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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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Member
Join Date: May 2012
Posts: 33
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The documentation indicates that TD Ameritrade "requires that OCO orders are submitted simultaneously in a single API call vs sending them in sequence with an include user defined OCO identifier. For brokers that require OCO orders to be submitted in a single function call, a NinjaScript strategy must wait until it has both legs of the OCO pair generated by SetStopLoss(), SetTrailStop() and SetProfitTarget()."
Question #1: In a Strategy you could just use: WaitForOcoClosingBracket. However, the ATI appears to only support using OCOs with an identifier. Does this mean that OCO orders to TD Ameritrade can not be created properly through ATI? Question #2: Are Interactive Brokers and TD Ameritrade the only NT brokers that support server side OCO orders? Thanks! |
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#2 |
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NinjaTrader Customer Service
Join Date: Dec 2009
Location: Denver, CO, USA
Posts: 6,499
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Hello,
Thanks for the post. 1) This is unfortunately the case with the ATI. You would use local OCO simulation however in this scenario. 2) Correct. -Brett
Brett
NinjaTrader Customer Service |
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#3 |
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Join Date: May 2012
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#1 So, just to be clear, when sending orders through ATI I can simply specify a unique OCO identifier and depending the broker (excluding TDA) the OCOs will be created either server side (with IB) or simulated automatically for all others?
#2 How would I use simulated OCO with TD Ameritrade using the ATI? |
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#4 |
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NinjaTrader Customer Service
Join Date: Dec 2009
Location: Denver, CO, USA
Posts: 6,499
Thanks: 109
Thanked 291 times in 280 posts
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1) Correct.
2) Just submit the order with OCO ID and you will be using the simulated.
Brett
NinjaTrader Customer Service |
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