Rebalance via CSV

[ninjakevin]

Hello,

I'm wanting to develop an automated order execution system that does this:

1) launch application/script from scheduled task
2) reads a CSV file to determine a desired position (e.g. /ESZ8, -100)
3) connects to brokerX and takes current inventory (e.g. /ESZ8, 0)
4) places a market order to make inventory sync with CSV (sell short 100 /ESZ8 @ market)
5) close application

Is Ninja a good choice for this application? Can anybody point me in the right direction?

Thanks.

[NinjaTrader_JoshP]

Hi ninjakevin,

Unfortunately that some of those steps are not available for automation through NinjaScript. NinjaScript is C# so it is very powerful, but for the advanced programming aspects of C#, we just cannot support them on the forums.

[ninjakevin]

Which steps are supported? I'm well versed in c# and not afraid of extending the platform. I'm trying to understand what Ninjatrader can and can't do. Thanks

[NinjaTrader_JoshP]

All except step 4 are outside the scope of NinjaScript. NinjaScript can place orders for you, but not any of the other stuff without some more advanced programming. Retrieval of inventory is not doable in NinjaTrader right now either.

[auspiv]

Retrieval of inventory is not doable in NinjaTrader right now either.

wouldn't that just be:

int MarketPosition(string instrument, string account)
-Gets the market position for an instrument/account combination. Returns 0 for flat, negative value for short positive value for long.

[NinjaTrader_JoshP]

Those functions are not NinjaScript functions. They are for the DLL and COM interfaces. You will be programming outside of NinjaTrader for what you want anyways so it may work for you.

[auspiv]

Those functions are not NinjaScript functions. They are for the DLL and COM interfaces. You will be programming outside of NinjaTrader for what you want anyways so it may work for you.

well for ninjascript functions wouldn't it just be marketposition and quantity?
like

Print(Position.MarketPosition.ToString() + " " + Position.Quantity.ToString());

[NinjaTrader_JoshP]

That gets you the position direction and its quantity based off of the strategy and not your account.