Going Live...

[alabell]

I want to run my strategy calculations and market data through kinetick and then generate order signals which I will send to IB for execution.

I can do this from manual strategies, how do I do this from settings for my automated strats?

Regards,

Andrew

[NinjaTrader_Bertrand]

It would be the same setup Andrew as far as the connections go, you would just select a different account then for your strategies to execute on, your IB live account.

[alabell]

I am using my IB sim account for now to make sure i am happy with the data exchange between the two platforms.

Therefore, I connect to kinetick and I enter my IB account name into the strategy GUI.

When I attempt to enable strategy, the checkbox is greyed out, or unavailable.

Looking for some advice here, and regards,

Andrew

[NinjaTrader_Bertrand]

Andrew, but you're then connected to IB as well as this happens, in addition to Kinetick? You're using a live license key for the NinjaTrader platform, correct?

Do you start the strategy from a chart or the Strategies tab in the Control Center? For a chart, please ensure ChartTrader is disabled to be able to activate it.

[alabell]

I believe I have it up and running, I have one more question.


Normally when I run my 30 strats, I have 30 green strats.

In connecting to IB today, I now have a number of "yellow" strats.

I have finished reading:

NinjaScript > Educational Resources > Developing Strategies >

"Syncing Account Positions"

and am now more confused than I was before.

Let's assume I want my strategy and account positions in a given security to be flat and synced at the end of every day and the beginning of each new day.

Of the following 4 options:

-- Wait until flat before executing live, Sync account position = false
-- Wait until flat before executing live, Sync account position = true
-- Immediately submit live working historical orders, Sync account position = false
-- Immediately submit live working historical orders, Sync account position = true

which do I want, and how do I achieve this state?

Thanks for the advice, after a frenzy to go live this week, I have been at the keyboard for about 3 days nonstop. I am exhausted and would like as complete a response as possible to this issue, so that I may resolve it myself whenever it comes up in the future.

Thanks and regards,

Andrew

[NinjaTrader_Bertrand]

Andrew, would each strategy run on a different symbol or would they be sharing symbols? If the later is the case, the auto sync would not be helpful. When you reactivate your strategies, would historical position then still be open and managed, so trades held overnight?

The WaitUntilFlat means, you could only execute a new entry signal after strategy activation - you would not want to manage any historical still open trades coming from historical data (which Immediately submit would do).

[alabell]

1. each of 30 strategies works...and only works...on one symbol. for now assume we flatten every strategy at end of day. auto sync or no?

2.

The WaitUntilFlat means, you could only execute a new entry signal after strategy activation - you would not want to manage any historical still open trades coming from historical data (which Immediately submit would do).

This i do not understand, could you be a bit more specific?

[NinjaTrader_Bertrand]

Andrew, if the strategy and account is flat, there would not be a need to sync - as the strategy would not carry over any historical positions that might need to be replicated in the account.

Consider this example, you're coming late into the office and your favorite 'off the open' setup is already playing out - do you now jump into the trade still (Immediately submit) or wait until the next fresh setup?

[alabell]

ok well right now my problem is I have a number of strats which are displaying as "yellow" which i believe means unsynced on my strategy tab. I have never seen this before, and I dont appear to have any open positions...so I am confused...

Perhaps I have asked the wrong question?

[NinjaTrader_Bertrand]

So if you check the running yellow strategies, would they manage still a historical position? If you have not started them from a chart, it might be easier to see using this approach.

[alabell]

I do not trade from charts, I trade from code and the strategies tab only. They are not showing any position. How would I flatten them?

[NinjaTrader_Bertrand]

Right, I was just saying running them now from charts would be easier to understand what's going on exactly. You could not force the strategy to flatten from the UI, it would not wait until it's flat from historical data and then take the next signal generated. An alternative would returning out of OnBarUpdate() on historical data for your order submission, thus only generated realtime trades with those scripts.

http://www.ninjatrader.com/support/helpGuides/nt7/historical.htm