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1 entry order 5 exit orders


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1 entry order 5 exit orders

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  #1 (permalink)
Boston, MA
 
Experience: Advanced
Platform: NinjaTrader
Broker: IB
Trading: EUR/USD
 
Posts: 42 since Apr 2010
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What is the best way programatically to create one entry order and 5 exit orders. I currently have a script to enter 5 orders and then 5 separate orders to exit. Just trying to reduce commission expenses.

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  #3 (permalink)
Austin, TX
 
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I'm a bit confused,

Even if you had 1 entry and 5 separate exits, it's still going to be seen as 5 trades, 1 single/common entry combined with 5 separate exits.

Obviously for per/contract instruments, it doesn't really matter, but even for equities, I'm not seeing how you're reducing your comission, as on a trades list, it still looks like 5 trades, because there are 5 complete orders submitted.

Nonetheless, have you tried varying positionsize using an intial input and then making the exits a variable amount of the intial positionsize?

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Last Updated on April 11, 2011


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