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| Automated Trading Support for automated trading systems using NinjaScript. Support for our ATI (Automated Trading Interface) used to link an external application such as TradeStation and eSignal to NinjaTrader. |
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#1 |
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Join Date: Feb 2005
Location: , ,
Posts: 68
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Ok I'm running my auto trading program - I had a trade signal at 11:26am PST the order was sent and filled, then the position manager within NT was managing my trade (lets call it position "X").
Then at 12:12pm PST my trading application generated another OIF order, it was sent to NT and picked up and submitted (plus filled)that order was then added to the orignal 11:26am order as a order scale. Thus adding to the contracts within NT's already managed position. I thought once an order was placed, filled and managed by the position managing, NT would not except another order until the original order was finished? Thus it should have not allowedthe scale order correct? If I'm wrong is there a way to block the scale orders? |
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#2 |
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Administrator
Join Date: Nov 2004
Location: Denver, CO, USA
Posts: 11,163
Thanks: 6
Thanked 45 times in 32 posts
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NT does not allow multiple position strategies to be run for the same market simultaneously. When the second OIF is sent it, it is treated as a scale order and handled accordingly. To prevent the 2nd OIF you should check the PUF and only submit OIF when it is FLAT.
Ray
NinjaTrader Customer Service |
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#3 |
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Senior Member
Join Date: Dec 2004
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For my future planning (I'm way not there yet in ability for QIF code and praying for an Ensign .dll <g>
. Is it possible to limit scale function tojust 1 time/event at a set # of ticks/points from the 1st entry while blocking all interim signals from charts until new scaled or unscaled(should the add order not get executed)total postion is flat?Specifically Iusually set a limit order 2 pts ES from my entry for possible add/scale.........dangerous I know but lookn to beat the "stop busters" out there that seem to know pain points of us small guys<g>
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#4 |
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Administrator
Join Date: Nov 2004
Location: Denver, CO, USA
Posts: 11,163
Thanks: 6
Thanked 45 times in 32 posts
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If you can program that into Ensign then yes.
Ray
NinjaTrader Customer Service |
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#5 | |
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Join Date: Feb 2005
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Quote:
Ninjatrader, Is this a feature within NT's settings or is this another OIF update file to be sent to the AT bin after the orignal (first) OIF file is generated? If its a feature within NT where is is located? Thanks ![]() |
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#6 |
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Administrator
Join Date: Nov 2004
Location: Denver, CO, USA
Posts: 11,163
Thanks: 6
Thanked 45 times in 32 posts
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The PUF is a feature of NT, reading it and basing decisions of it is a function of the code you have written to generate the OIF.
Ray
NinjaTrader Customer Service |
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#7 |
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Join Date: Feb 2005
Location: , ,
Posts: 68
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Thanks for the info I will add it to the OIF order file at once
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