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Confusing strategy order handling in Ninja 8!?


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  #1 (permalink)
 
Fibbee's Avatar
 Fibbee 
Boston, MA. United States
 
Experience: Intermediate
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I am running two short-only strategies in one account on ninjatrader with SI Blackbird.

System 1 executes a short in the MYM at 27994 for 2 contracts

A couple days later, System 2 executes a short in the MYM for 4 contracts at 27629

System 2 takes a stop of 100 ticks at 27729 for 2 contracts and a stop of 150 ticks at 27779 on the other 2.

HOWEVER, this is where it gets weird. It appears that on the 1st stop of 27729 the position for system 1, which should be totally unreleated to this stop order, was executed, resulting in a small gain.

System 2 was then taken out of 2 at the second stop of 27779 which leaves two contracts short from 27629.

Why would this happen?

System 1 should still be short 2 from 27994. HOWEVER, on my positions tab its showing 2 short from 27629 for a loss of (174) and on my strategies tab, system 1 is still showing the correct fill price with an unrealized gain of 191.

The stops and targets are also still active for this as they would be but avg. price, according to everything but the strategies tab, is now the fill price for the entry of strategy 2.

What am I missing?


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  #2 (permalink)
 
trendisyourfriend's Avatar
 trendisyourfriend 
Quebec Canada
 
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check this settings in Options maybe you'll get what you want :
Use FIFO for position average price calculations
https://ninjatrader.com/support/helpGuides/nt8/options_trading.htm


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Last Updated on August 20, 2020


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