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Italian Stocks in NT

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    Italian Stocks in NT

    Please add all the list of italian stocks that we could trade in NT

    https://www.interactivebrokers.com/e...#productbuffer

    NT add at least the 40 stock that composes the Italian Index and Futures FTSE MIB.

    Here are the stocks:
    http://www.borsaitaliana.it/borsa/az...mib/lista.html

    #2
    Hello Bomberone3,

    Thank you for your suggestion.

    It is relatively simple to add a list of symbols to NinjaTrader and would suggest you take a look at the following link for more information.

    https://ninjatrader.com/support/help...stock_symb.htm

    Please let us know if you need further assistance.
    Alan P.NinjaTrader Customer Service

    Comment


      #3
      Italian Stocks are different from USA stocks in tick

      I have a problem to set up Italian Stocks into NT for their structure of dynamic ticks, that the tick change from the range value of the price.
      Now I explain better.

      Trading tick is the minimum variation between two prices that can be placed on the market and represents the fraction of a predefined currency unit in which the stock is traded (eg 0.005 euros). Orders placed on a financial instrument must always multiply the tick of trading valid for the instrument considered. Ticks vary during the trading phase as Borsa Italiana determines the tick value dynamically.
      Example: an MTA traded on a market price of EUR 1.90 has a trading tick of 0.001. The tick will increase to 0.002 if the title exceeds 2 euros within the trading day.


      For the MTA, TAH and MAC market tick value is shown in the following table:


      Price (Euro) stocks --- Multiplier (tick)
      Price <= 0.5 the tick is 0.0001
      0.5001 - 1 the tick is 0.0005
      1.0001 - 2 the tick is 0.001
      2.0001 - 5 the tick is 0.002
      5, 0001 - 10 the tick is 0.005
      10.0001 - 50 the tick is 0.01
      50.0001 - 100 the tick is 0.05
      100.0001 - 500 the tick is 0.1
      500.0001 - 1.000 the tick is 0.5
      1,000.0001 - 5.000 the tick is 1
      5.000, 0001 - 10.000 the tick is 5
      10.000,0001 - 20.000 the tick is 10
      20.000,0001 - 30.000 the tick is 20
      30.000,0001 - 40.000 the tick is 30
      40.000,0001 - 50.000 the tick is 40
      50.000,0001 - 60.000 the tick is 50
      60.000,0001 - 70.000 the tick is 60
      70.000,0001 - 80,000 the tick is 70
      80,000.0001 - 90,000 the tick is 80
      90,000.0001 - 100,000 the tick is 90
      Price > 100,000 -- the tick is 100

      Be aware of the dynamic tick management when using the trailing stop. The number of ticks set remains valid but the expected deviation may vary as a result of the change in the value of tick

      Example: if a price is 2.02 and a trailing stop of 10 ticks is set, at worst, the trailing will slip at a price of 1.9950. This value is obtained by computing the first 8 ticks (2.02 to 2.0000) of the value of 0.025 and the subsequent 2 ticks (from 1.9975 to 1.950) of the value of 0.001 as per table


      When I try to use trailing that a stock price change the zone it is not working well.

      You find here all information from the exchange.

      http://www.borsaitaliana.it/borsaita...011tickmta.pdf

      The attention that Italian exchange ETFPlus has another table of price to tick range.
      Attached Files

      Comment


        #4
        Well, as usual italians like it messy. Sorry for the joke, i know Italy quite well and live also in milan.

        To avoid all this dynamic tick size mess I would just write my trading logic relative to the price and not relative to the tick.

        Thank you for pointing out

        Andreas

        Comment


          #5
          Hi Andreas,
          thanks for your suggestion.
          I see that also a simple system backtested well in USA SROCKS or futures with fixed tick has affordable results, in Italian Stocks it is impossible to backtest well them.

          Comment


            #6
            Hello bomberone3,

            Interesting.

            I would suggest creating a method which you pass the last price and it will return the appropriate tick size, rather than using the NinjaTrader method TickSize.

            Please let us know if you need further assistance.
            Alan P.NinjaTrader Customer Service

            Comment


              #7
              Hi Alan,
              could be possible post an example of code from a Ninjatrader Developer that show how to solve this problem, please?

              I think that in all world exchanges only Italian stocks have this particular rule about tick change.

              Comment


                #8
                Hello bomberone3,

                I will put in a feature request on your behalf.

                If you'd like I can have someone reach out with a list of third parties that would be interested in building this for you.

                Please let us know if you need further assistance.
                Alan P.NinjaTrader Customer Service

                Comment


                  #9
                  Hi Alan,
                  are there news?

                  Is it possible have into NT the Italian stocks please? We would like to avoid the losing time to add by hand?

                  http://www.borsaitaliana.it/borsa/az...mib/lista.html
                  Last edited by bomberone3; 10-23-2017, 03:35 PM.

                  Comment


                    #10
                    Hello bomberone3,

                    I put in a feature request for this. I do not have any information on if or when it may be adapted, but its being tracked.

                    Please let us know if you need further assistance.
                    Alan P.NinjaTrader Customer Service

                    Comment


                      #11
                      Originally posted by NinjaTrader_AlanP View Post
                      I put in a feature request for this. I do not have any information on if or when it may be adapted, but its being tracked.
                      What is it the SFT number for Italian Stocks?
                      Last edited by bomberone3; 10-25-2017, 07:46 PM.

                      Comment


                        #12
                        Hello bomberone3,

                        The ID for this feature request which is being tracked is SFT-2381.

                        Please let us know if you need further assistance.
                        Alan P.NinjaTrader Customer Service

                        Comment


                          #13
                          SFT to have Italian stocks in NT by default

                          About 1st post, where we ask to have by default Italian 40 stocks in NT, is there a SFT?

                          "Please add be defaultall the list of italian stocks that we could trade in NT"

                          Comment


                            #14
                            Hello bomberone3,

                            The ID for this feature request which is being tracked is SFT-2381.

                            Please let us know if you need further assistance.
                            Alan P.NinjaTrader Customer Service

                            Comment


                              #15
                              Another broker to trade Italian Stocks

                              I am loocking a broker different from IB, to trade Italian Stocks.
                              Are there other brokers?

                              Comment

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