in an automated strategy can you do a OCO order

[HelloHello]

In an automated stategy is it possible to do an OCO order?

THanks

[NinjaTrader_Ray]

Could you clarify....Automated from where? NinjaScript strategy? Easy Language Strategy?

[HelloHello]

easy language

[NinjaTrader_Ryan]

Hello:

If you have a strategy from Easy Language that uses OCO order function, it is possible to route this strategy to NT using the TS email interface or the TS Dll integration methods.

Instructions on using the TS email interface can be found here:
http://www.ninjatrader-support.com/HelpGuideV6/Overview31.html

Instructions on using the TS Dll intergration can be found here:
http://www.ninjatrader-support.com/HelpGuideV6/Overview9.html

Best regards,

[NinjaTrader_Ray]

Yes you can using our DLL interface. The NTCommand() function allows you to place orders with associated OCO id's used to link orders together.

Additional information - http://www.ninjatrader-support.com/HelpGuideV6/Functions.html

[HelloHello]

as always thank you very much for your help

[Nathamus]

Is it possible to create a (pair of) OCO Order(s) from within a NinjaScript strategy?

thx
Nathamus

[NinjaTrader_Ray]

Not directly. However, stops and tagets themselves are internally tied via OCO.

[Nathamus]

I know. This can be found in the help file.
Let´s say I work on a t Tick Chart. I want to enter the market long above and below the current ask with a certain number of shares, but I do not want both orders ot be executed. How can this be realized?

e.g.

if (Bars.CurrentAsk >= Level1 && Bars.CurrentAsk < Level1+z*TickSize ) {
EnterLongStop (x, Level1, "buy_low");
EnterLongLimit (y, Level1+z*TickSize , "buy_high");
}

could cause a double execution on this single bar, right? (assumed that I use: calculate on bar close = true)

[NinjaTrader_Ray]

Yes, this could cause a double execution. We will be providing a reference sample to accomplish this in the next few weeks at most.

[HelloHello]

Ray,

Has the Reference sample been completed?

Thanks

[NinjaTrader_Ray]

Take a look at the following examples:

http://www.ninjatrader-support.com/vb/showthread.php?t=3224

http://www.ninjatrader-support.com/vb/showthread.php?t=3223