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NinjaTrader
Looking for custom bartype to close on same day
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Looking for custom bartype to close on same day
A long time ago I found a custom fill-type add-on for NT7. This addon basically created a new fill-type which would allow me to exit a trade on the same day. Unfortunately I lost this script and can't find it anywhere anymore. Does anyone have it somewhere. I know it was just a .dll file, but I can't remember where I found it.
ThanksLast edited by siroki; 07-27-2020, 07:12 AM.Tags: None
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Ok! Seems I found it on a backup-drive. Is someone able to convert this script into a NT8 script? That would be amazing!Attached Files
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Hello siroki,
Thanks for your question.
Custom FillTypes are not possible in NinjaTrader 8 as the fill engine is no longer exposed. Looking at what is involved in the FillType, I believe that our current fill behavior for Standard Fill Resolution can be used and you can also have slippage applied.
Slippage is limited to be within the OHLC values of the bar that fills the order, so you would not be able to add additional slippage outside of this. If we fill orders with a single tick data series, we would not be able to add additional slippage here either.
Historical Fill Processing - https://ninjatrader.com/support/help...ical_fill_.htm
Could you clarify on what specifically you are looking for in NinjaTrader 8 where you would want to use the custom FillType instead? We can track your interest for future changes in a feature request.
We look forward to assisting.JimNinjaTrader Customer Service
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Thanks siroki,
I have submitted a vote on your behalf for our feature request to be able to customize the fill engine and I have added your detail for wanting to use the close price of the current bar instead of using the next bar's OHLC values.
The internal tracking ID is SFT-1137.
Although somewhat complex, you could consider creating a new instrument and massaging the data so it can be used to fill orders as you like.
For example, you can import data into that instrument where Close is used for the OHLC values and the daily values are offset by one. You could then add this instrument as an additional data series, and then submit orders to that data series instead of submitting orders to the primary data series. If you would like to do this, I would suggest looking into Multi Time Frame and Instruments documentation, and also look into how you can export/import historical data and create new instruments.
Multi Time Frame and Instruments - https://ninjatrader.com/support/help...nstruments.htm
Using the Historical Data Window (Tools > Historical Data) - https://ninjatrader.com/support/help...ta_manager.htm
Managing instruments (Tools > Instruments) - https://ninjatrader.com/support/help...e_database.htm
Editing Instruments - https://ninjatrader.com/support/help...nstruments.htm
Feature Request Disclaimer
We receive many requests and cannot reasonably implement all requested features or changes. Interest is tracked internally and if enough interest is tracked, it would be weighed against how feasible it would be to make those changes to consider implementing.
When new features are implemented, they will be listed in the Release Notes page of the Help Guide. The ID number will be different than the internal feature request tracking ID, but the description of the feature will let you know if that feature has been implemented.
Release Notes - https://ninjatrader.com/support/help...ease_notes.htm
Please let me know if there is anything else we can do to help.JimNinjaTrader Customer Service
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