Global Variables and Strategies in Ninja 6.5

November 5th, 2010, 05:14 PM

Hi,

Hoping to get some direction from someone in the forum.

Originally I started down the path of creating a strategy that would use the OCO concept by having a long and a short both created in a strategy and when one order was triggered the other would be cancelled. I researched the Ninja forum and discovered that one cannot place a short and a long from the same strategy ( this is also confirm by Josh in one of his replies). However, some managed to get both orders into the dom by using 2 strategies, one for the long and another for the short. Bertrand mentioned that one could use global variables to acomplish the equivalent of an OCO and once the order is triggered on one side an update to the global variable could be made and the other strategy could just cancel the other side of the order. The use of global variables is not support in the forum and no direction is provided.

this is the ninja forum post
Gloabal Variables? - Page 2 - [AUTOLINK]NinjaTrader[/AUTOLINK] Support Forum
look at post 24.

I was hoping someone could kindly point me in the correct direction as to how to create the DLL and access it with the snippet of code provided in ninja forum.

Regards,

Tony

November 5th, 2010, 08:44 PM

There is an easy way to do this, maybe not the cleanest/faster way, but easy: let your variable be a file.
In the Long strategy, if the order is triggered, and their is no "short.txt" file, create a file "long.txt".
In the Short strategy, check if a file named long.txt exists, and don't take the trade if yes.
Much easier to do than writing a .dll which manage a GV.

November 6th, 2010, 07:50 AM

Thank You Sam

Have yet to see the global variable approach anywhere in an example.

However I believe have seen an example of file usage you describe in one of the indicators in the forum.

I'll see if i can find it. At least i will have something to go by.

Thank you kindly

Tony

Global Variables and Strategies in Ninja 6.5

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Global Variables and Strategies in Ninja 6.5