Variable strategy order quantity

October 20th, 2013, 04:48 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, 10:04 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

Discussion in NinjaTrader

Variable strategy order quantity

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

Discussion in NinjaTrader

Variable strategy order quantity

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

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