General question about automated strategies

[fiddy]

1. is there a maximum number of securities that you can run a live/simulated strategy before performance is affected

2. is there a way to enable a strategy quicker - it takes some time to enable the strategy over for example the S&P 500 list of securites.

3. can you close down ninja trader when strategies are working

4. my connection to kinetick drops out sometimes and cannot reconnected despite there being no issue with the internet connection on my end at the time

[NinjaTrader_Bertrand]

fiddy,

1. There's not a set maximum - do you work on tick or time based data? One thing to keep in mind is that usually the feed would be the limit, since you could have about 500 simultaneous symbols getting feeded.

2. In the Strategies tab you can also select to let your script run on an instrument list, then just batch enable them all from there by highlighting and right clicking 'enable'.

3. NinjaTrader has to be running live and connected to manage your scripts and orders.

4. For the connection issues please email us via Help > Mail to Support so we could review your diagnostic trace / log files in detail.

Thanks

[fiddy]

1. What is the maximum fed from kinetics
2.can you please advise how to enable strategy over list
3. If you close down ninja trader with open/existing orders, upon opening will the existing orders still be executed and will the automated strategy resume where it left ogg

[NinjaTrader_CalH]

Hello Fiddy,

Kinetick has a maximum of 500 symbols limit.

To add a list, right click in the Strategies Tab -> New Strategy -> Under Instrument(s) property select drop down -> Select Instrument List at the bottom of the drop down -> Select which list to use -> Set the rest of the properties for the strategy and click OK

This will create a strategy instance for each instrument in the list

Click the top instance to select it -> Hold down Shift key -> Click the last item on the list to highlight all the instances -> Right click on any of them and select Enable to start them all at once.

Correct, the strategy will attempt to start back up from where it left off, meaning looking at existing orders and syncing them with the correct strategy. There can be cases where if the strategy had been disabled for a while and comes back, it will re-calculate and may have a different position due to this than when the one it left when it was shutdown. Please review the link below on information regarding Syncing the Account Position with your strategy -
http://www.ninjatrader.com/support/h..._account_p.htm
http://www.ninjatrader.com/support/h..._positions.htm

Let me know if I can be of further assistance.

[fiddy]

thanks. this is the process I have been following to enable the strategies
however this takes about 20 minutes to enable all securities for one strategy
is there a way to speed this up as if I want to run multiple strategies then the time to load will take even longer

[NinjaTrader_CalH]

Fiddy,

How many days back are you typically loading for these strategies?

Depending on how many stocks you are running it can take some time as each one is running its back-test calculations to the most current data and then will start processing real time data.

[fiddy]

Where do you see how many days you are loading?
How do you determine how many days you need to load

[fiddy]

what would happen if I only have a subscription from Kinetick for 100 instruments but I enable a strategy over 500 instruments

[NinjaTrader_Bertrand]

fiddy, you would set the DaysToLoad under the 'timeframe' category in the UI. For actual trading operation you would normally not need the full backtesting lookback of data, review the script to see how many bars would be needed to give any indicators used meaningful values.

If you attempt to breach the symbol limit you would get notified and real-time market data requests could not be fulfilled then.