Strategies

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Strategies

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The Strategies category sets options regarding handling of ATM Strategies and NinjaScript strategies for automated system trading.

tog_minus        Understanding ATM strategy properties

ATM Strategy Properties

This property group sets ATM strategy handling options.

 

Options_Strategies1

 

ATM Strategy


Modify inner bracket

When enabled, and when scaling into a position managed by an ATM Strategy, the inner bracket of stop loss and profit target order quantities will be modified to reflect the increased position size. When disabled, the outer bracket will be modified

Modify nearest bracket

When enabled, the nearest bracket of stop loss and profit target order quantities are modified when changing the quantity of a stop loss or target order in a multi-target ATM Strategy. This property is used in conjunction with "Modify inner bracket". For example, if both "Modify inner..." and "Modify nearest..." are enabled and you modify target 2 from 1 contract to 2 contracts, target 1 order size will be reduced by 1. If you had "Modify inner..." disabled, target 3 order size will be reduced by 1.

Use last price for auto trail and auto breakeven

When enabled, the last traded price is used to trigger auto trail or auto breakeven functions. When disabled, the Bid is used for long positions, and the Ask is used for short positions.

tog_minus        Understanding NinjaScript properties

NinjaScript properties

This property group controls how NinjaTrader will run your NinjaScript strategies.

 

Options_Strategies_NS

 

Cancel entry orders when a strategy is disabled

Enables or disables automatic cancellation of a NinjaScript strategy's entry orders when the strategy is disabled.

Cancel exit orders when a strategy is disabled

Enables or disables automatic cancellation of a NinjaScript strategy's exit orders when the strategy is disabled.

On connection loss

Expand this category to set connection loss handling parameters.

Handling

Sets the action a NinjaScript strategy will take after a disconnection occurs:

 

Keep Running: Keeps the strategy running and logs the disconnection. When the connection is reestablished, the strategy will resume as if no disconnection occurred.

 

Recalculate: The strategy will attempt to recalculate its strategy position when a connection is reestablished and held for longer than 10 seconds. Recalculations will only occur if the strategy was stopped based on one of the conditions below. Should the connection be reestablished before the strategy is stopped, the strategy will continue running without recalculating as if no disconnection occurred.

If data feed disconnects for longer than the time specified in “Disconnect delay seconds”, the strategy is stopped and the disconnection is logged.
If the order feed disconnects and the strategy places an order while disconnected, the strategy is stopped and the disconnection is logged.
If both the data and order feeds disconnect for longer than the time specified in “Disconnect delay seconds”, the strategy is stopped and the disconnection is logged.

 

Stop Strategy: Automatically stops the strategy and logs the disconnection when disconnected for more than "Disconnect Delay Seconds". No action will be taken when a connection is reestablished.

Disconnect delay seconds

Sets the number of seconds a disconnection must persist before it is recognized by the Disconnect Handling logic

Number of restart attempts

Sets the number of times NinjaTrader will attempt to restart a strategy within the "Restarts within x minutes" time span. The strategy will only restart on a reestablished connection when there have been fewer restart attempts than "Number of restart attempts" within the last "Restarts within x minutes" time span. Otherwise the strategy will simply halt, and no further restart attempts will be made.

Restarts within x minutes

Sets the number of minutes for the "Restarts within x minutes" time span used by "Number of restart attempts".