Hi guys
Was wondering if you have any plans in the future for extending the exposure of existing Events in the Ninja system . I'll tell you where I'm coming from, It would be incredibly powerful if we had the ability to tag logic on the back of the existing trade off the charts methods.
I have an issue at present where I have been testing my autostrat for a number of weeks after the last reset and then a bug creeps up causing a mess of my performance measurements. At present I'm not able to access this data, so I've decided to take my performance analysis outside of Ninja into a more customisable area. This I can do with my auto strats since I have no problems hooking them up to an external database and storing all my onexecution related info there.
However I would like to keep my performance analysis method consistent and I am unable to use the same approach for any of my discretionary trades since I am unable to tag the same type of logic off the back of these trades. The only way at present is for me to export the daily data into CSV and then load it which is a bit cumbersome.
There are other advantages of an ability like this for instance if one wanted to use a more advanced active trade management strategy that was custom written in the strategy tool and have this being called off the back of a trade off the chart command. For example if I would like a trailing stop that trails to previous bar low on a breach of upper bollinger band, I would code an advanced ATM in strategy manager and then hook it to the trade off the charts functionality so that I may trade discretionary but have my positions managed by my own position management routines. Or perhaps the existing ATM strategy tool could be enhanced to allow the calling of custom strategies to manage positions? For reference I believe in some other systems these are called "strategic trades".
What do you think? I know probably it's something that will take a bit of work and you have your hands full at present but perhaps once NT7 is rolled and stable these sort of things could be considered in the future path. I think they are elements where a relatively small amount of work on your side would allow us to really leverage some of Ninjas existing features.
Cheers
Ross
Was wondering if you have any plans in the future for extending the exposure of existing Events in the Ninja system . I'll tell you where I'm coming from, It would be incredibly powerful if we had the ability to tag logic on the back of the existing trade off the charts methods.
I have an issue at present where I have been testing my autostrat for a number of weeks after the last reset and then a bug creeps up causing a mess of my performance measurements. At present I'm not able to access this data, so I've decided to take my performance analysis outside of Ninja into a more customisable area. This I can do with my auto strats since I have no problems hooking them up to an external database and storing all my onexecution related info there.
However I would like to keep my performance analysis method consistent and I am unable to use the same approach for any of my discretionary trades since I am unable to tag the same type of logic off the back of these trades. The only way at present is for me to export the daily data into CSV and then load it which is a bit cumbersome.
There are other advantages of an ability like this for instance if one wanted to use a more advanced active trade management strategy that was custom written in the strategy tool and have this being called off the back of a trade off the chart command. For example if I would like a trailing stop that trails to previous bar low on a breach of upper bollinger band, I would code an advanced ATM in strategy manager and then hook it to the trade off the charts functionality so that I may trade discretionary but have my positions managed by my own position management routines. Or perhaps the existing ATM strategy tool could be enhanced to allow the calling of custom strategies to manage positions? For reference I believe in some other systems these are called "strategic trades".
What do you think? I know probably it's something that will take a bit of work and you have your hands full at present but perhaps once NT7 is rolled and stable these sort of things could be considered in the future path. I think they are elements where a relatively small amount of work on your side would allow us to really leverage some of Ninjas existing features.
Cheers
Ross
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