That is correct. At the ATI you only can expect to see order and position information of orders and positions entered through ATI and not from within NT.
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NinjaTrader
eSignal DDL function format
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OK, that helps a lot to know that.
I have also figured outand tested a way torun the file in an AB #F eSignal chart. For your own reference, you would replace getSymbol() with getMySymbol() in the appropriate NTfunctions and includethe new function getMySymbol() below. Naturally, you would have to have the correct contract expiry date.
// Set function to return symbol format for NinjaTrader
function getMySymbol()
{
symbol = getSymbol();
if (symbol == "AB #F")
symbol = "AB H6";
return symbol;
}
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I just placed a new order using the following:
NTCommand("Place","Sim101","ER2 03-06","Buy",1,"MARKET", 0, 0,"DAY","","","12TickBasic1","")
The Buy market order was executed and filled, but the Profit/Loss brackets were not placed. I do have a valid strategy template named 12TickBasic1.
I can't seem to find where the parameter are inconsistant with the documentation. Can you tell me what I've missed and why it did not execute the strategy?
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I see that the DLL Interface Functions definition is different from the eSignal Functions definitions, so I changed the command to:
NTCommand("Place","Sim101","Buy",1,"MARKET",0,0,"D AY","","","12TickBasic1","")
But it still doesn't fire.
The line NTBuyMarket("MyOrderId", 1) does exexcute a trade from my file so I know there isn't a problem elsewhere in the file., but I'm at a loss as to why the NTCommand is not firing.
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Is there any other log (please check an log option -> right click)? If not then I'm lost on that issue.
I would suggest this:
a) try using the IOF builder on the file interface and start from simple to complicated to see which combination of parameters work
b) then switch to the EFS file and apply these parameters
OR
a) start with NTSample.efs
b) insert NTCommand as replacement of the order submit methods and tweak it step by step
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If I put:
NTCommand("Place","Sim101","Buy",1,"MARKET",0,0,"D AY","","","12TickBasic1","")
in NTSample.efs in place of NTBuyMarket("MyOrderId", 1), then the Market Order will be filled and the Stop/Loss positions for the strategy will be placed, but all the debug lines
debugPrint("Position size: " + NTMarketPosition("") + "\r\n");
debugPrint("AvgEntryPrice: " + NTAvgEntryPrice("") + "\r\n");
debugPrint("OrderStatus: " + NTOrderStatus("MyOrderId") + "\r\n");
debugPrint("Filled #: " + NTFilled("MyOrderId")+ "\r\n");
debugPrint("AvgFillPrice: " + NTAvgFillPrice("MyOrderId") + "\r\n");
will return a value of 0, except for OrderStatus, which is null. If I remove the strategy name, it will fill the market order, but the debug lines still return 0. All the other values in the "Place' command are shown to be required in the documentation.
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werosen wrote:
IIf I remove the strategy name, it will fill the market order, but the debug lines still return 0. All the other values in the "Place' command are shown to be required in the documentation.
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I'm not sure what the OIF builder tells me since I'm using the DLL. I took a look at it and there was a difference between what it generated and what was wrritten in the log as follows:
Log: AT, 'PLACE;SIM101;AB H6;BUY;1;MARKET;0;0;DAY;;;12TickBasic1;' processing
OIF Builder: PLACE;SIM101;ER2 03-06;BUY;1;MARKET;0;0;DAY;;;12TickBasic1;
The command line parameters and syntax match the eSignal Functions documentation exactly, and since it does not work properly in the NTSample.efs file, I don't know what to do at this point.
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