Trading on level 2 values

[chancehero]

thank you so much !

these answers are very precises and to the point ! definitely you are a great addition to the NT forum team.

[NinjaTrader_ChelseaB]

Hi chancehero,

Thank you for the compliment.

Please let me know if I can still be of assistance.

[chancehero]

ok next question:
so im recording lvl 2 data, execution data and I have to go and turn on every strategy on every night. thats not really a problem, what is the problem is that Im recording 180 ish instuments and I have to start them all.
is there any way that I can have 1 strategy go through all the instrument in my instrument manager list ?

[NinjaTrader_ChelseaB]

Hi chancehero,

While its not possible to directly run a strategy over the Master Instrument list, it is possible to run a strategy over user made instrument lists (such as the default list or the pre-made Dow 30 list or any custom user lists.

To do this:

• Click the Strategies tab in the Control Center
• Right-click the gray area in the Strategies tab -> select New Strategy...
• In the Data series section click the value for Instruments(s)
• Check the radio button for Instrument list -> select the Instrument list from the drop-down
• Change any other settings you would like including the Strategy
• Click OK

Also, you could create a list in the Instrument Manager that contains all instruments.

Below is a link to the help guide on Instrument Lists.

http://www.ninjatrader.com/support/helpGuides/nt7/instrument_lists.htm

[chancehero]

yeah. this was what I was going, but having to enable 180+ strategies everyday, is annoying, do you know of a way to start all strategies at the same time ? instead of clicking one by one?

[NinjaTrader_ChelseaB]

Hi chancehero,

Try the following:

• In the Strategies tab click on the grey area or on a strategy to give the Strategies tab focus
• On your keyboard hit Ctrl + A to select all strategies
• Right-click any strategy while they are all selected -> select Enable

Let me know if this does not work for you.

[chancehero]

nice ! 10 minutes saved !

[chancehero]

shorting,

hi,

so I starting working on some strats about shorting and apparently I suck I imputing the right commands in it.

NOTE:
1) im working in unmanaged,
2) I want to short a future at a limit price, at the bid.
3) I want to place my profit and stop loss target, but im not sure what to place.
help.
4) and then to change the stop loss and profit target if something arrises.

[NinjaTrader_CalH]

Hi Chancehero,

Stop loss orders are placed as stop limit orders and profit targets are placed as limit orders.

You will need to have your strategy actively check when you need to adjust those orders by using ChangeOrder() to adjust the price of those orders.

[chancehero]

so examples:

I place my orders;
enter_short = SubmitOrder(0, OrderAction.SellShort, OrderType.Limit, trade_quantity, enter_price, 0, "", "Enter short");

stop_target_short = SubmitOrder(0, OrderAction.BuyToCover, OrderType.StopLimit,trade_quantity,stop_price,stop _price,"","Stop target short");

profit_target_short = SubmitOrder(0, OrderAction.BuyToCover, OrderType.Limit,trade_quantity,profit_price,0,""," profit target");

and chagne them using :
ChangeOrder(profit_target_short, trade_quantity, profit_price, 0);
ChangeOrder(stop_target_short, trade_quantity, stop_price, stop_price);

does this make sense or will this generate errors?

[chancehero]

also, is there a post, or some very nice guy that has worked on a piece that deals with Iorder handling with errors, and other sorts of relatively boring , events :
NativeError
Possible values are:

ErrorCode.BrokerOrderError
ErrorCode.InvalidInstrument
ErrorCode.LoginFailed
ErrorCode.NoError
ErrorCode.NotConnected
ErrorCode.NotSupported
ErrorCode.OrderRejected
ErrorCode.Panic
ErrorCode.ServerConnectionIsBroken
ErrorCode.UnableToCancelOrder
ErrorCode.UnableToChangeOrder
ErrorCode.UnableToSubmitOrder
ErrorCode.UserAbort

and then
OverFill
**A bool value representing if the order is an overfill. For use when using Unmanaged orders and IgnoreOverFill

and the others possible order values?

if so post it here! would be great for everyone to get a good template to work with.

[NinjaTrader_CalH]

Chancehero,

The code looks good. If you are worried about errors, you can try using some of the debug methods to find out where one may be coming from and to test if your conditions are working and using the correct values.

First of all you would want to use Print() statements to verify values are what you expect - Debugging your NinjaScript code.

For strategies add TraceOrders = true to your Initialize() method and you can then view valuable output related to strategy submitted orders through Tools > Output window - TraceOrders

It may also help to add drawing objects to your chart for signal and condition confirmation - Drawing Objects.

[chancehero]

thanks,
(I ended up finding the problem that was giving me the error, + instead of a -)

dont reply to this:

http://www.ninjatrader.com/support/forum/showthread.php?t=46134

simple explanation about disconnect handling

[chancehero]

questions:

1) in instrument manager, I can make list, and so on, but it hella-annoying to make long list, always going back and forth.... what a pain, when I make a list, can I find it somewhere in the directory and the simply edit it in a text file? instead of using the editor? what will me the name of that file?

2) im using System.IO.StreamWriter to write lvl2 data to my hhd in the market depth , with

log_file_lvl2_book.WriteLine("{0},{1},{2},{3},{4},{5}",DateTime.Now.ToString("yyyy/MM/dd HH:mm:ss.fff"),
            Instrument.FullName, //and so on... 

and the close the program with

protected override void OnTermination() 
    {
        // Disposes resources used by the StreamWriter
        if (log_file_lvl2_book != null)
        {
            log_file_lvl2_book.Dispose();
            log_file_lvl2_book = null;
        } 

im using zen fire connection to run this code (since its free, and my connection with patsystem is just so so...), since I dont have to restart the strategy and can leave it run for the whole week, how can I make the program start recording into a new file when market open at 7pm (atlantic time), someone must of asked this question already.. any way if you can point me in the right direction that would be perfect.

thanks

[NinjaTrader_CalH]

Chancehero,

The Instrument is stored in the database file which would not be accessible unfortunately.

With the System.IO, you may want to use a time filter to tell the script when to close the current text file and start to write a new text file.

The link below is a reference sample on how to create a time filter in NinjaScript
http://www.ninjatrader.com/support/f...ead.php?t=3226

Let me know if I can be of further assistance.