View Full Version : Simulated Vol Stop in Strategy
Kardinal
09-07-2007, 01:53 PM
Is is currently possible (or are there any plans to support) to have a coded Strategy that sets the StopLoss as a Simulated Volume Stop (similar to what can be defined in an ATM strategy)? Or are my options either 1) use ATM Strategy to manage the trade or 2) manually code a bid/ask Depth of Market volume watcher that will then trigger the StopLoss trade?
NinjaTrader_Ray
09-07-2007, 02:22 PM
Currently not supported but on a list of *possible* enhancements for the future. The options you outlined are accurate.
Kardinal
09-07-2007, 02:28 PM
Thanks... In the mean time I will have to balance the ATM Pro/Cons with the effort to create my own 'Sim Vol Stop' code. One for the 'To Research' pile I think!
anachronist
04-11-2012, 10:03 PM
I was going to start a new thread on this subject when I found this one. This is an old thread, but there's scant information in this forum on this subject.
Does anyone have an example of how a simulated volume stop might be coded in a strategy? Or maybe point to a related example that might suggest a path forward for me to code?
-Alex
NinjaTrader_Bertrand
04-12-2012, 02:54 AM
Hi Alex, I would unfortunately not be aware of a code snippet floating around for this area.