Welcome to NexusFi: the best trading community on the planet, with over 150,000 members Sign Up Now for Free
Genuine reviews from real traders, not fake reviews from stealth vendors
Quality education from leading professional traders
We are a friendly, helpful, and positive community
We do not tolerate rude behavior, trolling, or vendors advertising in posts
We are here to help, just let us know what you need
You'll need to register in order to view the content of the threads and start contributing to our community. It's free for basic access, or support us by becoming an Elite Member -- see if you qualify for a discount below.
-- Big Mike, Site Administrator
(If you already have an account, login at the top of the page)
Just want to let the nexusfi.com (formerly BMT) community know I have put out feelers for this project with for hire NinjaScript consultants from the NT website and have yet to receive a proposal.
Can you help answer these questions from other members on NexusFi?
What are you going to use, for orders, Stop orders and/or Limit orders ?
The difficulty will be how to manage the unfilled orders in C2 (they have to be cancelled after something is triggered, opposite signal, or after x minutes, or another trigger of your choice), and how synchronize your NT position with the C2 position (partial fill for instance).
And being able to read the xml sent back by C2.
The other difficulty, is the testing process, as C2 allows only 3 signals (from mémory, not sure), then after you'll have to pay for a testing. And just 3 bullets for this looks not enough.
All orders are entered with stop limits and exited with either limit or market depending on the condition met.
I already have the test system on C2, so that is not a problem.
I have received two proposals; one for $500 and another for $800. Be nice to share the cost with another futures.io (formerly BMT) member.
Zoethecus
United States of America
Experience: Advanced
Platform: NT
Posts: 1,145 since Aug 2009
Here is a typical--and intolerable--example of the slippage one can incur by routing ATS orders from NT to C2.
sam028
Site Moderator
Posts: 3,765 since Jun 2009
Thanks Given: 3,825
Thanks Received: 4,629
I've played a bit with the idea, deeper tests are needed (we are limited to 5 signals per system, not 3, I was wrong), but it works.
And a bit nicer than Mike's "old school" method, all is under in the strategy itself, no wget or response file to write.
But Mike has maybe spent 2 hours on it, and I spent much more time on it .
Success requires no deodorant! (Sun Tzu)
sam028
Site Moderator
Posts: 3,765 since Jun 2009
Thanks Given: 3,825
Thanks Received: 4,629
A screenshot to compare the NT test strategy with C2, looks good.
Success requires no deodorant! (Sun Tzu)
sam028
Site Moderator
Posts: 3,765 since Jun 2009
Thanks Given: 3,825
Thanks Received: 4,629
No so good in fact, for trade #3:
- NT: buy 10117, sold 10128 (+11)
- C2: buy 10117, sold 10104 (-13)
10128 was the high of the candle, so maybe it will not be filled in real, ok, why not.
But sold 10104, it's impossible, as we had 10104 only after the end of trade #4.
The cancelled time, on C2, doesn't make sense for trades #3 #4 and #5.
Nor the "Recently Closed Trades"...
Success requires no deodorant! (Sun Tzu)
sam028
Site Moderator
Posts: 3,765 since Jun 2009
Thanks Given: 3,825
Thanks Received: 4,629
Another test, with NQ, 3 ticks of slippage on C2 vs sim account, so no too bad imho.
Success requires no deodorant! (Sun Tzu)
Zoethecus
United States of America
Experience: Advanced
Platform: NT
Posts: 1,145 since Aug 2009
Sam, can you explain what you've actually done in terms of sending the orders to C2?
sam028
Site Moderator
Posts: 3,765 since Jun 2009
Thanks Given: 3,825
Thanks Received: 4,629
Nothing magic.
The signal happens, the strategy executes a SetStopLoss(), SetProfitTarget() and EnterLongLimit() or EnterShortLimit(), then build the correct URL, and sent it to the C2 website. Just like what Mike has done for MC, it's just a bit faster here because all is made in the strategy, no timers and external .exe needed to send the request to the C2 website.