Automated options trading strategy

[pstrusi]

Hi,

I'm assessing to develop an automated options trading system based obviously on its underlying's behavior. I imagine that if I knew in advance what option would I use, then I'd simply add that data series to submit orders. But I wonder this: Could I make a system that once is running the strategy on the underlying or instrument, could that strategy chooses what options chain would work with, based in certain parameters as expirations and strike? I'm not yet familiar to NT8, so I hope you can answer some of it.

Thanks

[NinjaTrader_ChrisL]

Hi pstrusi, thanks for your note.

Currently, automated trading options through NinjaScript is not supported. There are not methods to interface with an option chain just yet. We do have a feature request for this, I will add a vote this feature for you.

[pstrusi]

Ok, I appreciate it ChrisL
Regards.

[Rob2011]

Can you add my vote also for this feature: autotrading options ?
Thanks

[macatsolis]

Me too. Ninjascript support for options trading. Thanks!

[caveat_lector]

Please also add my vote.

[NinjaTrader_ChrisL]

Thanks, all.

Just to have it here, the feature request ID is SFT-4404

[pmcgoohan]

Automated options trading for me too please. The lack of this drove me back to coding directly against the IB TWS API years ago.
Thanks!

[balltrader]

if SFT-4404 includes the request for programmatic access to the option chain datastream, in the sense of how OnMarketData() and OnMarketDepth() works, then please ad my vote too.
If SFT-4404 does not include this feature yet, would you need to create a new Suggested Feature? and add my vote to that new one too.

[NinjaTrader_Kate]

Hello balltrader,

Thank you for your reply.

This request would include access to the option chain data stream, yes. I've added a vote for you to SFT-4404 as well.

Please let us know if we may be of further assistance to you.

[rtwave]

to all the people interested in trading options automated,



i have been collaborating to develop a system that does just this over the last several months. it has been a monumental undertaking but the system is pretty much ready. i have it trading automated since yesterday.





the system sends orders to ib's tws through their api and it can trade options both on stocks and on futures.


it is an open source project on github but i don't know if the developers will share it and under what conditions. i have posted about this system on elite trader and other public fora and will post more extensively when i have the chance.


i don't think ninjatrader could incorporate automated options trading to their platform in a short period of time. there are innumerable other requests for much simpler things that never get done and this is really, really serious work. however, i will be quite happy to be proven wrong by nt on this front.


by the way, if anyone knows how to get nt to generate text files with custom text for every event of interest (change of trend, trading order on a strategy), that would be useful to be able to use nt with this system. i have been completely unable to accomplish this but should be pretty easy for accomplished programmers.


very well, regards.

[RandomTask]

Another vote here.

[grayfrog]

I'll add a vote for simply a decent options chain and some very very basic options analytics

[YD777]

I too would like to be able to use Ninjascript to access options chain data and place/manage option orders. How do I follow the progress of ticket SFT-4404?

[NinjaTrader_Jim]

Hello,

I have added your votes for automated trading functionality with Options. Feature Request tickets are internal and are not open to the public. You may check the Release Notes page of the Help Guide to see the list of new features that are added in each new release to observe if a feature or enhancement has been implemented.

Greeks and other analytics are on our radar to be implemented in the future, but we are not tracking interest in a feature request ticket at this time.

Release Notes - https://ninjatrader.com/support/help...ease_notes.htm

We look forward to assisting.