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Custom Time Event for a ATM
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Custom Time Event for a ATM

  #1 (permalink)
Elite Member
Sydney / Australia
 
Futures Experience: Intermediate
Platform: NT
Broker/Data: AMP
Favorite Futures: Oil
 
Posts: 116 since Jun 2009
Thanks: 125 given, 103 received

Custom Time Event for a ATM

Im looking for the correct method to initiate a custom timer event as soon as a
AtmStrategyCreate order is initiated. If the order is not filled say within 30 secs, a AtmStrategyCancelEntryOrder cancels the current order.
Also CalculateOnBarClose = true;
 
Code
                            
#region Variables
private string atmStrategyId string.Empty;
private 
string orderId string.Empty;
private 
System.Windows.Forms.Timer myTimer = new System.Windows.Forms.Timer();
 
protected 
overridevoid Initialize()
{
CalculateOnBarClose true;
}

///<summary>
/// Called on each bar update event (incoming tick)
///</summary>
protected overridevoid OnBarUpdate()
{
if (
Historical)
return;

myTimer.Interval 1000;
myTimer.Start();

if(
orderId.Length == 
&& atmStrategyId.Length == && BLAH BLAH)
{
atmStrategyId GetAtmStrategyUniqueId();
orderId GetAtmStrategyUniqueId();
AtmStrategyCreate(Cbi.Action.BuyOrderType.LimitClose[0] -TickSize0TimeInForce.DayorderId"BLAH"atmStrategyId);
myTimer.ToString();

}

else if (
myTimer.ToString 30000)

{
AtmStrategyCancelEntryOrder(orderId);



Any ideas in the right direction would be greatly appreciated.

Thanks


Last edited by sam028; May 18th, 2010 at 06:16 AM. Reason: add coding tag
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  #2 (permalink)
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  #3 (permalink)
Elite Member
Madison, WI
 
Futures Experience: Advanced
Platform: Sierra Charts, ALT
Favorite Futures: ES
 
aslan's Avatar
 
Posts: 614 since Jan 2010
Thanks: 342 given, 1,077 received


If you search the Ninja forums for "timer" you will find several examples. It should be the same for NT 6.5/7.

The basics are to use a timer event callback routine, start the timer when you initiate an order, check the order status when the timer routine is called, turn the timer off when the order fills. You will need to deal with timing windows though, as a timer could go off while you are processing an order, so you could get a timer event even though you thought you turned it off already. Also consider the case of initiating a timer when it is already running (if you had long timers).

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  #4 (permalink)
Site Administrator
Manta, Ecuador
 
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Platform: My own custom solution
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Big Mike's Avatar
 
Posts: 46,240 since Jun 2009
Thanks: 29,353 given, 83,234 received

Something like this:

 
Code
                            
#init
private System.Windows.Forms.Timer myTimerClock             = new System.Windows.Forms.Timer();
private 
bool init false;
        
// ---

private void OnTimerTick(object senderEventArgs e)
{
            
TriggerCustomEvent(UpdateTimemyTimerClock.Interval);
}

private 
void DoTime(Object myObjectEventArgs myEventArgs)
{
            
TriggerCustomEvent(UpdateTimemyTimerClock.Interval);
}

private 
void UpdateTime(object state)
{
// your timer related stuff here
}

#onbarupdate
protected override void OnBarUpdate()
{

if (!
init && !Historical)
{
myTimerClock.Tick += new EventHandler(DoTime);
                
myTimerClock.Interval 1000;
                
myTimerClock.Start();
                
                
init    true;
}

}

public 
override void Dispose()
{
            
// timer dispose
            
myTimerClock.Dispose();

Rest of your ATM-specific stuff is up to you.

Mike

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  #5 (permalink)
Elite Member
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Posts: 116 since Jun 2009
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Cheers Mike. That helped out. Many thanks

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  #6 (permalink)
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Posts: 798 since Jun 2009
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If you are on NT7 you will need a barsIndex overload in TriggerCustomEvent. This appears to be different than 6.5 where barsIndex was optional:

 
Code
                            
private void OnTimerTick(object senderEventArgs e)
{
TriggerCustomEvent(UpdateTime0myTimer.Interval);

Note the Zero between UpdateTime and myTimer.Interval

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