• If this is your first visit, you will have to register before you can post. To view messages, please scroll below and select the forum that you would like to visits. Questions? Be sure to check out the Forum FAQ.

Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

eSignal DDL function format

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

    #46
    imported post

    When I use an Account parameter in my NTCommand for 'Place", the NTMarketPosition always returns 0 in both my file and the NTSample.efs file after the order is filed. When I place an order and it is filled without using an Account parameter, then both files correctly return a value for NTMarketPosition showing the number of contracts filled.

    Any ideas why it's not working with an Account parameter?

    Comment


      #47
      imported post

      Whatever account name (real name or empty string) that is usedin the first function call to place an order needs to be used in subsquent data retrieval calls otherwise you will get a zero if you have a position open.

      Here is what I highly recommend. Set your Default account under Tools-->Option, Misc tab to Sim101.

      In your EFS, anytime you want to send an order to, or get information from the Sim101 account, pass in an empty string into the account parameter.

      In your EFS, anytime you want send an order to, or get informatino from a live account, passing the account name into the account parameter.

      Ray
      RayNinjaTrader Customer Service

      Comment


        #48
        imported post

        Thanks Ray:

        I did figured that out about an hour ago and I think all your functionality will work quite well within the context of my application. I think the missing piece of the puzzle in my problems all along revolves around the fact that I didn't understand how your DLL was initialized relative to the use of the Account parameter, and if I had understood that from the start, I probably would have avoided about 90% of my issues. But the effort to get to this point has been worthwhile in acquiring the depth of knowledge about the NT platform in general. I belong to a large ad hoc trading association that will be watching my success in completing an automated interface from eSignal to NT and am sure that many of the traders will switch to NT based on my experience. I think I'll be able to start testing a completed platform by Monday.

        With regards to another issue, I sent some account related questions tothe support email yesterday, but have had no response.I'd appreciate it if you could get me the answers. Following is the body of that email.

        Thanks again foryour assistance.

        Warren

        Hello:

        I have just set up NinjaTrader with my broker Alaron, and I have a few questions.

        1. If I Connect to Alaron and then Disconnect, when I try and reconnect again I get a message that says I have to close NT completely and reopen it to reconnect. Is it supposed to work this way?

        2. I set up a second Account Connection to Alaron in NT that is identical to the first one, except I selected "Test" for the Server Type, but the Alaron server will not accept the connection. Is there something else I need to do to be able to 'paper trade' on my Alaron connection?

        Regards,
        Warren Rosenfeld

        Comment


          #49
          imported post

          No problem.

          I am glad that you have found the experience worthwhile, we have as well. What we will do for the next update is add documentation regarding how the ATI is initialized.

          Now the anwers to your questions:

          1) This is a bug in the Patsystems API. Upon disconnect the DLL must be unloaded and therefore we have to shut down the application. That is our only work around.

          2) Papertrading on your alaron account can only be done using our internal simulation account which is the Sim101 account. You only need one Alaron connection set to Live (TEST is really reserved for developers) and then set your systems to only send ordes to the Sim101 account. As a safety measure, enable "Global Simulation Mode" via the File menu. This will ensure that NO orders will ever be sent to your live Alaron account by accident.

          Ray
          RayNinjaTrader Customer Service

          Comment


            #50
            imported post

            OK, I understand. Now I have a new issue:

            If I initiate an order with a unique orderId and NO strategy template nameas follows:

            NTCommand("Place","Sim101","BUY",1,"LIMIT",679.20, 0,"DAY","3890","","","")

            I can use the ID in NTOrderStaus("3890") & NTFilled("3890") and they will return the correct values:

            If I add a strategy template name and initate an order as follows:

            NTCommand("Place","Sim101","BUY",1,"LIMIT",679.20, 0,"DAY","3891","","12TickBasic1","")

            The brackets will be properly placed, but the NTOrderStaus("3891") & NTFilled("3891") functions will no longer return a value.

            Can you tell me how to correct this so I can use both an orderId and a strategy template name?

            Furthermore:

            If I initiate an order with a strategy template name & NO orderId as follows:

            NTCommand("Place","Sim101","BUY",1,"LIMIT",679.20, 0,"DAY","","","12TickBasic1","")

            and try and use NTOrderStaus("ENTRY") & NTFilled("ENTRY") or NTOrderStaus("TARGET1") & NTFilled("STOP2"), then no values are returned by these functions.

            Your documentation for PLACE COMMAND in 'Commands and Valid Parameters' states: "If specifying a strategy template name, there is no need to pass in an order id as the strategy based orders can be referenced by their internally generated names such as TARGET1, STOP1 and so on."

            Can you explain why the function do not work when these names are used?

