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Strategy Development Support for the development of custom automated trading strategies using NinjaScript.

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Old 12-08-2010, 10:51 AM   #1
Edward Kunafi
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Default EntriesPerDirection for FOREX

Hello Support,
I am wondering,
1. for Forex instrument, does EntriesPerDirection parameter need to be 10 to 100 thousands as well like the quantity?

2. If I want to limit EntriesPerDirection, can I just do it at Initialize or it needs to be processed at each OnBarUpdate?

3. Is Initialize method called twice? when user open the dialog box and when user click ok on the dialog box ?


Thanks.
Regards,
EdwardK
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Old 12-08-2010, 11:09 AM   #2
NinjaTrader_RyanM
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Hello Edwardk,

1) No, EntriesPerDirection is set by the entry signal names. It's not connected to order quantity. The quantity of orders is set within the Enter() methods. There is not a different convention used for FOREX compared to other markets.

2) You can only set EntriesPerDirection in Initialize().

3) Yes, Initialize() is called more than once. If you want to check exactly when it's called, add a print statement and you can check in tools > output window each time. Note that it's called for every strategy you have, not just the one you're using.

Print("Initialize Called " + DateTime.Now);
Last edited by NinjaTrader_RyanM; 12-08-2010 at 11:12 AM.
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