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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.

09-07-2007, 01:53 PM	#1
Kardinal Junior Member Join Date: Oct 2006 Location: London, UK Posts: 23 Thanks: 0 Thanked 0 times in 0 posts	Simulated Vol Stop in Strategy 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?
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09-07-2007, 02:22 PM	#2
NinjaTrader_Ray Administrator Join Date: Nov 2004 Location: Denver, CO, USA Posts: 11,163 Thanks: 6 Thanked 45 times in 32 posts	Currently not supported but on a list of possible enhancements for the future. The options you outlined are accurate. Ray NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
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09-07-2007, 02:28 PM	#3
Kardinal Junior Member Join Date: Oct 2006 Location: London, UK Posts: 23 Thanks: 0 Thanked 0 times in 0 posts	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!
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04-11-2012, 10:03 PM	#4
anachronist Senior Member Join Date: Jul 2008 Posts: 271 Thanks: 4 Thanked 7 times in 7 posts	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 Last edited by anachronist; 04-11-2012 at 10:16 PM.
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04-12-2012, 02:54 AM	#5
NinjaTrader_Bertrand NinjaTrader Customer Service Join Date: Sep 2008 Location: Germany Posts: 22,414 Thanks: 252 Thanked 978 times in 961 posts	Hi Alex, I would unfortunately not be aware of a code snippet floating around for this area. Bertrand NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
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