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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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Join Date: Mar 2006
Location: Toronto, ,
Posts: 29
Thanks: 0
Thanked 0 times in 0 posts
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I am using efs and ATI and would like to be able to suspend a trade in progress, and trading for the dayin general, when a certain P/L is reached.
To do this I need to be able to retreive the P/L status during each trade/strategy. I am scaling out of each strategy with multiple trailing stops and so far do not know of a way to keep track of how the strategy is doing (or did)other than watching it manually. I know we can useNTStrategyPosition to see if we are still in the trade but this does not help determine cash value. Essentially I want to be ableto turn on ATI and go play golf for the day, knowing that my maximum risk for the day is say $500. Or, even better, gain climbs to $1,400 and trading stops when it drops back to $900, locking in the gain....a trailing account balance feature. I am happy to take care of this feature at my end and need the above information to be retrievable. In the meantime, is there a function/feature within NT that limits account losses? Just as a note: in the sim accounts anyway, the cash value often does not correspond with the Realized P/L. For example, a cash value of $100,500 with no trades outstanding might have a Realized P/L of $900....which should be $500. |
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#2 |
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Administrator
Join Date: Nov 2004
Location: Denver, CO, USA
Posts: 11,164
Thanks: 6
Thanked 46 times in 32 posts
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There is no account value based stop loss or monitoring in NT. You would have to create some global var in EFS and track and update it independant of NT. This will be possible via NinjaScript in the next few months.
Ray
NinjaTrader Customer Service |
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#3 |
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Join Date: Mar 2006
Location: Toronto, ,
Posts: 29
Thanks: 0
Thanked 0 times in 0 posts
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Question: in the sim accounts , the cash value often does not correspond with the Realized P/L. Why?
For example, a cash value of $100,500 with no trades outstanding might have a Realized P/L of $900....which should be $500. |
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#4 |
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Administrator
Join Date: Nov 2004
Location: Denver, CO, USA
Posts: 11,164
Thanks: 6
Thanked 46 times in 32 posts
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This could be related but we haveresolved a bug in realized P&L calculation in certaining situations. This will be out late in the next update late next week. Please let me know after that time if the problem persists.
Ray
NinjaTrader Customer Service |
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#5 |
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Senior Member
Join Date: Apr 2006
Location: Toronto
Posts: 1,321
Thanks: 1
Thanked 7 times in 7 posts
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Had to setup a new user account for this forum.
Has the new update been released yet that solves the unrealized profit problem? Thanks. |
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#6 |
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Administrator
Join Date: Nov 2004
Location: Denver, CO, USA
Posts: 11,164
Thanks: 6
Thanked 46 times in 32 posts
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A beta release will be available early next week.
Ray
NinjaTrader Customer Service |
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#7 |
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Senior Member
Join Date: Apr 2006
Location: Toronto
Posts: 1,321
Thanks: 1
Thanked 7 times in 7 posts
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Great. How do I get my hands on it? How are we notified?
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#8 |
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Administrator
Join Date: Nov 2004
Location: Denver, CO, USA
Posts: 11,164
Thanks: 6
Thanked 46 times in 32 posts
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Notified by email.
Ray
NinjaTrader Customer Service |
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#9 |
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Senior Member
Join Date: Apr 2006
Location: Toronto
Posts: 1,321
Thanks: 1
Thanked 7 times in 7 posts
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What is the status on the new beta release? Thanks.
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#10 |
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Administrator
Join Date: Nov 2004
Location: Denver, CO, USA
Posts: 11,164
Thanks: 6
Thanked 46 times in 32 posts
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Has been out for nearly two weeks. See website.
Ray
Ray
NinjaTrader Customer Service |
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#11 |
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Senior Member
Join Date: Apr 2006
Location: Toronto
Posts: 1,321
Thanks: 1
Thanked 7 times in 7 posts
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I did not get an email notification....see your post below.
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#12 |
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Administrator
Join Date: Nov 2004
Location: Denver, CO, USA
Posts: 11,164
Thanks: 6
Thanked 46 times in 32 posts
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We sent an email notification to all subscribers only. If you are not a subscriber, you would not have received an email. If you are a subscriber, the email likely went into your spam/junk folder. We have been seeing that happen alotlately. It would have come from announcements@ninjatrader.com.
Ray
Ray
NinjaTrader Customer Service |
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#13 |
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Senior Member
Join Date: Apr 2006
Location: Toronto
Posts: 1,321
Thanks: 1
Thanked 7 times in 7 posts
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I am a subscriber and get all your webinar announcements in my Inbox. In fact, I get duplicate emails of webinar announcements. Did not receive anything re beta.
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