Custom Time Event for a ATM

March 19th, 2010, 06:00 AM

Im looking for the correct method to initiate a custom timer event as soon as a
AtmStrategyCreate order is initiated. If the order is not filled say within 30 secs, a AtmStrategyCancelEntryOrder cancels the current order.
Also CalculateOnBarClose = true;

Code

                            
#region Variables
private string atmStrategyId = string.Empty;
private string orderId = string.Empty;
private System.Windows.Forms.Timer myTimer = new System.Windows.Forms.Timer();
 
protected overridevoid Initialize()
{
CalculateOnBarClose = true;
}

///<summary>
/// Called on each bar update event (incoming tick)
///</summary>
protected overridevoid OnBarUpdate()
{
if (Historical)
return;

myTimer.Interval = 1000;
myTimer.Start();

if(orderId.Length == 0 
&& atmStrategyId.Length == 0 && BLAH BLAH)
{
atmStrategyId = GetAtmStrategyUniqueId();
orderId = GetAtmStrategyUniqueId();
AtmStrategyCreate(Cbi.Action.Buy, OrderType.Limit, Close[0] -1 * TickSize, 0, TimeInForce.Day, orderId, "BLAH", atmStrategyId);
myTimer.ToString();

}

else if (myTimer.ToString 30000)

{
AtmStrategyCancelEntryOrder(orderId);
}

Any ideas in the right direction would be greatly appreciated.

Thanks

March 19th, 2010, 08:26 AM

If you search the Ninja forums for "timer" you will find several examples. It should be the same for NT 6.5/7.

The basics are to use a timer event callback routine, start the timer when you initiate an order, check the order status when the timer routine is called, turn the timer off when the order fills. You will need to deal with timing windows though, as a timer could go off while you are processing an order, so you could get a timer event even though you thought you turned it off already. Also consider the case of initiating a timer when it is already running (if you had long timers).

March 19th, 2010, 08:50 AM

Something like this:

Code

                            
#init
private System.Windows.Forms.Timer myTimerClock             = new System.Windows.Forms.Timer();
private bool init = false;
        
// ---

private void OnTimerTick(object sender, EventArgs e)
{
            TriggerCustomEvent(UpdateTime, myTimerClock.Interval);
}

private void DoTime(Object myObject, EventArgs myEventArgs)
{
            TriggerCustomEvent(UpdateTime, myTimerClock.Interval);
}

private void UpdateTime(object state)
{
// your timer related stuff here
}

#onbarupdate
protected override void OnBarUpdate()
{

if (!init && !Historical)
{
myTimerClock.Tick += new EventHandler(DoTime);
                myTimerClock.Interval = 1000;
                myTimerClock.Start();
                
                init    = true;
}

}

public override void Dispose()
{
            // timer dispose
            myTimerClock.Dispose();
}

Rest of your ATM-specific stuff is up to you.

Mike

March 21st, 2010, 08:48 AM

Cheers Mike. That helped out. Many thanks

May 18th, 2010, 01:10 AM

If you are on NT7 you will need a barsIndex overload in TriggerCustomEvent. This appears to be different than 6.5 where barsIndex was optional:

Code

                            
private void OnTimerTick(object sender, EventArgs e)
{
TriggerCustomEvent(UpdateTime, 0, myTimer.Interval);
}

Note the Zero between UpdateTime and myTimer.Interval

Custom Time Event for a ATM

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Custom Time Event for a ATM