Running a NinjaScript Strategy from a Chart

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Running a NinjaScript Strategy from a Chart

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You can run a NinjaScript strategy in real-time in a live or simulation account within a NinjaTrader chart.

tog_minus        How to run a NinjaScript strategy in a chart

Running a NinjaScript Strategy

To run a NinjaScript strategy within a chart:

 

1.Select either the Strategies menu from within the right click menu, or the Strategies icon from the chart tool bar, or press the default CTRL + S Hot Key to access the Strategies window.
2.Select a strategy in the "Available" section, then click the add button. Alternatively, you can double-click any strategy listed in the "Available" section.
3.Once the strategy is added to the "Configured" section, set any strategy properties to your desired settings.
4.Press the OK button to run the strategy.

 

StrategiesFromChart1

 

Note: You must set the "Enabled" property to True to turn on the strategy. When this property is disabled, the strategy will be applied to the chart, but will be inactive.

 

 

Tips:

NinjaTrader must be connected to a live brokerage or market data vendor for a strategy to run. You can also use the Replay or Simulated Data Feed connections.
Strategy menu options will NOT appear if you are not connected live
On terminating a strategy, all strategy generated trade markers or draw objects will be removed from the chart
A NinjaScript strategy is a self contained automated trading system, and orders generated are live. Canceling strategy-generated orders manually can cause your strategy to stop executing as expected. If you wish to manually cancel an order, terminate the strategy itself.
Running and disabled strategies are displayed in the Control Center Strategies tab

 

Terminating a NinjaScript Strategy

To terminate a strategy, first select a running strategy in the "Configured" section of the Strategies window, then click the Remove button. This will completely remove the strategy from the chart and the Control Center's Strategies tab. Alternatively, you can set the "Enabled" property to False to simply disable the strategy, allowing you to re-enable it at a later point without the need to reset it's properties.

tog_minus        Understanding strategy properties

Strategy Properties

The image below shows the adjustable properties for a strategy available in the Strategies window:

 

StrategiesFromChart2

 

Data Series

Sets the data series on which the strategy will run

Strategy Parameters

Sets any strategy-specific user-defined inputs

Account

Sets the account to which the strategy will execute orders

Calculate

Sets the Calculation Mode for the strategy. Possible values are "On Each Tick," "On Price Change," or "On Bar Close"

Label

Sets a text label that will be displayed on the chart to represent the strategy

Maximum Bars Look Back

Sets the maximum number of historical bars to use for strategy calculations. The TwoHundredFiftySix setting is the most memory friendly

Bars Required to Trade

Sets the minimum number of historical bars required to start taking live trades

Start Behavior

Sets the starting behavior of the strategy, based upon the account position. See the Syncing Account Positions page for more information.

Enabled

Enables or disables the selected strategy

Order Fill Resolution

Sets the way that simulated historical orders will be processed by the strategy. See the Understanding Historical Fill Processing page for more information.

Fill Limit Orders on Touch

Enables the filling of limit orders when touched for the historical portion of the chart

Slippage

Sets the slippage amount in ticks for the historical portion of the chart

Entries per direction

Sets the maximum number of entries allowed per direction while a position is active based on the "Entry handling" property

Entry handling

Sets the manner in which entry orders are handled. If set to "AllEntries", the strategy will process all entry orders until the maximum allowable entries set by the "Entries per direction" property have been reached while in an open position. If set to "UniqueEntries", the strategy will process entry orders until the maximum allowable entries set by the "Entries per direction" property per each uniquely named entry have been reached.

Exit on close

When enabled, open positions will be closed on the last bar of a session

Exit on close seconds

Sets the number of seconds prior to the end of a session at to close any open positions held by the strategy

Stop & target submission

Sets how stop and target orders are submitted

Set order quantity

Sets how the order size is determined, options are:

"Default Quantity" - User defined order size
"Strategy" - Uses the order size specified programmatically within the strategy

Time in force

Sets the order's time in force. Possible values are DAY and GTC