Real-Time Portfolio Analysis and Allocation

[ishaolin]

Hi,
I trade multiple strategies using multiple symbols in Tradestation.

I was wondering if there is a mechanism within NinjaTrader or NinjaTrader products that allows real-time portfolio oversight of these indvidiual strategies across symbols. I am looking for the ability to:

1. Monitor net position per market
2. Monitor strategy equity per market
3. Adjust individual market positions using aggregate portfolio information and NOT just individual market information.

Thanks.

[NinjaTrader_RyanM]

Hello ishaolin,

Welcome to the NinjaTrader forums! Generally our strategies are instance-based, and there is no built in communication possible. However, you can use C# features like writing to a file or static variables to share information among different instances. You can see this reference sample for help writing to a file:
http://www.ninjatrader.com/support/f...ead.php?t=3220
Use of global variables is beyond our scope of support but you could check MSDN for more information:
http://msdn.microsoft.com/en-us/library/98f28cdx.aspx

[Master.Aurora]

Originally Posted by ishaolin

Hi,
I trade multiple strategies using multiple symbols in Tradestation.

I was wondering if there is a mechanism within NinjaTrader or NinjaTrader products that allows real-time portfolio oversight of these indvidiual strategies across symbols. I am looking for the ability to:

1. Monitor net position per market
2. Monitor strategy equity per market
3. Adjust individual market positions using aggregate portfolio information and NOT just individual market information.

Thanks.

Hello,

I was having the same problem with the lack of inter-strategy communication that NinjaTrader offers. So, we went out of the bos to create a small algorithm to workaround this issue. Please read this article:

http://www.aurorasolutions.org/inter...n-ninjatrader/

Feel free to contact us if you need this implemented in your strategies.

Thanks
Umer