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NinjaTrader
Automated Scale trading
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Automated Scale trading
Can NinjaTrader be used to do automated scale trading? For instance, let's say that I wanted to buy a contract every 80 ticks down and sell a contract every 100 ticks up based on the last order filled or a specified starting point. Lets say the contract is trading at 10000, and I use that as my starting point. I would have limit orders to buy at 9920, 9840, 9760, etc. I would have limit orders to sell at 10100, 10200, 10300, etc. Once an order is filled that would become my new "starting point". If my sell order for 10100 was filled, the other sell orders would remain, but the buy orders would be changed to 10020, 9960, 9880, etc. Likewise if my buy order for 9920 was filled, the remaining buy orders would remain, and the sell orders would be changed to 10020, 10120, 10220, etc. I would also need a way to limit the net number of positions accumulated(or liquidated). For instance I may want to stop buying once I had accumulated a long position of 20 contracts. Could something like this be automated to run continuously even in the overnight markets? Thanks in advance for any help with this.Tags: None
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