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Partner 728x90

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some questions

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    some questions

    Hello NinjaTrader Support Team.
    I have some questions about automated trading on N8 platform:
    Question number 1:
    In MT4 platform there is Magic Number
    A magic number on MT4 is a unique number that is used by strategy to track open positions.
    a strategy uses the magic number to distinguish trades that it has opened, as compared to those it has not. By the magic number, the strategy knows which trades it needs to manage.
    The question is. how do I add magic number to N8 platform? or there is no need to add it because it is existing on N8 platform?
    Question number 2:
    In MT4 platform there is (Mode Stop Level).
    (A zero value of MODE_STOPLEVEL means either absence of any restrictions on the minimal distance for Stop Loss/Take Profit or the fact that a trade server utilizes some external mechanisms for dynamic level control, which cannot be translated in the client terminal).
    The question is. does (Mode Stop Level) exist in N8 platform? Can I add it by programmer?
    Question number 3:
    Is there any way to increase the speed of execution of orders by the programmer?
    For example: Using a specific code? Or add a specific function?
    Question number 4:
    In properties, I saw historical fill processing contain (Slippage)
    My strategy is using pending orders.
    The question is. Will this (Slippage) work with the pending orders that my strategy will place?
    Question number 5:
    I want creating a new automated strategy depending indicator.
    Should I put the indicator on the chart for the strategy to work?
    I mean, is this a requirement for any indicator-based strategy to work?

    Thanks for your patience. I know I have asked a lot question.


    #2
    Hi Trader199, thanks for posting.

    1. There is no such thing in NinjaTrader. You can give your entry orders signal names to identify them. e.g. EnterLong(string signalName)

    2. The price that your stop is at must be controlled by your script using C# logic.

    3. All NinjaScript code will run as fast as it can.

    4. Yes, the slippage will apply to any order that can support it. This includes market orders and resting limit/stop orders that get submitted on bars that can support the amount of slippage defined.

    5. You can add indicator objects within your strategy to acess their data. See here for an example:"
    https://ninjatrader.com/support/help...tm#Performance - see "Referencing indicator methods"

    All of our tools and educational resources are linked here, see the Educational Resources for many strategy and indicator examples:


    Kind regards,
    -ChrisL
    Chris L.NinjaTrader Customer Service

    Comment


      #3
      Originally posted by NinjaTrader_ChrisL View Post
      Hi Trader199, thanks for posting.

      1. There is no such thing in NinjaTrader. You can give your entry orders signal names to identify them. e.g. EnterLong(string signalName)

      2. The price that your stop is at must be controlled by your script using C# logic.

      3. All NinjaScript code will run as fast as it can.

      4. Yes, the slippage will apply to any order that can support it. This includes market orders and resting limit/stop orders that get submitted on bars that can support the amount of slippage defined.

      5. You can add indicator objects within your strategy to acess their data. See here for an example:"
      https://ninjatrader.com/support/help...tm#Performance - see "Referencing indicator methods"

      All of our tools and educational resources are linked here, see the Educational Resources for many strategy and indicator examples:


      Kind regards,
      -ChrisL
      Thank you very much Chrysl

      Comment


        #4
        Hi
        I have two different questions please, I read about it but I want to make sure my understanding is correct.

        1- In this video,;
        This video demonstrates comparing real-time strategy performance with historical or playback data performance results within the NinjaTrader 8 platform. Get ...


        At the
        2:18
        and 4:40, to increase the accuracy of historical order fills in the code of the strategy he has implemented one tick intrabar granularity this involves adding a one tick series with add data series.

        The question is:
        This will only increase the accuracy of executing orders in strategy analyzer, this means that it will not increase the accuracy of executing orders in market replay or real time trading, is this correct?

        2- When running a new strategy, in the properties there is a parameter (historical fill processing) As the following picture.

        Click image for larger version

Name:	historical fill processing).png
Views:	155
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ID:	1191755


        This parameter only works with strategy analyzer, this means that it will not work and will never affect trading in market replay or real time trading, is this correct?


        Comment


          #5
          Hi Trader199, thanks for the follow up.

          1. That is correct, a high order fill resolution is only used for the historical backtest.

          2. This is the "user interface" way of adding a 1 tick series and filling your orders on it. You will notice that one can not select a High order fill resolution when your script has more than one series added, so one must do it manually by adding a 1 tick series and filling orders on that series. It is a setting for all strategies, and you will see it on charts, but it is still only for the historical back fill logic.

          Kind regards,
          -ChrisL


          Chris L.NinjaTrader Customer Service

          Comment


            #6
            Originally posted by NinjaTrader_ChrisL View Post
            Hi Trader199, thanks for the follow up.

            1. That is correct, a high order fill resolution is only used for the historical backtest.

            2. This is the "user interface" way of adding a 1 tick series and filling your orders on it. You will notice that one can not select a High order fill resolution when your script has more than one series added, so one must do it manually by adding a 1 tick series and filling orders on that series. It is a setting for all strategies, and you will see it on charts, but it is still only for the historical back fill logic.

            Kind regards,
            -ChrisL

            Thank you very much Chris L.

            Comment

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