I've been working on a NTv7 GENERIC STRATEGY that will allow for learning as I go. It's not meant to be profitable yet but only to demonstrate functionality of automatic strats. Last week I was working with ATM strategies but there seem to be a couple of complexities that I could never quite resolve.
So, for now, I'm moving to an IOrder project which in _v02 is using "EnterLongLimit" routines but will eventually have the "SubmitOrder" routines with "Unmanaged = true". After this post, I'm starting on _v03kz.
I've got a few of the functions working correctly but need to start tweaking it for the following (and more):
1. Dealing with error messages - I just got my first "Overfill" message.
2. Ensuring orders are correctly placed with associated stops and targets. I had an audio message stating that an order was placed and immediately cancelled.
3. Since I've decided to use COBC = false, ensuring (FirstTickOfBar) is used correctly throughout.
4. Adding a second contract with a runner. I've done this before but wanted to get some of the other functions resolved and out of the way first.
5. Resetting of orderIds and such so that there are no doubled up entries and that it allows for new setups without having to be re-started.
6. More to follow in the days ahead...
I'm currently running this on a 6E 15 sec chart so I don't have to wait too long for action. If you set up on a 3 minute chart you might only get up to 20 chances to fix something per hour! You could use 1 minute or tick charts or 30 seconds. I need as many chances as I can to see if it's working!
Anybody care to join me or add to the learning? I look forward to your input.