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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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Old 04-20-2005, 07:51 AM   #1
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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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Old 04-20-2005, 09:17 AM   #2
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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.
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Old 04-20-2005, 11:54 PM   #3
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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&gt. 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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Old 04-21-2005, 02:16 AM   #4
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If you can program that into Ensign then yes.
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Old 04-21-2005, 03:47 AM   #5
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Quote:
To prevent the 2nd OIF you should check the PUF and only submit OIF when it is FLAT.

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?

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Old 04-21-2005, 04:43 AM   #6
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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.
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Old 04-21-2005, 04:59 AM   #7
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Thanks for the info I will add it to the OIF order file at once
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