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April 9th, 2010, 12:34 PM

phyzfer

7 only. It's very useful and goes around some of the idiotic NT nuances for order handling.

Yes I may have to do this too.

It seems there is an issue with 'reversing' orders in NT.
I have been testing the strategy posted in Mike's video and I changed the parameters so that you would always be short or long.

However, when you try to let the strategy reverse by entering the opposite direction, NT gives an error about 'OverFill' and disables the strategy.

I'm not sure how to proceed without managing it myself.

Do you know of another way to reverse and still use named orders
(i.e. in the strategy, 'target1', target2', 'target3' are used but when you try to use them the error is generated)

Code

private void GoLong()
    {
    SetProfitTarget("target1", CalculationMode.Price, Close[0] + (Target1*TickSize));
    SetProfitTarget("target2", CalculationMode.Price, Close[0] + (Target2*TickSize));
    SetProfitTarget("target3", CalculationMode.Price, Close[0] + (Target3*TickSize));

        EnterLong("target1");
        EnterLong("target2");
        EnterLong("target3");
    }

Thanks

April 9th, 2010, 01:15 PM

DavidHP,

This is how I handle reverses without using their order handling (there in NT7).
I have a marked price (The reverseAtPrice), and I listen to each tick to see if the market has touched it. Once this price gets hit (it happens to be the SL price for one of the legs of my total quantity), I set a boolean flag to say reverseoccurred.

I then check every OnBarUpdate if this flag is true and the position is flat, if so, I enter a bunch of orders in the opposite direction.

Even if you are not using SL orders and waiting for the SL orders to kick in, you can save a "reverseAtPrice" and compare the Close[0] to it.

I hope that helps.

April 30th, 2011, 11:37 AM

Hi David,

I also came up against the reversal issue with ninja in a trade strategy that i need.

Ive just kicked off using the SubmitOrder but aint seeing very many example code snippets in help etc specifically regarding stop setting etc.

Would you be so kind as too just paste in a few lines off code associated with u using SubmitOrder so i can take as pointers. I also see disconnect options issue listed when using the submit order and obviously i dont want that to be an issue either.

It would be a lot nicer if ninja would actually allow u to use the original ones and just hack the way the enterlong entershort is performed.

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