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PositionSizer for ninjatrader


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PositionSizer for ninjatrader

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  #21 (permalink)
Toronto, Ontario
 
Experience: Advanced
Platform: NinjaTrader, Multicharts
Broker: IB, IQfeed
Trading: ES, CL
 
Snoop's Avatar
 
Posts: 203 since Oct 2009
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What will "feed you" is trading success. Development of other miscellaneous tools often cuts into screen time or other more direct trading related development.

On a related note:

cyberxpert: outreach the boundries of excel
IB excel adapter (free) is a useful tool to draw real time info from IB - specifically real time account info - which I find very useful to drive my sizing/risk spreadsheet.


Mindset View Post
1. Money
2. Much more importantly - you can't get access to the source code. So improving or adapting it is limited.
3. Developing our own version improves learning and will lead to improvements elsewhere (IMHO)

I did actually trial it - and found it to be relatively poor in some areas.

Essentially it's the old saying
'Feed a man a fish, you feed him for a day; teach him to fish and he can feed himself.'


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  #22 (permalink)
San Francisco Bay Area
 
Experience: Intermediate
Platform: NT,TOS,IB
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Big Mike View Post
If those items are done already in the commercial application, why not just buy it? Or work with the developer to improve it or add a feature you deem necessary, instead of creating your own version.

Mike

I am not interested in the application. I am interested in developing something which uses the tools he is using with NT.

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  #23 (permalink)
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Manta, Ecuador
 
Experience: Advanced
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aviat72 View Post
I am not interested in the application. I am interested in developing something which uses the tools he is using with NT.

OK, programming questions about context menus and toolbars and such should not be in this thread. You'll want to create a new one to follow up on that stuff.

Mike

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  #24 (permalink)
Quebec
 
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Snoop View Post
What will "feed you" is trading success. Development of other miscellaneous tools often cuts into screen time or other more direct trading related development.

On a related note:

cyberxpert: outreach the boundries of excel
IB excel adapter (free) is a useful tool to draw real time info from IB - specifically real time account info - which I find very useful to drive my sizing/risk spreadsheet.

Would be great if we could connect to Ninja using this tool.

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  #25 (permalink)
Singapore
 
Experience: Intermediate
Platform: NT
Broker: ib
Trading: MES
 
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Posts: 359 since Sep 2009
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May as well start at the most difficult bit...
How do you access real time exch rates?
My guess is you use a web site like google.
If you type in eg eur to gbp it comes up with a spot rate.
I can get the symbol currency but does anyone have any snippet about how to access and read a web page?

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  #26 (permalink)
The Netherlands
 
Experience: None
Platform: MultiCharts, TradingView
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Posts: 774 since Apr 2010
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Interesting discussion going on here.


Mindset View Post
May as well start at the most difficult bit...
How do you access real time exch rates?
My guess is you use a web site like google.
If you type in eg eur to gbp it comes up with a spot rate.
I can get the symbol currency but does anyone have any snippet about how to access and read a web page?

Hm, perhaps you can use the API of your broker? (see for example the Interactive Brokers C# API : Interactive Brokers C# Api | Dinosaur Technology and Trading )

I'm sorry I can't contribute more, honestly I have no idea how to tackle such a complex position sizing program.

Regards,

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  #27 (permalink)
Singapore
 
Experience: Intermediate
Platform: NT
Broker: ib
Trading: MES
 
Mindset's Avatar
 
Posts: 359 since Sep 2009
Thanks: 88 given, 287 received

Yes it is a complex project. I don't think one needs to use an API as we have C# and it's been done before of a fashion - see jt's NewsAddin.
Unfortunately this is in a dll and I can't /don't know how to read those.

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  #28 (permalink)
Site Administrator
Manta, Ecuador
 
Experience: Advanced
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Posts: 49,053 since Jun 2009
Thanks: 31,658 given, 94,960 received

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  #29 (permalink)
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Manta, Ecuador
 
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Posts: 49,053 since Jun 2009
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So, where is the MultiCharts version of this tool?

hint, hint

Mike

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  #30 (permalink)
Sofia, Bulgaria
 
Experience: Advanced
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Posts: 47 since Jul 2010
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here is my excel calculator for position sizing. At this moment i use ATR method but i have some doubts if it is best.
For calculation i use margins from AMP Futures.

There are some mistakes in symbols GE,ZF and ZT i will fix it soon.

This is created for position trading, not for daytrading !!!

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