unable to change order

[hansg1]

Hi
I 'm using the bitfiinex livefeed from ninjatools.studio. I get anyway these messages using the following strategy in smaller timeframes.I changed the SamplePriceModification from your site to Enterlong and Entershort. So I'm not shure what is the reason for failure. In my opinion the market is to fast in smaller timeframes (f.e. Renko 100 )? Or should I use OnOrderUpdate/OnExececutionUpdate?

thx
regards


#region Using declarations
using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.ComponentModel.DataAnnotations;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using System.Windows;
using System.Windows.Input;
using System.Windows.Media;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Gui;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Gui.SuperDom;
using NinjaTrader.Data;
using NinjaTrader.NinjaScript;
using NinjaTrader.Core.FloatingPoint;
using NinjaTrader.NinjaScript.Indicators;
using NinjaTrader.NinjaScript.DrawingTools;
#endregion

//This namespace holds Strategies in this folder and is required. Do not change it.
namespace NinjaTrader.NinjaScript.Strategies
{
public class SamplePriceModification : Strategy
{
protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
Description = @"Modifying the price of stop loss and profit target orders.";
Name = "Sample Price Modification";
Calculate = Calculate.OnBarClose;
EntriesPerDirection = 1;
EntryHandling = EntryHandling.AllEntries;
IsExitOnSessionCloseStrategy = true;
ExitOnSessionCloseSeconds = 30;
IsFillLimitOnTouch = false;
MaximumBarsLookBack = MaximumBarsLookBack.TwoHundredFiftySix;
OrderFillResolution = OrderFillResolution.Standard;
Slippage = 0;
StartBehavior = StartBehavior.WaitUntilFlat;
TimeInForce = TimeInForce.Gtc;
TraceOrders = false;
RealtimeErrorHandling = RealtimeErrorHandling.StopCancelClose;
StopTargetHandling = StopTargetHandling.PerEntryExecution;
BarsRequiredToTrade = 20;
StopLossTicks = 20;
ProfitTargetTicks = 100;
}
if (State == State.Configure)
{
/* There are several ways you can use SetStopLoss and SetProfitTarget. You can have them set to a currency value
or some sort of calculation mode. Calculation modes available are by percent, price, and ticks. SetStopLoss and
SetProfitTarget will submit real working orders unless you decide to simulate the orders. */
SetStopLoss(CalculationMode.Ticks, StopLossTicks);
SetProfitTarget(CalculationMode.Ticks, ProfitTargetTicks);
}
}

protected override void OnBarUpdate()
{
if (CurrentBar < BarsRequiredToTrade)
return;

// Resets the stop loss to the original value when all positions are closed
if (Position.MarketPosition == MarketPosition.Flat)
{
SetStopLoss(CalculationMode.Ticks, StopLossTicks);
}

// If a long position is open, allow for stop loss modification to breakeven
else if (Position.MarketPosition == MarketPosition.Long)
{
// Once the price is greater than entry price+50 ticks, set stop loss to breakeven
if (Close[0] > Position.AveragePrice + 50 * TickSize)
{
SetStopLoss(CalculationMode.Price, Position.AveragePrice);
}
}

// Entry Condition: Increasing price along with RSI oversold condition
if (Close[0] > Close[1] && RSI(14, 3)[0] <= 50)
{
EnterLong();
}

if (Close[0] < Close[1] && RSI(14, 3)[0] >= 50)
{
EnterShort();
}


}

#region Properties
[Range(1, int.MaxValue)]
[NinjaScriptProperty]
[Display(Name="StopLossTicks", Description="Numbers of ticks away from entry price for the Stop Loss order", Order=1, GroupName="Parameters")]
public int StopLossTicks
{ get; set; }

[Range(1, int.MaxValue)]
[NinjaScriptProperty]
[Display(Name="ProfitTargetTicks", Description="Number of ticks away from entry price for the Profit Target order", Order=2, GroupName="Parameters")]
public int ProfitTargetTicks
{ get; set; }
#endregion

}
}

[NinjaTrader_Jesse]

Hello hansg1,

NinjaTools is not an Ecosystem vendor and we cannot assist with anything relating to their connection unfortunately. I would suggest to reach out to that developer if you encounter problems when using this connection. Our support can assist with any supported connection adapters or Ecosystem vendor connections. If the community can otherwise contribute here the thread will remain open for any replies.

