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Creating a new "Fill processing"

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    Creating a new "Fill processing"

    I'm trying to create a Fill processing method that suits better my backtest goal, so I'd need a little help if possible.
    Following instructions, I'm working on the file "MyFill" and I'd need to add to its "evaluation conditions", a variable that is created and modified under "OnBarUpdate" method. So how to create and link a variable like this within "MyFill" code ? I've tried as a "public variable" in my strategy to call its value but I got just errors.

    Thanks

    #2
    Hello pstrusi,

    Thank you for your note.

    So I may best answer your question could you please provide more information on what the file "MyFill" is? Could you also provide more information on the variable you'd like to create in OnBarUpdate and how it relates with your "MyFill" code?

    Is this a test you are running in the strategy analyzer?

    I look forward to your reply.
    Alan P.NinjaTrader Customer Service

    Comment


      #3
      MyFill code is a custom fill algorithm suggested in the NT guide 7, in the case you're interested to develop a new fill processing algo.

      What I wanted is to create a variable within OnBarUpdate and call it by MyFill ( new fill processing algorithm ) under a strategy analyzer backtest. So far I'm trying to do a workaround that I think it could work. If I don't succeed I'll let you know.
      Thanks

      Comment


        #4
        Hello pstrusi,

        Creating a variable in the strategy and passing it to the MyFill file would not be supported however you could have your strategy write to a text file for which you have the MyFill file open and read. You could use the following sample, Default Indicator: Using System.IO File properties to write to and read from a text file, as a framework.
        https://ninjatrader.com/support/foru...ead.php?t=3477

        Please let us know if you need further assistance.
        Alan P.NinjaTrader Customer Service

        Comment

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