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| General Programming General NinjaScript programming questions. |
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#1 |
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Senior Member
Join Date: Jul 2007
Location: Fairfax, VA
Posts: 216
Thanks: 0
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I've been meaning to ask about this for a while. As I've mentioned, I trade stocks which are kind of thin using NinjaScript strategies, which means I get a lot of odd fills. I may have 5 or 6 executions for a single trade. Preferably, I'd like to keep the profit target synchronized, even if that means it's off by a few ticks.
My understanding is that setting the Stop/Target handling to 'by strategy position' should do this; meaning it will keep one profit target order for example which gets adjusted as the fills come in. If my understanding is correct, it doesn't work properly. I end up getting left with partial positions after my profit targets are hit that I need to close out manually. I'm not sure I have any current logs on this, but if you want them, I will run one strategy in this mode until I can collect some. |
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#2 |
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NinjaTrader Product Manager
Join Date: May 2007
Location: Denver, CO
Posts: 17,458
Thanks: 1
Thanked 107 times in 70 posts
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By strategy position means your target will essentially cancel and be resubmitted with the new quantity at the new target price. If you have logs demonstrating your problems it would be nice if you can provide them. Please make sure TraceOrders is set to true in your strategy too. Thanks.
Josh
NinjaTrader Customer Service |
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