Broker/Data: Tradestation/Tradestation, NinjaTrader, FXCM and Tallinex
Favorite Futures: ES, CL, EUR/USD, TF
Posts: 171 since Aug 2009
Thanks: 99 given,
Sync 2 strategies together using NinjaTrader
Does anybody know if it is possible to sync a strategy to another strategy? Say for example you have CL trading on an already running strategy on sim. Is it possible to take those "execution.Order" or stuff from OnOrderUpdate to trigger another strategy trading on a different instrument like USO (oil ETF) ?
I asked Ninja and they said it is not possible to have one strategy talk to another one. Not sure if a workaround would be possible or easy? The only other idea I have is to attach the CL DataSeries inside of the USO strategy, but then the problem is I have to synch everything ---- like make up my own simulator as to when it would get long/short and keep track of everything inside of the code in the background, then use this to talk to the USO strategy
not sure if this makes sense.
basically it would be nice to run a strategy like CL on sim, but take all of the executions on USO. Everything would be the same except the targets and everything would be calibrated to USO, etc.