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Is there a way to setup pending orders and delay the filling until a certain time

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    Is there a way to setup pending orders and delay the filling until a certain time

    I like to trade certain economic reports on commodities futures when they break. I have noticed on the Natural Gas futures, when the weekly supply report comes out at 10:30 EST, the market will sometimes erratically fluctuate in the last 10 seconds of the 10:30 candle, before moving decisively as a result of the report on the 10:31 report.

    I am looking for a script that would allow me to setup pending buy / sell orders about 5-7 ticks above and below the range in advance, then disregard the premature erratic movement before the report release so that the order is filled on the 10:31 candle.

    Any ideas?

    #2
    jayofner,

    As long as your strategy is set on caculate on bar close = true, this will ensure that the orders are not placed until the next bar is opened.

    For example if your strategy condition is set to place the order during the 10:30 bar, as long as the strategy is set to COBC = True, the order will not be placed until next bar at 10:31

    Click here for more information on Separating logic to either calculate once on bar close or on every tick
    MatthewNinjaTrader Product Management

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      #3
      I am looking at the ATM strategy window, and I do not see the COBC window. Need more direction please. is there some setting I can toggle on or off to enable the COBC such that when I setup pending orders on the chart trader, they are "ghosted" until the next candle opens?

      Comment


        #4
        jayofner,

        I'm sorry, I thought you were referencing fully Automated NinjaScript strategy you were working on since this was posted in the programming section.

        If you'd like to get an idea of how to use ATM Strategies in a Automated NinjaScript strategy, I'd suggest looking at the SampleATMStrategy which can be found under Tools--> Edit NinjaScript--> Strategy.

        Please see our Help Guide articles on How to use the Strategy Wizard as well as NinjaScript Strategies. More information on these subjects can be found below:


        If you have limited time or programming capabilities, you can discuss your requirements with any of our NinjaScript consultants.
        MatthewNinjaTrader Product Management

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          #5
          I am not a programmer by any stretch. I have looked at the strategy wizard and script editor and it appears to be over my head. Would I be better served to go with a consultant from your list?

          I am sure what I am asking for is simple to create if you know what you are doing. But for me it would probably be time consuming and frustrating.

          Comment


            #6
            jayofner,

            In that case, I'd suggest going with a consultant. Maybe an experienced member of our community can offer more help, but to ensure this works to your expectations, you can discuss this with any of our consultants. I do not have a recommendation for any one in particular, however this should be relatively easy project and should be simply for any experienced developer to work out.
            MatthewNinjaTrader Product Management

            Comment


              #7
              Originally posted by jayofner View Post
              I like to trade certain economic reports on commodities futures when they break. I have noticed on the Natural Gas futures, when the weekly supply report comes out at 10:30 EST, the market will sometimes erratically fluctuate in the last 10 seconds of the 10:30 candle, before moving decisively as a result of the report on the 10:31 report.

              I am looking for a script that would allow me to setup pending buy / sell orders about 5-7 ticks above and below the range in advance, then disregard the premature erratic movement before the report release so that the order is filled on the 10:31 candle.

              Any ideas?
              You need a time filter which will ensure that your strategy will not process any orders until the time set has been reached.

              Comment

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