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ScoobyStoo · 10-09-2009, 11:36 AM

Hi guys

I need a hook which will allow me to run some code when a custom strategy is started. At the moment I've overridden the Initialize() method and placed my setup code in there. However, I've got all kinds of problems (such as TickSize not being accessible) because that method is called any time an instance strategy is created. Obviously this can happen before any instrument has been selected.

There must be some way for me to determine when the strategy has started and pick up info such as the TickSize.

Thanks.

NinjaTrader_Dierk · 10-09-2009, 11:42 AM

Please try this:
- define a boolean flag variable, set to true
- first time OnBarUpdate is called check if flag is true and then
* run your Init() stuff
* set flag variable to false

ScoobyStoo · 10-09-2009, 12:14 PM

Already tried that. The problem is the L2 order book gets built before OnBarUpdate() is called for the first time. What I need is a hook which allows me to setup my strategy before any market data events get fired.

NinjaTrader_Josh · 10-09-2009, 12:26 PM

ScoobyStoo,

Maybe I am missing something but I am not seeing why there is such a requirement of doing this before receiving data events. What is it that you need to build beforehand?

ScoobyStoo · 10-12-2009, 02:15 AM

Quote:

Originally Posted by NinjaTrader_Josh

ScoobyStoo,

Maybe I am missing something but I am not seeing why there is such a requirement of doing this before receiving data events. What is it that you need to build beforehand?

It's OK, don't worry about it. I need to construct a ton of objects required by the strategy prior to it beginning to process market data. I've fixed it by including a call at the beginning on each overridden market data method to determine if the strategy has been initialised and if not to initialise it. That way I know that whichever market data event is raised first, the strategy will get correctly initialised. It's a really ugly solution though...

Would be really handy for NT7 to expose proper hooks to all the strategy lifecycle events (start, pause, stop etc). Obviously, I don't know how difficult that would be to do though...

Thanks for the help

NinjaTrader_Bertrand · 10-12-2009, 06:08 AM

Great you got it working, thanks for the suggestions ScoobyStoo.

10-09-2009, 11:36 AM	#1
ScoobyStoo Senior Member Join Date: Apr 2009 Posts: 161 Thanks: 0 Thanked 5 times in 5 posts	Strategy start hook Hi guys I need a hook which will allow me to run some code when a custom strategy is started. At the moment I've overridden the Initialize() method and placed my setup code in there. However, I've got all kinds of problems (such as TickSize not being accessible) because that method is called any time an instance strategy is created. Obviously this can happen before any instrument has been selected. There must be some way for me to determine when the strategy has started and pick up info such as the TickSize. Thanks.
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10-09-2009, 11:42 AM	#2
NinjaTrader_Dierk Administrator Join Date: Mar 2005 Location: Bamberg, Germany Posts: 9,994 Thanks: 0 Thanked 6 times in 6 posts	Please try this: - define a boolean flag variable, set to true - first time OnBarUpdate is called check if flag is true and then * run your Init() stuff * set flag variable to false Dierk NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
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10-09-2009, 12:14 PM	#3
ScoobyStoo Senior Member Join Date: Apr 2009 Posts: 161 Thanks: 0 Thanked 5 times in 5 posts	Already tried that. The problem is the L2 order book gets built before OnBarUpdate() is called for the first time. What I need is a hook which allows me to setup my strategy before any market data events get fired.
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10-09-2009, 12:26 PM	#4
NinjaTrader_Josh NinjaTrader Product Manager Join Date: May 2007 Location: Denver, CO Posts: 17,458 Thanks: 1 Thanked 106 times in 70 posts	ScoobyStoo, Maybe I am missing something but I am not seeing why there is such a requirement of doing this before receiving data events. What is it that you need to build beforehand? Josh NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
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10-12-2009, 06:08 AM	#6
NinjaTrader_Bertrand NinjaTrader Customer Service Join Date: Sep 2008 Location: Germany Posts: 22,407 Thanks: 252 Thanked 974 times in 957 posts	Great you got it working, thanks for the suggestions ScoobyStoo. Bertrand NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
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