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View Full Version : Problem with OIF Generation - Using ATM in OIF etc


ccie8340
07-30-2007, 12:36 AM
Hello,

After reading the attached file
I am currently looking into integrating Amibroker with Ninjatrader using the OIF file. I went into OIF builder and for the instrument AUDJPY I tried creating a OIF file with a STOPLIMIT order and STOPPRICE of 100.66 and LIMITPRICE of 100.66. The OIF utility resets the value to 101. Is this a bug or am i doing something wrong?. However when I click on generate I see the correct values over there. But when I click on write file, I don't see the file being created under my documents\ninjatrader6\incoming\

Any thoughts on why the file is not getting created?.

Also once the position is opened, then do I need to place another order to place a protective stop and exit?. Can these be sent part of the initial OIF as well?. Or Can I create an ATM Strategy Called Scalper_Entry_Exits and then use this Strategy name in the OEF?. So the OEF PLACE takes care of the netry orders and the ATM Strategy takes care of the protective stop and the exit?. Is this doable?

I would greatly appreciate if someone can post a sample ATM Strategy for the Forex market?. I.e as soon as a position is entered protective stop at 15 pips and exit at 15 pips. Especially given that the decimal places vary for EURUSD as compared to USDJPY and all yen crosses.

While at this topic, Is there any disadvantage in using OIF based approach vs com/dll medthod?.

Sorry for too many questions...I am just two days into NT and it looks very interesting.

Thanks.

Cheers,Padhu

NinjaTrader_Ray
07-30-2007, 02:14 AM
If you do not pass in a strategy template name then yes, you have to then submit your own protective orders. If you submit a strategy template name, then the strategy will take effect and submit them for you.

OIF is slower than DLL but we are likely talking milliseconds not seconds.

NinjaTrader_Dierk
07-30-2007, 02:18 AM
>> Is this a bug or am i doing something wrong?
Yes, this is a bug which will be fixed in next release. Thanks for pointing this out. For now you can work around and select a different instrument and then reselect AUDJPY.

whitmark
07-30-2007, 05:08 AM
I assume since only an OIF script is available for the AB to NT ATI, that a wrapper function or some other interface would need to be developed in AmiBroker to enable DLL operability. Anyone have any experience working with ATI functionality (OIF or DLL) on Amibroker that would be willing to share his/her experience? PMs welcome.

Regards,

Whitmark