Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Automated Scale trading

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Automated Scale trading

    Can NinjaTrader be used to do automated scale trading? For instance, let's say that I wanted to buy a contract every 80 ticks down and sell a contract every 100 ticks up based on the last order filled or a specified starting point. Lets say the contract is trading at 10000, and I use that as my starting point. I would have limit orders to buy at 9920, 9840, 9760, etc. I would have limit orders to sell at 10100, 10200, 10300, etc. Once an order is filled that would become my new "starting point". If my sell order for 10100 was filled, the other sell orders would remain, but the buy orders would be changed to 10020, 9960, 9880, etc. Likewise if my buy order for 9920 was filled, the remaining buy orders would remain, and the sell orders would be changed to 10020, 10120, 10220, etc. I would also need a way to limit the net number of positions accumulated(or liquidated). For instance I may want to stop buying once I had accumulated a long position of 20 contracts. Could something like this be automated to run continuously even in the overnight markets? Thanks in advance for any help with this.

    #2
    Yes this is possible through NinjaScript. This would require advanced programming skills, but it can be done.

    An entry point for strategy development is located here.

    http://www.ninjatrader-support.com/H...dingLogic.html
    RayNinjaTrader Customer Service

    Comment

    Latest Posts

    Collapse

    Topics Statistics Last Post
    Started by georgeinharmony, Today, 12:06 AM
    3 responses
    13 views
    0 likes
    Last Post georgeinharmony  
    Started by Prisalice, Yesterday, 07:07 AM
    2 responses
    16 views
    0 likes
    Last Post NinjaTrader_ChelseaB  
    Started by Futurestrader00, Yesterday, 12:04 AM
    1 response
    10 views
    0 likes
    Last Post NinjaTrader_ChelseaB  
    Started by Blairski, Yesterday, 11:26 PM
    0 responses
    10 views
    0 likes
    Last Post Blairski  
    Started by aligator, Yesterday, 02:38 PM
    0 responses
    10 views
    0 likes
    Last Post aligator  
    Working...
    X