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#1 |
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Senior Member
Join Date: Mar 2010
Posts: 321
Thanks: 88
Thanked 5 times in 5 posts
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Hi Guys. I have a couple of questions on this and would appreciate some guidance.
I currently have a ninja multibroker license and connect to Zenfire first for the datafeed then IB as the execution broker then TD Ameritrade as another broker. I'm calling up ATM strategies in a main strategy and executing through IB but want more flexibility: 1. Issue 1 I have numerous ATM strategies that get called in a strategy. The first issue I notice is when I log in the account default in the ATM strategies are the AMP/Zenfire one. I want it to default to the IB account. Because it defaults to AMP/Zenfire I'm having to changing them once I log in. How do I make it so they default to say the second connection? 2. Issue 2 What I want to do is in the strategy tell it which broker to use. Some futures I will use AMP, some I will use IB, some stocks I will use IB and some stocks I will use TD. So I'd like something like: if (Instrument.MasterInstrument.Name == "CL") execute through AMP {AtmStrategyCreate(Cbi.OrderAction.Sell, OrderType.Stop, lineEntryone, lineEntryone,TimeInForce.Gtc, orderId1, "twotargets", atmStrategyId1);} if (Instrument.MasterInstrument.Name == "AAPL") execute through IB {AtmStrategyCreate(Cbi.OrderAction.Sell, OrderType.Stop, lineEntryone, lineEntryone,TimeInForce.Gtc, orderId1, "twotargets", atmStrategyId1);} How could I do this? Thanks in advance DJ
Last edited by djkiwi; 07-05-2012 at 12:02 AM.
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#2 |
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NinjaTrader Customer Service
Join Date: Sep 2008
Location: Germany
Posts: 22,569
Thanks: 262
Thanked 1,018 times in 999 posts
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Hi DJ, thanks for the post. Unfortunately it would not be possible to set / save the account to use - the primary connection account would be used per default - it's however on our feedback list to enhance this area.
The strategy could only execute to the designated account you enabled it on, thus for your scenario you need to run different instances of it.
Bertrand
NinjaTrader Customer Service |
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#3 |
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Senior Member
Join Date: Mar 2010
Posts: 321
Thanks: 88
Thanked 5 times in 5 posts
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Thanks Bertrand, there are some good things and some bad things about this.
1. First the good news. At least if you have used the second connected broker on the chart and save the workspace and shut down at least the intended executing broker (in my case IB) is saved on that specific chart. It would be a horror show if this defaulted to the first connected broker meaning you had to go into each chart and change it manually. In any case it would be useful to be able to select the broker account in the strategies through a drop down box. Now the bad news: 2. I have 7 DOMs showing which match to each ATM strategy. Although I save these ATM strategies as the second broker being IB it defaults to the first connected broker account ie Zenfire when logging on. This really needs to change as when the ATM strategy is saved it should save with ALL of the details on the ATM template including the account you have selected and not default to the first connected account. I'm having to now manually change the DOMS each time to the correct account. 3. Some of my portfolio strategies contain fairly sophisticated hedging algorithms. I've been manually executing these in the broker systems which has been a real PITA. I was hoping that with Ninja would be able to provide quite a bit of flexibility here. For example you could create a single ATM strategy to buy 5 specified commodity stocks though IB, then 2 Gold contracts through AMP and then 10 AAPL options though TD Ameritrade. I know Ninja doesn't support options but if you guys could come up with all of this then it would be a complete package. Thanks DJ |
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#4 |
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NinjaTrader Customer Service
Join Date: Sep 2008
Location: Germany
Posts: 22,569
Thanks: 262
Thanked 1,018 times in 999 posts
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Thanks much for your feedback and ideas DJ, I've added your thoughts into our tracking under #'s 551 + 1880.
We sincerely appreciate your input helping further evolve our NinjaTrader platform,
Bertrand
NinjaTrader Customer Service |
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