If you are otherwise seeing the problem when using a supported connection or a simulated connection like playback or the simulated data feed we could go into more detail there.

Please let me know if I may be of additional assistance.

[hansg1]

Hi Jesse,
thanks a lot. Is there any Ecosystem vendor for Crypto exchanges/currencies?
regards

[NinjaTrader_ThomasC]

Hello hansg1,

You can connect for free to Coinbase by using the connection guide included below:

• https://ninjatrader.com/ConnectionGu...nnection-Guide

You can view all of the supported brokerages and connections below:

• https://ninjatrader.com/Choice

Let me know if I can provide additional assistance.

[hansg1]

Hi ThomasC,
does Bitmex supports tick data?
thx
regarsa

[NinjaTrader_ThomasC]

Hello hansg1,
Thank you for your post.

Bitmex has only created an add-on for NinjaTrader 8. You can review Bitmex's documentation on NinjaTrader integration in the publicly available link below:

https://www.bitmex.com/app/ninjaTraderIntegration

For more information, I would suggest contacting Bitmex directly.

Let me know if I may be of additional assistance.

[hansg1]

Hi Jesse,

I have the same problem with testing coinbase ETH/USD in tick chart without any addon from bitfinex. So for me it looks not as a problem of vendor. And the logic of my script looks for me simple
open position
open stop
open target
breakeven to open
reach stop or reach target or reach new input condition
no rocket science

Can you help me there anyway?
thx
regards

[hansg1]

Hi Jesse,

yes as I wrote the same problem with integrated coinbase connection, that means with other connections . It would be nice if you can go into that further.
thx
regards

[NinjaTrader_Jesse]

Hello hansg1,

Please excuse me I had mis-read that. If you have a specific sample that demonstrates a problem on that connection we can take a look, you would need to attach a .cs or .zip file so we can review it. Its generally suggested to take one of the existing samples like SampleMACrossOver or a very simple script and then add only what is needed to see the error.

I look forward to being of further assistance.

[hansg1]

Hi Jesse,

the error is only seen, if the strategy is running f.e. on <=100 tick chart on ETHUSD coinbase. And as I said my logic is not complicated:
the logic of my script looks for me simple
open position( Long or short)
open stop
open target
breakeven to open
reach stop or reach target or reach new input condition

excuse some "prints" which are not helpful.
It is near SampleMACrossOver only with additional setstoploss to Position.AveragePrice in "Long" and "Short" case
SetStopLoss(CalculationMode.Price, Position.AveragePrice-( Breakeven-Breakevenplus)* TickSize);
Thx
regards


breakeven1.cs

[NinjaTrader_Jesse]

Hello hansg1,

Thank you for the additional details.

I will take a look at the attached script and if I can generate the error I will report that to development.

Please let me know if I may be of further assistance.

[hansg1]

Hi Jesse,
thanks a lot. It would be nice if you let us know about your results.
regards

[hansg1]

Hi Jesse,
I I cleaned up the script for better comprehend.
I took the template(SamplePriceModification) from your side and changed :

https://ninjatrader.com/support/helpGuides/nt8/?barssinceentryexecution.htm

thx
regards
breakeven3j.cs

[hansg1]

what I do not understand : the error tells me stop @1603,40 the log tells me stop @1605.41 and both are below the market?

[NinjaTrader_Jesse]

Hello hansg1,

Thank you for the reply.

I will try the updated sample today to see if I can hit the error, I am also going to record the instrument for playback so I can retry this under the playback connection in case I hit the error.

The error you are seeing for placing the order on the wrong side of the market is possible to hit in fast moving markets depending on the values set in the order methods.

Once I have more to report I will reply back here.

I look forward to being of further assistance.