Buy/Sell in an indicator

September 29th, 2009, 10:53 AM

success.

However there is bound to be a much more elegant way to do this - so if anyone does know of a way please let me know.

Essentially you need to throw your entryprice into the following command line

Code

entryorder = PLACE;SIM101;"+Instrument.FullName.ToString()+";SELL;
"+positionsize.ToString()+";STOPLIMIT;"+myentryprice.ToString()+";" 
+ myentryprice.ToString()+";DAY;;"+Instrument.FullName.ToString()+
"orderid;;";

and then

Code

File.AppendAllText(incomingpath,entryorder);
// nb  incrementing prevents locking which can happen with nos or multiple orders

where incomingpath = Cbi.Core.UserDataDir.ToString() + "\incoming\oif.txt";
This file is made and destroyed instantly and is better if you increment it for each order to prevent locking in cases of multiple orders hitting the file path simultaneously.

Now I am on to monitoring the outgoing file path for an oco order related to the entry!

October 8th, 2009, 09:16 AM

Ok bit further ahead now - it would help if I had taken a course in C# or even better Ninja Script - so forgive the messy way this is done.

setting oif's in indicators is fraught with little niggles

1. You have to send orders to the incoming folder whilst the position is "updated" - I use that term loosely - in the outgoing folder (My Documents -Nt 6.5)

2. I am reading the file in the outgoing folder and checking for when it doesn't say "FLAT" - eventually I will get it to look for long and short but lets walk first.

3.once that happens ( ie I am assuming I have a filled order - again partial fills are not catered for yet) - you can then send a straight oco order to the incoming folder in the format

PLACE;<ACCOUNT>;<INSTRUMENT>;<ACTION>;<QTY>;<ORDER TYPE>;[LIMIT PRICE];[STOP PRICE];<TIF>;[OCO ID];[ORDER ID];[STRATEGY];[STRATEGY ID]

Code

 stoporder = "PLACE;SIM101;"+symb()+";SELL;"+roundsizestr+";STOP;;"+stop+";DAY;"
+OCOID+";"+orderid+";;";  
File.AppendAllText(incomingpath",stoporder);	

tgtorder =  "PLACE;SIM101;"+symb()+";SELL;"+roundsizestr+";LIMIT;"+target+";;DAY;"
+OCOID+";"+orderid+";;"; 
File.AppendAllText(incomingpath+"3.txt",tgtorder);

I am only using this in sim so far as there are lots of holes but I am very pleased so far - I can now submit an order and place a stop and a target that are oco - its just annoying I can't use all the built in position code as it's all strategy based - unless someone can tell me otherwise...
btw is anyone finding this useful?

Buy/Sell in an indicator

Discussion in NinjaTrader

Buy/Sell in an indicator