Does anyone have a comprehensive sample strategy that you could share which incorporates the various functions:
IOrder IExecution IPosition OnOrderUpdate
Here's a snippet from the NT website which tells me I need to understand the use of these advanced functions together:
The samples on the NT fileshare are the "Lite" version which typically only include the small sample of the syntax with the tie-in to the OnBarUpdate main section. Finding the "Needle In The Haystack" of how orders flow in one file is what i'm hoping someone will share. I understand there is an order flow with priorities of the internal workings of NT that are not revealed.
Any help or reference you can provide is much appreciated.
all of those files (from the Italian connection!) had some good script on IPosition and one had an IOrder section -i'll check them out further... I did a quick market replay and didn't have any orders placed so I'm not sure how to get some results to verify....
The other thing that makes me wonder is if IExecution were added to any of these files, what would be the manner to tie them all together???
Any other leads or assistance is greatly appreciated.
Hello, interested in trailing stop in ninja strategy... i have been struggling with it for awhile, is there a way to set a trailing stop that adjusts with an indicator, say parabolicSAR +/- 1 tick on ES. I can't seem to get trailing stop to reset after the first order is executed. Also, you mentioned a visual way to see trailing stop, where or how do you track a trailing stop while order is running? I looked at ninja support/help but just don't get it, not a programmer, just trying to simulate/test my strategy performance.
If I remember right, you're a programmer from Chicago??? . I spoke to you about a project last year....
I guess the thing that would eliminate the confusion for me is if a template including all four of these in basic form is available. for example, is the sequence critical? Do I need to use return statements within the different functions? Does OnBarUpdate include only a couple lines with the bulk of the code going in the other I...xyz functions?
thanks for any basic format you could offer.
Last edited by zeller4; December 27th, 2009 at 11:38 PM.