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dennisdd
05-02-2008, 06:31 AM
Hello,

I have build a strategy using both long and short positions within the same instrument (EURUSD).
But when backtesting it keeps closing me positions that I don't want to close. The name of the executions then always is: Close position

Is this because I have an open long position and open up a short position while long is still open? Can't you have a long and a short position for the same instrument at the same time?
Is there a workaround?

Your help is much appreciated,
Dennis

NinjaTrader_Dierk
05-02-2008, 06:54 AM
>> Is this because I have an open long position and open up a short position while long is still open?
Correct

>> Can't you have a long and a short position for the same instrument at the same time?
No

>> Is there a workaround?
You could try running multiple strategies simultaneously. However, this would be feasible real time only but not in back test mode.

dennisdd
05-02-2008, 07:02 AM
Dankeschön für die schnelle Antwort :-)

NinjaTrader_Dierk
05-02-2008, 07:04 AM
Bitte schoen