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How Can I Make a Custom Strategy Reverse at Stop Just as in an ATM Strategy
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How Can I Make a Custom Strategy Reverse at Stop Just as in an ATM Strategy
Also, once complete can such a strategy be backtested?Last edited by sampras010; 03-18-2016, 05:13 AM.Tags: None
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Hello sampras010,
Thank you for writing in.
You can utilize the OnExecution() method: https://ninjatrader.com/support/help...nexecution.htm
Check if your stop loss has filled. If so, then you'll submit a long or short order to reverse your position.
Here is a reference sample from our support forum showing an example of how you can place orders from OnExecution() (and OnOrderUpdate()): http://ninjatrader.com/support/forum...ead.php?t=7499
Please, let us know if we may be of further assistance.Zachary G.NinjaTrader Customer Service
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Hello sampras010,
Thank you for your response.
You would need to add the instrument to the script and then use it's BarsInProgress index in an additional overload for the Enter and Exit methods. Please refer to the information at the following link: http://ninjatrader.com/support/helpG...nstruments.htm
Please let me know if you have any questions.
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