How to set the Instrument to trade in a strategy Prorammatically on the fly?

[ronbary]

Hello ,

I want my Strategy to decide in realtime and set the name of the STOCK to trade programmatically from the code ?
Is it possible ?

My idea I want my strategy to be able to read from a text file the name of the stock that will be traded , and all this realtime
without giving the Stock name when create the strategy

thanks

Ron

[NinjaTrader_ChelseaB]

Hello Ron,

Unfortunately, indicators and strategies cannot modify the Data Series.

You can add series, such as other instruments, with Add(), and place orders to that series BarsInProgressIndex.
(edited to show NinjaTrader 7 help guide links)

https://ninjatrader.com/support/helpGuides/nt7/add3.htm

https://ninjatrader.com/support/helpGuides/nt7/barsinprogress.htm

https://ninjatrader.com/support/helpGuides/nt7/enterlong.htm

While its unsupported to do so, its also possible to send keys to the window to change the instrument.
The RolloverIndications uses this code.

https://ninjatraderecosystem.com/user-app-share-download/rolloverindications/

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[ronbary]

Hello Chelsea ,

So in NT7 and NT8 you can't change the DataSeries Instrument programmatically ? correct ?

My Idea is to build trading strategy and use a scanner (maybe market anlyzer can help here) the scanner will find me the best candidates to trade in

realtime , after i have my 5 symbols i want to give that to my strategy automatically not having to choose manually the stocks to trade .

currently I'm using NT7 with my strategies , do you recommend moving to NT8 it's better options for what i'm want to do ?

Tell me if you have any idea or direction how can i do this .


Thanks

Ron

[NinjaTrader_ChelseaB]

Hello Ron,

That is correct, indicators and strategies cannot modify the Data Series.

Yes, the Market Analyzer is used as a scanner to add rows of instruments and then an indicator column.

https://ninjatrader.com/support/helpGuides/nt7/working_with_instrument_rows.htm

https://ninjatrader.com/support/helpGuides/nt7/working_with_columns.htm

With window linking this can change the instrument on a chart when selecting an instrument in the Market Analyzer.

https://ninjatrader.com/support/helpGuides/nt7/linking_windows.htm

For a Strategy to do this internally, it would be necessary to add all of the instrument series with Add(), and just place orders to the BarsInProgressIndex of any specific one of the series.


I do always recommend using the latest release of the flagship application, currently 8.0.22.2.

However, the answer is basically the same with one addition. NinjaTrader 8 has a BarsRequest() that can request out of sync data from an Account directly. This means some data could be loaded for a list of instruments and some logic run on that data. The strategy however, would still only be able to internally use data and place orders to series from AddDataSeries().
If you wanted to go full Addon and not have a NinjaScript Strategy, you could actually loop through any instruments you want, and start and stop data subscriptions and place orders to any instrument you would like. The difficulty is that the NinjaScript Strategy tools are not available, like series or being able to call indicators. All code and calculations has to be local to the addon.

[ronbary]

Hi Chelsea ,


after going over your answer , I see that I can add dynamically the Data series and execute trades on it with NT7 ? correct

please check the following example and tell me if I got it right it should work ?


Using NT7 :



From Initialize() we can add another Bars Object for example for Symbol microsoft "MSFT like this


protected override void Initialize()

{

// Add an MSFT 1 minute Bars object to the strategy

Add("MSFT", PeriodType.Minute, 1);

}



Then if I want to Execute Orders on the new Instrument ( MSFT ) that I just created I need to do the following :




protected override void OnBarUpdate()

{

if (BarsInProgress == 1)
{

// this will enter BUY ORDER on my Data Series on MSFT , just an example

EnterLongLimit(1 , true, 100 , GetCurrentAsk(), "Long-SIGNAL");

}

}




So my questions :

1) I got it right this might work ?

2) can i read from the Strategy C# code a text file ? I want to read a text file that will hold

Symbols of stocks that will be seperated by comma , then the strategy alone will decide on which stock to execute

the order , Is it possible ?


thanks

Ron

[NinjaTrader_ChelseaB]

Hello Ron,

Yes, adding all of the instrument series with Add(), and placing orders to the BarsInProgressIndex of the added series would place orders to that instrument.

Below is a link to the reference sample that demonstrates using StreamReader.

https://ninjatrader.com/support/helpGuides/nt7/using_streamreader_to_read_fro.htm

[ronbary]

Hi Chelsea ,

cool , so I can see for now all can be done using NT7 , i will stay with it for now , it would take me a while until learning how to code my strategy with
NT8 , I will try it one day

and about the StreamReader I will check it out , so this can be solutionhow to read from external file the symbol to trade in a strategy ? correct

Great many thanks ,

Ron

[NinjaTrader_ChelseaB]

Hello Ron,

Yes the StreamReader is a class used to read from a text file.