First, let me say this: This Ninja Trader ATI is great!
The Ninja Trader ATI now supports the needs of traders who want to trade 100% black box from another platform mechanical system. And Ninja Trader has been great for a good while at satisfying the "White Box" (discretionary trading) needs of traders.
But Ninja Trader does NOT now fully support a trading style that is, IMO, more important than 100% black box trading. Let's call that style "Gray Box" trading.
Gray Box trading is a mixing of mechanical Black Box systems interfacing to Ninja Trader along with occasional manual intervention within the Ninja Trader UI.
IMO, Gray Box trading is actually practiced by more "systems traders" than Black Box trading. A lot of folks say they're "Black Box" when, in fact, what they're doing is "Gray Box". So, clarity about what the requirements are for Gray Box trading is important.
IMO, Ninja Trader lacks only one function to fully support the Gray Box Trading needs of it's Systems Users customers. It's this....
The current "Orders" function provides a list of orders initiated through the ATI but it doesn't provide access to all other orders submitted to Ninja Trader (including through the Ninja Trader UI).
But I want my Black Box systems to know, not only what they're doing but what I'm doing with Orders initiated through manual intervention.
IMO, Ninja Trader can't be said to fully support the needs of Gray Box Traders (who constitute most of the population of Systems Traders) until we have this "GetAllOrders" function. (And then, of course, we need to be able to query the status of all orders. But assuming the OrderStatus function would support ALL orders nothing needs changing.)
.... One last thing, it seems to me that the arguments passed to that "GetAllOrders" function MUST include instrument as well as account.
Thanks for providing us with a terrific platform for trading!
The Ninja Trader ATI now supports the needs of traders who want to trade 100% black box from another platform mechanical system. And Ninja Trader has been great for a good while at satisfying the "White Box" (discretionary trading) needs of traders.
But Ninja Trader does NOT now fully support a trading style that is, IMO, more important than 100% black box trading. Let's call that style "Gray Box" trading.
Gray Box trading is a mixing of mechanical Black Box systems interfacing to Ninja Trader along with occasional manual intervention within the Ninja Trader UI.
IMO, Gray Box trading is actually practiced by more "systems traders" than Black Box trading. A lot of folks say they're "Black Box" when, in fact, what they're doing is "Gray Box". So, clarity about what the requirements are for Gray Box trading is important.
IMO, Ninja Trader lacks only one function to fully support the Gray Box Trading needs of it's Systems Users customers. It's this....
The current "Orders" function provides a list of orders initiated through the ATI but it doesn't provide access to all other orders submitted to Ninja Trader (including through the Ninja Trader UI).
But I want my Black Box systems to know, not only what they're doing but what I'm doing with Orders initiated through manual intervention.
IMO, Ninja Trader can't be said to fully support the needs of Gray Box Traders (who constitute most of the population of Systems Traders) until we have this "GetAllOrders" function. (And then, of course, we need to be able to query the status of all orders. But assuming the OrderStatus function would support ALL orders nothing needs changing.)
.... One last thing, it seems to me that the arguments passed to that "GetAllOrders" function MUST include instrument as well as account.
Thanks for providing us with a terrific platform for trading!
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