Tradestation Strategy

[JP]

Hi,

I have a strategy running on my Tradestation platform, and it has money management rules, when i test on the Ninja demo automated trading platform, the strategy sends a signal to buy i.e 90 contracts using a leverage of 2:1 based on the last strategy account balance in Tradestation, so in that case the account balance would be 4.5 mio, but in Ninja account balance i have only 1 mio at the same time, so what can i do to calculate the moneymanegement rule (2:1) described in my strategy when the tradestation signal entry order turns on, based on Ninja last account balance, and not on the Tradestation Strategy account balance.

Best Regards

JP

[NinjaTrader_Ray]

JP,

Are you using the DLL interface or Email interface?

Ray

[JP]

The email one.......

[NinjaTrader_Ray]

Its not possible to determine account balance from NT using the email interface. The logic for determining position size must reside in your EL script.

Ray

[JP]

So i have to rewrite the hole strategy code in NT???

[NinjaTrader_Ray]

That would be a valid approach.

Ray

[JP]

Thanks for your response but i don't want to waste time trying to make it work (connection), i prefer use it in finding another strategies.....is there any other way to do it fast and simple??

[NinjaTrader_Ray]

Add an input to your TS strategy that represents account value, set this value when you run your strategy, then in your strategy, add some logic to update this value based on closed trades and then use this value to calcualte position size.


Ray

[JP]

Thanks i'll try that but it's not the best solution, let's see if it works for a 24 hour active trading strategy.

[JP]

Ray,

It works but has too many limitations......What i want to do is to run a strategy that trades three different pairs,two ofthem uses the 30% of the account balance each one, and the other one uses the 40% of the acc balance. It's an active strategy that runs 24 hours (nochance to being updating manually when it must ).

What i need is that some input or whatever in the respective strategies in Tradestation, recognizes the real time account balance that i have in Ninja, and therefore when the strategylaunches a signal, it allocates the amount to be entered into the market for that position, accordingtoa defined percent based on my last account balance.

Is that possible??....

I'll really appreciate if you can help me with this.

Best Regards

JP

[NinjaTrader_Ray]

Hi JP,

Unfortunately this is not possible at this time. I will add this as a request for future enhancement consideration.

Ray