Variable strategy order quantity

October 20th, 2013, 03:48 AM

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?

October 20th, 2013, 09:04 AM

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

Variable strategy order quantity

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Variable strategy order quantity