Disabling Start behavior for a Strategy

[dvance]

Hi,

As some people in the past have suggested, there seems to be a gap in the Start behavior options -- there isn't one where it's up to the user/developer to program a custom synchronization/reconcilliation sequence.

I would like to know if there's a way to disable the start behavior for the strategy I am currently writing, so that I can write my own reconciliation algorithm. What's most important for me is that no orders are canceled.

Any information will be appreciated! Thanks!

[NinjaTrader_ChelseaB]

Hello dvance,

It is not possible to prevent NinjaTrader from cancelling orders that do not match previously made orders. This checking is done for all start up options and is not possible to disable for NinjaScript Strategies.

Below is a link to a thread about resuming strategies.

https://ninjatrader.com/support/forum/showthread.php?p=499332#post499332

I am happy to submit a feature request for the NinjaTrader Development to consider an option to prevent previously placed orders that do not match from being cancelled in a future version if you would like.


You could instead, write the entire script as an Addon script so that the strategy rules are not applied.

Below is a public link to the help guide on Addons.

https://ninjatrader.com/support/helpGuides/nt8/en-us/add_on.htm

And a link to a script you may find helpful.

https://ninjatrader.com/support/forum/showthread.php?p=536082#post536082

[dvance]

Hi Chelsea,

Thanks for the reply. I'll look into the links you have provided.

Is there a good source of information on writing trading strategies as add-ons? I am especially interested in data stream subscription concepts, bar update events, and trade submission.

Thanks again!

[NinjaTrader_ChelseaB]

Hello dvance,

The example script I have provided a link to shows all of that. It shows getting data, and placing orders, and adding logic for trailing and chasing exit orders.