TT FIX adapter with automated strategy

[gsreddy]

Hi,

To run automated strategy using ninja supported broker who uses TT fix adapter for trade execution do we need Static DOM or dynamic DOM?
I know the difference between static and dynamic DOM for order entry.
Are there any differences between Static and dynamic DOM with respect to TT FIX Adapter?
Do I need to have(enable) static DOM to run the automated strategy with the broker who uses TT FIX adapter for order routing?

Thanks,
gsreddy.

[NinjaTrader_AdamP]

gsreddy.

Running an automated strategy here wouldn't be affected by either superDOM in this case. It runs on its own separately or can be attached to a chart.

Are you referring to ATM strategies here?

[gsreddy]

Hi Adam,
I am using the Managed approach with below methods for trade execution. it is not the ATM strategies.
EnterLongLimit(int barsInProgressIndex, bool liveUntilCancelled, int quantity, double limitPrice, string signalName)
EnterLong(int quantity, string signalName)
EnterShortLimit(int barsInProgressIndex, bool liveUntilCancelled, int quantity, double limitPrice, string signalName)
EnterShort(int quantity, string signalName)
SetProfitTarget(string fromEntrySignal, CalculationMode mode, double value)
SetStopLoss(string fromEntrySignal, CalculationMode mode, double value, bool simulated)
Thanks,
gsreddy.

[NinjaTrader_AdamP]

gsreddy,

Yes then, your choice of which DOM you use shouldn't affect the operation of strategies on TT.

Please feel free to contact us any time if you would like any additional questions answered.

[gsreddy]

Hi,

Thanks for the quick response, do you have any known/open bug list related to Ninja TT interface.

Thanks,
gsreddy

[gsreddy]

Hi,
One more question related to order execution.
It is related to over fill.
1. Working limit order for quantity 10 in the exchange
EnterLongLimit(10, 1430, “LE”)
2. 6 quantity got filled @ limit price
3. Need to convert the remaining 4 quantity to market order
I am executing below statement to convert limit order to market order
EnterLongLimit(GetCurrentAsk()+2*ticksize,“LE”)
Using the same signalName as initial entry so the existing limit order in the exchange will get updated above current ASK to go LONG. Expecting the above statement will fill the un filled quantity from the initial limit entry order.
4. I am using SET profit target and set stop loss for exits
5. If I get any over fill from step3, like to close only the over filled quantity
6. If I use below method with over fill quantity and from signal as “LE” will my order get place in the market?
ExitLongLimit(0, true, overfill_quantity, ptpricefromoverfill, “LEXOF”, “LE”)
7. If the order generated from step6 gets executed will the quantity on the SET PT and STOP methods will get reset?
Thanks
gsreddy

[NinjaTrader_AdamP]

Gsreddy,

1. Working limit order for quantity 10 in the exchange
EnterLongLimit(10, 1430, “LE”)

2. 6 quantity got filled @ limit price

3. Need to convert the remaining 4 quantity to market order
I am executing below statement to convert limit order to market order
EnterLongLimit(GetCurrentAsk()+2*ticksize,“LE”)

Using the same signalName as initial entry so the existing limit order in the exchange will get updated above current ASK to go LONG. Expecting the above statement will fill the un filled quantity from the initial limit entry order.

4. I am using SET profit target and set stop loss for exits

5. If I get any over fill from step3, like to close only the over filled quantity

6. If I use below method with over fill quantity and from signal as “LE” will my order get place in the market?

ExitLongLimit(0, true, overfill_quantity, ptpricefromoverfill, “LEXOF”, “LE”)

7. If the order generated from step6 gets executed will the quantity on the SET PT and STOP methods will get reset?

For what you want here I would suggest possibly moving to the Unmanaged approach as more over-fill handling potential is present there.

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?unmanaged_approach.htm

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?ignoreoverfill.htm

[gsreddy]

Hi,
I am new the TT and planning trade with TT supported broker. I have couple of questers related to my order exit process. I am planning to use the below process for entry and exit. It will be great if some one who has good understanding of NT ->TT->CME will look into the process and suggest any needed changes to order types.
Long Entry/exit:
• Calculate entry Price, Stop Price, and profit target price and direction
• Use below method to submit Long Order EntryOrder=SubmitOrder(0,OrderAction.Buy,OrderType .Limit,1,entryPrice,0,"","EL");
• Use below method to submit Short order
EntryOrder=SubmitOrder(0,OrderAction.SellShort,Ord erType.Limit,1,entryPrice,0,"","ES");
• If the market condition change and need to move my entry price, using the below call
ChangeOrder(EntryOrder,EntryOrder.Quantity,entryPr ice,0); ); // Limit order, limit price change
Once the entry order is filled I am setting the Stop and PT orders , PT and Stop orders will span within 20 ticks
Exit orders:
• Initial OCO order as soon as the long entry gets filled
PTOrder=SubmitOrder(0,OrderAction.Sell,OrderType.L imit,execution.Order.Filled,exitPrice,0,
"OCO","BPT");// limit order, Limit price
StopOrder=SubmitOrder(0,OrderAction.Sell,OrderType .Stop,execution.Order.Filled,0,stopPrice,"OCO","BS T"); // Stop Order , stop price
• If the market condition changes and need to move the PT order I am using the below method to modify the Limit price on PT order
ChangeOrder(PTOrder,PTOrder.Quantity,exitPrice,0); // Limit order, limit price change
• If the market condition change and need to close the open Long position, I am using the below method. Moving the Stop order Stop price above current BID price. Does this work? Do I need to change the OrderType .Stop to OrderType .StopLimit ?
ChangeOrder(StopOrder ,StopOrder.Quantity,0,currBid+2*TickSize);
This is working as expected in SIM with market replay data.

Similarly I am moving the stop price below current ASK to close the Shot entry order.
ChangeOrder(StopOrder ,StopOrder.Quantity,0,currAsk-2*TickSize);

It will be great if you can think of this order exit process by moving the Stop Orders with respect to TT and CME and suggest any changes to the stop order types. Planning to use the same concept for overnight and RTH trading. Do I need to change my STOP order type to STOPLIMIT?
Thanks
gsreddy