            Comment


              #51
              imported post

              werosen wrote:
              The prices in the Simulated feed do not match the prices in the eSignal feed. Are there some settings I need to change in NT to use the eSignal feed instead the Simulated feed so I can get accurate pricing for my testing?
              I have found that the eSignal Last, Bid, Ask price closely matches the Ninja Trader Pats Last, Bid, Ask.

              I believe there is an issue when running the Ninja Trader External Data Feed. The SuperDOM Bid and Ask Sizes do not match the Control Center Bid/Ask Sizes and the External Data Feed source sizes. When running Pats, however, the Control Center Bid/Ask sizes and the SuperDOM Bid/Ask sizes DO match.

              Comment


                #52
                imported post

                The ATI works correctly as designed but I could have (and now will) clarify the documentation for the Place command.

                When using initiating a strategy using the ATI, orders associated to that strategy can't be referenced by order name or orderId except in the NTCancel and NTChange methods.

                So for clarification, you can't get fill or status information on stop/target/entry or exit orders. Will add to list.

                I may change the entry order logic so you can reference it by the order id passed in in the Place command.

                Ray
                RayNinjaTrader Customer Service

                Comment


                  #53
                  imported post

                  Hi Ray and Dierk,

                  What's really needed is access from the ATI calling application to ALL orders and ALL their properties regardless of their origin.

                  There is no way for you to predict in advance what data ATI users will find they need and what data it will turn out that they never need.

                  The path to a clean design and a world class Automated Trade Interface is clear:

                  Don't decide for automated system developers what we should have access to and what we shouldn't have access to. Provide us with access to ALL the data and functionality of the Ninja Trader platform and let us decide for ourselves what we need in our systems.

                  Comment


                    #54
                    imported post

                    aspTrader wrote:
                    Hi Ray and Dierk,
                    ...

                    Don't decide for automated system developers what we should have access to and what we shouldn't have access to. Provide us with access to ALL the data and functionality of the Ninja Trader platform and let us decide for ourselves what we need in our systems.
                    To clarify: It is not our intention to decide for you what you want to use.

                    Let me try to provide you a more complete picture:
                    a) as you know there are the ATI functions right now
                    b) additionally we do have the NT framework as a full-fledged set of .NET based order management features

                    Right now we are about to learn to what extend (a) makes sense for users opposed to just using (b). This is area of learning to us. Please provide us with feedback (as you did) and give us some time to think about the situation and how we need to improve both alternatives.

                    Our concern always is (and was) to address our customer's requirements properly.

                    Thanks
                    DierkNinjaTrader Customer Service

                    Comment


                      #55
                      imported post

                      You responded:

                      "When using initiating a strategy using the ATI, orders associated to that strategy can't be referenced by order name or orderId except in the NTCancel and NTChange methods."

                      However, when I use:

                      NTCancel("ENTRY")

                      after an order is placed with:

                      NTCommand("Place","Sim101","BUY",1,"LIMIT", 688.50, 0,"DAY","","","12TickBasic1","")

                      and the order is accepted, but not yet filled,

                      The log returns:

                      OIF, 'Cancel;;AB H6;;0;;0;0;;;ENTRY;;' order with ID/Name'ENTRY' does not exist

                      The Unfilled order is displayed in the Basic Entry Window with the name 'Entry'

                      Please advise. I must complete this programming today.

                      Comment


                        #56
                        imported post

                        So as not to leave 'no stone unturned', I also submitted the order line with an orderId and got the same result.

                        Comment


                          #57
                          imported post

                          Use "ENTRY1"
                          RayNinjaTrader Customer Service

                          Comment


                            #58
                            imported post

                            Entry1 works in the NTCommand Cancel and ONLY if you pass a Strategy ID with the original order, and Use that Startegy ID with the NTCommand Cancel.

                            It does NOT work with the NTCancel() function, butsince I have found a waythatit will work, even though it doesn't work the other way, I'll take it at this point.

                            Comment

                            Latest Posts

                            Collapse

                            Topics Statistics Last Post
                            Started by NT-Roland, Today, 04:36 PM
                            0 responses
                            2 views
                            0 likes
                            Last Post NT-Roland  
                            Started by Newtrader101, Today, 03:40 PM
                            2 responses
                            10 views
                            0 likes
                            Last Post Newtrader101  
                            Started by Branpo, Today, 02:58 PM
                            2 responses
                            7 views
                            0 likes
                            Last Post Branpo
                            by Branpo
                             
                            Started by sdauteuil, Today, 02:09 PM
                            1 response
                            10 views
                            0 likes
                            Last Post NinjaTrader_Jesse  
                            Started by AMATX, Today, 02:19 PM
                            2 responses
                            11 views
                            0 likes
                            Last Post AMATX
                            by AMATX
                             
                            Working...
                            X