTrader. Can you point me to an example of how I would accomplish printing to output the orders as they happen?

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Maybe the problem is related to this action

When the condition for long entry is true, 12 orders are set up at once at different intervals. Frequently, just after the entry signal is triggered, and even after some fills, the condition is no longer true and the orders are cleared. Then, the condition becomes true again and the orders are back, but those that have already been placed are ignored. Could this setting up of the orders, removing the unfilled orders, and then putting them back cause the buys and sell targets to get out of whack? If so, can someone point me in the right direction as to how to handle the orders properly if this is not the best way?

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From what I can tell, it looks like I am going to have to learn...

...advanced order handling using IOrder methods. I think it will be well worth the time to learn it.

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richwaters View Post
I am new to programming in NinjaTrader. Can you point me to an example of how I would accomplish printing to output the orders as they happen?

NT has something built in called TraceOrders. In #init put "TraceOrders = true;" and then open your output dialog box and it will print debug statements on all order handling.

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Thanks, Mike


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