Entering trade on instrument not in Strategy

[spinalwiz]

Hi,

Apologies if this has been asked before but is there any possible way of entering a trade on an instrument that hasn't been added in Initialize() ?

[NinjaTrader_JoshP]

spinalwiz,

Not from strategy code. If you wanted to start doing fancy things I suggest you take a look at Unmanaged orders and work with that. Keep in mind that you would literally keep track of everything through your code yourself if you use Unmanaged. All convenience layers for order management are stripped away and there are no rules as to what you can/cannot do with your orders.

[spinalwiz]

Do you think its totally unfeasible to load a list of several thousand symbols in a strategy's Initialize(). I would not need access to any historical data (and would be connected through google adaptor so indeed there would be no live data either).


Any point even trying this?

[NinjaTrader_JoshP]

spinalwiz,

Each time you add a symbol through Initialize() it will load historical data. You are opening thousands of data streams and this will be taxing on the system. Not sure why you would need to do this though?

[spinalwiz]

Just to avoid having to use unmanaged ordering. Basically I am analysing some external data across a large number of symbols so I wont know in advance which instruments need loading

[NinjaTrader_JoshP]

Unfortunately using Add() will add historical data for all of them and that will be very taxing.