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#1 |
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Member
Join Date: Jan 2009
Posts: 49
Thanks: 0
Thanked 0 times in 0 posts
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Hello,
I have several strategies and using a NewsManager to block trades during news. This week I had an overfill because of exit on news and stoploss being triggered at the same time. Is there a code to exit a no. of minutes before the news? |
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#2 |
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NinjaTrader Customer Service
Join Date: Sep 2008
Location: Germany
Posts: 22,414
Thanks: 252
Thanked 978 times in 961 posts
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daxtrading, this would be possible if you could access the news indicator to check for pending news...or you simply set up time inputs for the strategy and then designate a window of 3 mins before / after to no take any trades and exit any ones being held -
http://www.ninjatrader.com/support/f...ead.php?t=3226
Bertrand
NinjaTrader Customer Service |
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#3 | |
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Member
Join Date: Jan 2009
Posts: 49
Thanks: 0
Thanked 0 times in 0 posts
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Quote:
My strategy is not trading x minutes before and x minutes after news. I am not a programmer and my strategy is now exiting a trade when the news is released and that is giving me bad fills. I am not a programmer but understand my strategies/code. Any example to add code that say's exit x minutes before news? |
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#4 |
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NinjaTrader Customer Service
Join Date: Sep 2008
Location: Germany
Posts: 22,414
Thanks: 252
Thanked 978 times in 961 posts
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I would unfortunately not be familiar with your custom code checking for news, but if it gives you a news time you can easily create such an exit...you would check for the time being equal to the news time - an offset (for example 2 mins) and then call ExitLong / ExitShort to get flat (ignored when position does not exist) - http://www.ninjatrader-support.com/H...deV6/Time.html
Bertrand
NinjaTrader Customer Service |
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