Is it a good idea to flat account using NTDLL or OIF?

[clearpicks]

Hello,

Since NT strategy can not detect the account position, I am thinking about using NTDLL to retrieve true account position and orders at the beginning of strategy run so as to sync correctly. For example, it may use specially coded ocoId prefix to identify different strategy instances. Is this a good workaround solution, or I missed something? Why NT does not provide native API calls to retrieve account level position and order arrays since all these can be done using NTDLL?

- Clearpicks

[NinjaTrader_Brett]

Hello,

This is the NinjaTrader strategy model. As if this was exposed you would never be able to run multiple strategies as theres no way to confirm this number to what strategies make up what qty's, etc. etc. What belongs where, with out model each strategy has its own internal strategy position and this is the most elegant solution at this time.

You may be able to do this however this would be unsupported.

Let me know if I can be of further assistance.

[tinfoilhat]

Using NT DLL to trade multiple strategies through TradeStation

I have multiple TradeStation strategies that I would like to trade through NinjaTrader. I currently have only 1 account number to trade into with my broker, but I need to be able to segregate what each strategy is doing. I tried using the following NTCommand call in TradeStation to specify each strategy:

NTCommand("Place",Acct,Action,Qty,"Market",0,0,TIF ,"",OrderID,"",StrategyID);

where I passed a unique StrategyID. In the NT log it says my order is rejected and that the specified StrategyID does not exist. Am I correct in assuming that it's looking for an existing ATM strategy with name <StrategyID> and not finding it?

I do not want to use the ATM strategy functionality since this is being managed within the TradeStation strategies I've already written. So that I can keep track of each Strategy/Posiition (where in some cases I'm trading the same instrument in different strategies), do I need to setup a unique account with my broker for each strategy/market pair that I'm trading?


Thanks,

Tinfoilhat

[NinjaTrader_Brett]

Hello,

Thanks for your note.

where I passed a unique StrategyID. In the NT log it says my order is rejected and that the specified StrategyID does not exist. Am I correct in assuming that it's looking for an existing ATM strategy with name <StrategyID> and not finding it?

Brett; This is correct.

I do not want to use the ATM strategy functionality since this is being managed within the TradeStation strategies I've already written. So that I can keep track of each Strategy/Posiition (where in some cases I'm trading the same instrument in different strategies), do I need to setup a unique account with my broker for each strategy/market pair that I'm trading?

Unfortunaley this would be the case, or transfer your strategies over into NinjaScript so that you can manage them seperately in NinjaTrader.

Let me know if I can be of further assistance.