Support or custom for IB Order Algos

[joesandyego]

Hi,

I was wondering if there was any support in NT for the IB Order Algos (Accumulate/Distribute, etc...) either directly in NT or a custom script that is available. I saw a thread from about a year ago from NT support saying "No" but I thought that I would check again before writing the script.

If the answer is still "No" is there any example script out there that would provide a starting point. It needs to still work with Strategy Analyzer, etc... just like supported NT order types. My goal is to have NT treat the order as a block order (both Buy and Sell) and let IB handle splitting it up on both ends so I don't have to deal with managing 10's of small orders for every block order which sounds painful. This is for stocks..

Thanks.

[NinjaTrader_RyanM1]

Hi joesandyego,

There is unfortunately no support for IB Order Algos in NinjaTrader. If you wanted to program your own fill type for the strategy analyzer, you could look at the existing ones for guidance. You'll find these at:
Documents\NinjaTrader 7\bin\custom\type
@LiberalFillType.cs, @DefaultFillType.cs

If you need more control on order submission, you could work with unmanaged approach to submit, modify, and cancel orders exactly as you need.