Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

move stoplosses

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

  • NinjaTrader_RyanM1
    replied
    The sample has a lot to it and most all of it is required for a working NS > ATM solution. About the only part that is not required is the change stop target block.

    The entry condition is simple: Close[0] > Open[0]

    The sample does not have explicit exit conditions. The only exits are determined by the target and stop loss defined within the ATM strategy. You can define your own exits conditions if you want, and use the AtmStrategyClose() call to programatically close an ATM strategy.

    Since there's a lot to it, you should try first to get it submitting orders with a simple ATM strategy attached. Once things work as you expect, add additional layers of complexity like separate exit conditions.
    Last edited by NinjaTrader_RyanM1; 06-03-2011, 04:50 PM.

    Leave a comment:


  • tonynt
    replied
    Hi Ryan,

    sorry for causing some misunderstanding - already midnight here;-)

    What I mean is not - if I understand right your reply - how to manage the ATMStrategyClose but I mean

    * WHERE to code the exit conditions in the strategy - not with ATM as I want to have exits with conditions and not fixed profittargets as in ATM? (in help guide using atm strategies there is not a sample how to do the exits - or are the "strategy-coded-exits" not important and not referred by the ATM?

    * which strings in the sampleatmstrategy (eg) are "samples" and which are the core and necessary to join with an ATM? I canīt understand this sample as there are no "normal" entries and exits defined. Isnīt there another sample?

    Thanks
    Tony
    Last edited by tonynt; 06-03-2011, 04:35 PM. Reason: correction question

    Leave a comment:


  • NinjaTrader_RyanM1
    replied
    It's similar. Define your exit conditions but then use the AtmStrategyClose() method instead of ExitLong, ExitShort.



    Leave a comment:


  • tonynt
    replied
    Hi Ryan,

    sorry for asking again now;-)

    The ATM-strategies are easy to do, also strategy-development and coding is easy already. But how can I join both? Checking the sampleatmstrategy I donīt see where I can code my exit conditions. Sorry!

    Thanks
    Tony
    Last edited by tonynt; 06-03-2011, 03:34 PM. Reason: wrong translation into english

    Leave a comment:


  • NinjaTrader_RyanM1
    replied
    Thanks, Tony. I agree and have set up my forum display to work this way.

    Click User CP on the forum toolbar.
    Edit Options
    Under Thread Display Mode, change to Linear - Oldest first.

    Hope that trick helps you out. Thanks - Have a great weekend!

    Leave a comment:


  • tonynt
    replied
    Hi Ryan,

    thanks for all the support. Have a great weekend!

    Another hint at this opportunity - if posts would be assorted most recent post at bottom (I think this occurs sometimes in threads) then this makes it more easier and faster to reply as one doesnīt need to scroll up where last post is to answer correctly.

    Best
    Tony

    Leave a comment:


  • NinjaTrader_RyanM1
    replied
    Yes, your understanding is correct. The ATM sample is built into the platform. Click Tools > Edit NinjaScript > Strategy > SampleAtmStrategy

    Leave a comment:


  • tonynt
    replied
    So, I understand that I can code in the strategy that the stoplosses are managed by ATM-strategy (so that I can move the stoplosses with chart-trader, which I couldnīt do when stoplosses managed by strategy) and the exit-conditions (NOT profit-targets, as in this case I could do all as ATM and donīt need a strategy) work with the coded strategy.

    Is that right or some misunderstanding on my end?

    And if so do you have a sample how to do ATM-strategy within a coded strategy (like your samplepricemodification or samplemultiinstrument....)?

    Thanks
    Tony
    Last edited by tonynt; 06-03-2011, 01:27 PM. Reason: typing error

    Leave a comment:


  • NinjaTrader_RyanM1
    replied
    Strategies will set the level of stop loss orders, unless you integrate an ATM strategy into the NinjaScript strategy.

    The use model for creating an ATM Strategy within a NinjaScript Strategy is when you want to programmatically monitor and generate an entry signal and then manualy manage the resulting open position via an ATM Strategy in one of NinjaTrader's order entry windows.

    Leave a comment:


  • tonynt
    replied
    Ryan,

    it seems that only ATM-strategies (like to "build" in chart-trader) can be moved stoplosses? Or also strategies with conditions created in strategy-analyzer?

    Thanks
    Tony

    Leave a comment:


  • tonynt
    replied
    Thank you!

    Leave a comment:


  • NinjaTrader_RyanM1
    replied
    The strategy code will continue to set the value of the stop loss, even if you manually move it. If you want manual adjustments to stop losses after an automated entry, you can use the NinjaScript > ATM model for this.

    Leave a comment:


  • tonynt
    replied
    Hello Ryan,

    thank you for your prompt reply - great support as usual with NinjaTrader!

    The stoploss is defined in the strategy (initial stoploss and then move to entry price eg after 90 ticks).

    But when price is in my direction I want to pull stoploss manually closer to actual price for not giving back profits when price falls back to entry-price.

    I can move with chart-trader but few seconds later it moves back "from ghost-hand" to where I took it away.

    Best
    Tony

    Leave a comment:


  • NinjaTrader_RyanM1
    replied
    Hi Tony,

    How are you moving stop losses? Through code or manually in a different chart or order entry screen?

    Leave a comment:


  • tonynt
    started a topic move stoplosses

    move stoplosses

    Hello,

    when working with auto-strategies it occurs that I need to move stoplosses. It happened today that I moved stoploss but few seconds later the stoploss was pulled back to the posiiton from where I moved it away.

    Does this happen wiht setstoploss and using a strategy? Or when using settrailstop? Or isnīt it possible anyway to move the stoploss of the strategy? If so, what is the reaction time that the stoploss(es) is/are pulled back?

    Thanks
    Tony

Latest Posts

Collapse

Topics Statistics Last Post
Started by r68cervera, Today, 02:22 AM
0 responses
3 views
0 likes
Last Post r68cervera  
Started by carnitron, Today, 02:19 AM
0 responses
2 views
0 likes
Last Post carnitron  
Started by slade3789, Today, 01:12 AM
0 responses
7 views
0 likes
Last Post slade3789  
Started by Don David, 04-10-2020, 12:04 PM
7 responses
2,522 views
0 likes
Last Post hans_771  
Started by sambathraj, Today, 12:14 AM
0 responses
4 views
0 likes
Last Post sambathraj  
Working...
X