Attention!

splat · 05-09-2011, 12:55 AM

Does the behaviour of EntriesPerDirection (and EntryHandling) change if a strategy has multiple instruments ? For example, perhaps allowing one entry for each instrument ? I think that there is no change, but I would like to be sure.
As I understand it, if EntriesPerDirection is 1, then the strategy will enter at most one position, even if it has several instruments. If one wanted to have at most one entry per instrument, one could name each entry according to the instrument, and set EntryHandling to UniqueEntries.

NinjaTrader_Bertrand · 05-09-2011, 03:04 AM

splat, your understanding is correct - this property is strategy, not instrument specific.

splat · 05-09-2011, 08:13 AM

Thank you, Bertrand.

05-09-2011, 12:55 AM	#1
splat Member Join Date: Nov 2009 Posts: 44 Thanks: 0 Thanked 0 times in 0 posts	EntriesPerDirection and multiple instruments Does the behaviour of EntriesPerDirection (and EntryHandling) change if a strategy has multiple instruments ? For example, perhaps allowing one entry for each instrument ? I think that there is no change, but I would like to be sure. As I understand it, if EntriesPerDirection is 1, then the strategy will enter at most one position, even if it has several instruments. If one wanted to have at most one entry per instrument, one could name each entry according to the instrument, and set EntryHandling to UniqueEntries.
	Facebook Twitter YouTube

05-09-2011, 03:04 AM	#2
NinjaTrader_Bertrand NinjaTrader Customer Service Join Date: Sep 2008 Location: Germany Posts: 22,383 Thanks: 252 Thanked 967 times in 950 posts	splat, your understanding is correct - this property is strategy, not instrument specific. Bertrand NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
	Facebook Twitter YouTube

05-09-2011, 08:13 AM	#3
splat Member Join Date: Nov 2009 Posts: 44 Thanks: 0 Thanked 0 times in 0 posts	Thank you, Bertrand.
	Facebook Twitter YouTube

Thread Tools
Show Printable Version Email this Page
Display Modes
Linear Mode Switch to Hybrid Mode Switch to Threaded Mode

Similar Threads
Thread	Thread Starter	Forum	Replies	Last Post
Suggestion for Download Replay Data: Allow Multiple Days / Multiple Instruments	Turtle Trader	Miscellaneous Support	3	11-24-2010 09:11 AM
Multiple instruments	cboat	General Programming	1	09-24-2010 09:06 AM
Using multiple instruments	philrx300	Strategy Development	1	05-11-2009 03:03 AM
Overlaying multiple instruments	curtains	Charting	1	02-21-2008 12:19 PM
multiple instruments?	Burga1	General Programming	1	12-26-2007 03:46 PM