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ATI Entry

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    ATI Entry

    I have gotten the sample ATI code working but would like to connect the entry to a strategy.

    I scale into and out of positions based on an initial entry signal generated from TradeStation. Is it then possible to have a strategy manage subsequent additional entries and exits?

    This is a relatively complicated strategy and is much more easily managed from code written in C# than EasyLanguage. I am a very experienced C# programmer as well as having years of EasyLanguage experience.

    If this can be done I would appreciate any help getting to samples or even the proper place in the documentation. I have searched the forums and the documentation but have not been able to find what I am looking for.

    Thanks in advance

    #2
    Hello ScottB,

    NinjaTrader uses NinjaScript (C#) to create custom indicators and strategies. Please see the link below for information to start creating custom strategies.
    http://www.ninjatrader-support.com/H...dingLogic.html

    Reference samples can be found at the following link.
    http://www.ninjatrader.com/support/f...splay.php?f=30

    In addition, you can also find tips below.
    http://www.ninjatrader.com/support/f...splay.php?f=31
    JasonNinjaTrader Customer Service

    Comment


      #3
      Jason, thanks for your reply. I will look through the information in the links you supplied but maybe I need to be a little more clear on what I am asking.

      Once I get an order into NinjaTrader via some mechanism i.e. ATI via the .NET interface or TradesStation or even the file interface, can I associate that order with a specific strategy to manage the trade?

      I use the inside bid/ask, level volume and floating stops and targets to manage the trade and polling from an ATI interface isn't remotely practical. I have read enough posts to know I cannot manually enter an order and then have a strategy manage it but I am trying to in some way accomplish the same thing by letting the .NET interface provide the entry.

      If I know I can manage the order via strategy once it is submitted via ATI, I can figure out the rest but I don't want to spend time on this only to find it wasn't possible using this approach. Thanks Scott

      Comment


        #4
        Hello ScottB,

        Unfortunately this is not supported. You will need to generate the entry order by the NinjaScript strategy as well. NinjaScript strategies will only 'know' about orders it initiates itself.
        JasonNinjaTrader Customer Service

        Comment


          #5
          Jason, if I move the external code to a NinjaTrader strategy can I then manage any new entries/exits from that point? Since streams are supported, it would appear that a strategy can read the stream and take actions based on that even to the point of resetting variables internal to the strategy.

          If I can react to data brought in via streamreader then as long as NinjaTrader doesn't have any restrictions on multiple entries/exits, I should be able to accomplish what I need to do. Thanks for your quick response. Scott

          Comment


            #6
            Hello Scott,

            Yes, you can access external data via the StreamReader samples. So you will be able to work with this and submit orders via a NinjaScript strategy at the same time.

            In addition, you can work with multiple entries and exits simultaneously as well. Please see the following link for more information.
            http://www.ninjatrader.com/support/f...ead.php?t=3225
            JasonNinjaTrader Customer Service

            Comment


              #7
              Jason, perfect! Thanks again for all your help.

              Comment

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