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NinjaTrader
Basket order for Interactive Brokers
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Hi vjsworld,
Thanks for your post.
This would not be possible. NinjaTrader submits individual orders on a per instrument basis.
However, your strategy can use multiple instruments and submit the individual orders at once for these instruments.
Please take a look at the SampleMultiInstrument script that is included with NinjaTrader to see how this could be done.Last edited by NinjaTrader_ChelseaB; 08-19-2013, 08:03 AM.Chelsea B.NinjaTrader Customer Service
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If I wanted to do this, would I have to use an IOrder per instrument added (currently using unmanaged orders)? Is there anyway to use one IOrder for multiple instruments to throw them at once (or nearly at once with a loop)? Then filter the onExecution events by BarsInProgress?
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Hello vjsworld,
The IOrder is used to manage the order after it has been submitted. It is not required to use an IOrder handle to submit orders. With the unmanaged method you can use SubmitOrder() without an IOrder handle. However, it may be difficult to later manage the order.
With SubmitOrder() you could submit orders by looping over the BarsArray.length.
For example:
Code:for (var i=0; i<=BarsArray.length; i++) { SubmitOrder([B]i[/B], OrderAction.Buy, OrderType.Market, 1, 0, 0, "", "Enter Long"); }
Chelsea B.NinjaTrader Customer Service
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Originally posted by vjsworld View PostIs it possible to send a basket order to IB from NT strategy. IE: buy these 'x' stocks at market, all from one order send?
https://bas****rderbuilder.wordpress.com/Step 1. Create Your Market Scanner Buying or Selling rules. Eg. stock over 200 days Moving Average and oversold based on the MACD indicator. There are a lot of field and filters You can add to the scanner. You can create complex strategies with different rules and update them daily, weekly or monhly. Eg: every…
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