Strategy to include manual action at start

[Sylvestro]

I am trying to adapt my automatic strategy to include a manual action when starting the strategy to open a long or short position and from that point the automatic trading in the startegy must take over. I have been looking at the different synchronize possibilities, but that does not give me the wanted result. Among the problems I encountered are the fact that my automatic trading is with CalculateOnBarClose = true and the fact that I limit the buy or sell signal to a single event with a crossover signal. But I need to keep both these conditions for my strategy to work as required. Any help will be much appreciated. I have attached an example of the autotrading part.

Thank you.

[Sylvestro]

Sorry, should have mentioned that I am linked with Interactive Brokers...

[NinjaTrader_Joydeep]

Hello Sylvestro,
You can add a button in your strategy which you can further custom code for any manual control. Please refer to this code which demonstrates how to add custom buttons in your strategy http://ninjatrader.com/support/forum...atid=5&lpage=1

[Sylvestro]

Thanks, I will have a look to integrate it.

[Sylvestro]

One problem I am thinking of integrating the buttons in my strategy is that my strategy works with CalculateOnBarClose = true. Since I want an immediate reaction pushing the button, how could I solve this?
Is making 2 separate strategies a solution? Is it then sufficient to use the same iOrder names in both strategies?

[NinjaTrader_Joydeep]

Hello Sylvestro,
The button click event will be handled in its own methods and thus independent of the CalculateONBarClose property (which is for the OnBarUpdate event.

You will be able to generate realtime button click.

[Sylvestro]

If I put CalculateOnBarClose = true in the button program it does not react immediatelly, because the action is started under OnBarUpdate. I did the EnterLong as shown below.

protectedoverridevoid OnBarUpdate()
{
.............
///
/// Now Make Your Make Your Entry Here
//
if (btnManual.Text != "LONG"
&& (Low[0] < Low[1] || High[0] > High[1]))
{
EnterLong();
}

[NinjaTrader_Joydeep]

Hello Sylvestro,
In such event you have to set CalculateOnBarClose to false.

You can separate the realtime logic and the Calculate on bar close logic using the FirstTickOfBar property. Please refer to this sample code which demonstrates it

http://ninjatrader.com/support/forum/showthread.php?t=19387

[Sylvestro]

I will have a look...
Thanks

[Sylvestro]

I have integrated the buttons and all seem to work except for one "little?" problem.
I am using the iOrder like this:
Initialisation:
private IOrder fOrderLong = null;
private IOrder fStopLong = null;
private IOrder fOrderShort = null;
private IOrder fStopShort = null;
OnBarUpdate:
if (btnManual.Text != "LONG" && (Low[0] < Low[1] || High[0] > High[1]) && fOrderLong == null)
fOrderLong = EnterLong(futurecontracts,"fOrderLong");
if (btnEntry.Text != "SHORT" && (Low[0] < Low[1] || High[0] > High[1]) && fOrderShort == null)
fOrderShort = EnterShort(futurecontracts, "fOrderShort");

Communicating this with IB, for an enter long for example, it first closes an existing short position and then opens the long position. This is OK for my strategy (but I would prefer to handle the closing myself).
Starting a strategy I understand that the last position is calculated and allowing here only an opposite entry. Which is OK for the automatic trading part, but a problem with the manual buttons. Because I can only start with the button that trades against the last position. With a flat position I want to be able to start both a long or short trade with the buttons.
Hope this is clear enough. Thanks for helping.

[NinjaTrader_RyanM1]

Sylvestro,

If you did not want reversals, you can add a condition to your Enter statements that checks position. Submit them only when the strategy position is flat.

if (Position.MarketPosition == MarketPosition.Flat)
//submit enter orders here.

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

[Sylvestro]

I will try it, but as far as I used it before and using CalculateOnBarClose = true it delays opening a trade one bar, which is what I do not want.
Using the button example I now have an error message where I hope you can help. It gives the same error in the original when trying a back test:
Failed to call method 'Initialize' for strategy '_aaa_entry_at_good_price/eced24f3aa3045f2aec4546a7f8e5798': Object reference not set to an instance of an object.
Thanks for helping...

The error seems to exist in the initialize() part, but I can't see what it is.

I have also tested with Position.MarketPosition == MarketPosition.Flat, but as expected, the buy and sell signals are delayed with an extra bar, reducing the profit to 3 times less.

Is there no "simple?" way to say within the same OnBarUpdate(): close an existing position, wait for a confirmation that it is closed and then open the new position?

[NinjaTrader_Joydeep]

Hello Sylvestro,
Can you send a toy NinjaScript code* replicating the behavior to support[AT]ninjatrader[DOT]com

Please append Attn:Joydeep in the subject line of the email and give a reference of this thread in the body of the email.

I look forward to assisting you further.

*The "toy" just means something that is a stripped down version that isn't necessarily the whole logic. It makes things easier to rout out.

[RodS7]

placement of buttons

This is really nit-picky, but does anyone know if a button can be placed at the furthest LEFT position of the tool bar?

[Sylvestro]

I have tried many different things now and still not getting what I want to do.
Clearly an automatic strategy that is started and not touched works fine.
But what I want to have and I assume many others with me is a strategy that I can interfere with for opening or closing a position manually while the automated strategy takes over after the manual action. I am not a specialist programmer, but ususally I manage to create what I want to do. But now I am lost...
I will keep trying and if I end up with something working I will post it here.
Is there somewhere a real working example of what I am looking for that can help me?
Thanks for helping...