Ask and Bid prices in the same strategy

[ronenk]

Hi,

How can I open order (buy) by Ask price but close it by Bid price?

Now when I do EnterLong()\ExitLong() it always use Bid price?

Thanks,
Ronen

[NinjaTrader_PatrickH]

Hello ronenk,

Thank you for your post.

You can use GetCurrentAsk() and GetCurrentBid() to pull the price levels you wish, and then submit the orders to the side you wish to enter.
For example:

			if (Close[0] > Open[0])
				EnterLongStop(GetCurrentAsk());
			if (Close[0] < Open[0])
				ExitLongStop(GetCurrentBid());

[ronenk]

How can I get value of bar on script init

Hi,

Thanks for your previous answer.

Now I have another problem:

I need to get open/high/low/close price of bar for specified time, for different instrument, for example:

OnConfigure I add new data series

else if (State == State.Configure)
{
AddDataSeries("6A 06-16", Data.BarsPeriodType.Minute, 1, Data.MarketDataType.Ask);
AddDataSeries("6B 06-16", Data.BarsPeriodType.Minute, 1, Data.MarketDataType.Ask);
}

and on (State == State.DataLoaded)

I need to be able to get price for bar that was in the past, for example 2016.4.27 10:00 for data serie 1:

int bar_no = CurrentBars[1] - BarsArray[1].GetBar(new DateTime(2016,4,27,10,00,00))
Print(Times[1][bar_no]);


This returns error, because Times[1] has no bars? but BarsArray[1].GetBar(new DateTime(2016,4,27,10,00,00) returns some integer number.


Some how do I get price per instrument per time at State.DataLoaded state?

Thanks!

[NinjaTrader_ZacharyG]

Hello ronenk,

The earliest you would be able to check for this is in State.Transition.

All historical data will need to be processed by the script first before it can retrieve the historical bar located at the bar index you are obtaining with GetBar().

[ronenk]

How to I remove a timeseries?

I need to get data from different dataseries and I don't want to load them all at once, I need to load them dynamically, add data series, do some actions, remove data series... If i load all (there're more than 100 my computers stucks...)

How can I do it?

Is there something like:
RemoveDataSeries(id); ? that will remove it from memory.

thanks

[NinjaTrader_ZacharyG]

Hello ronenk,

Unfortunately, there isn't a way to dynamically add or remove data series. We are currently tracking such a feature request with the tracking ID of SFT-882.

I will add your vote to this feature request.

Please, let us know if we may be of further assistance.

[ronenk]

Restart strategy

Thanks for your answer,

If I cannot dynamically add or remove data series, I can solve it if I could restart strategy, so it'll run (State == State.Configure) part.

Is there any way to automatically restart strategy from inside itself?

For example:

else if (State == State.Configure)
{

AddDataSeries("6E 06-16", Data.BarsPeriodType.Minute, 1,Data.MarketDataType.Ask);

} else if (State == State.DataLoaded) {
// Do some actions with loaded data

StrategyRestart();


}


Thanks,
Ronen

[ronenk]

So is there any way to restart strategy?

So is there any way to restart strategy?

[NinjaTrader_PatrickH]

Hello ronenk,

Thank you for your patience.

There would not be any supported means within NinjaScript to restart the strategy within itself.