ATM Strategy Inside NT Script

[piyushc]

Subject: Scalability & Controlling the Slippage Simultaneously

Hi

There have been a few threads with this title earlier but the following issue hasn't been clearly discussed in any of them. So let me present the case:
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First, the Variables:

Pre-defined:
Total Quantity (TQ): 10,000
Single Order Quantity (SOQ): 1000
No. of Iterations: (N) TQ/SOQ=10
Slippage (S): 0.10%

To Pick Soon after Signal Generation:
Get Current Bid
Get Current Bid Qty
Get Current Ask
Get Current Ask Qty
Last Trade Price before Signal Generated: PX

------------
As soon as the Trading Signal is generated, i would like to fire Single-Order Qty (1000) for No. of iterations (10) till it completes Total Order Qty (10,000) as long as the slippage from the PX does not exceed S=0.10%.

Now i'm a basic programmer going through your Hep section bit-by-bit.
My question is Not to ask you to code on my behalf but:
1. Can this be Coded?.
2. If yes, then can you please point me to the relevant sections where i should focus more?

Thank You

[NinjaTrader_PatrickH]

Hello piyushc,

Thank you for your post.

This would be possible to code as a strategy in NinjaTrader. There would not be a specifc item to point you to on this item, but I would suggest familiarizing yourself with NinjaScript. We have Premium Paid Educational events where you will join a NinjaScript expert for a pair of 6-8 hour long intensive courses designed to provide you with an in depth look at programming indicators and automated strategies through the use of NinjaScript:

http://www.ninjatrader.com/PremiumEducation.php

If you would like to take on learning NinjaScript on your own, we have a fully documented help guide which will help you get started with Ninja Script. You will find language references to all of the methods and functions you will be using. You will also see a tutorial section which will help you create your first indicator and get you started with some of these concepts.
A link to our Help Guide can be found below: http://www.ninjatrader.com/support/h...stribution.htm

I am also linking you to the Educational Resources section of the Help Guide to help you get started with NinjaScript: http://www.ninjatrader.com/support/h..._resources.htm

You will find Reference Samples online as well as some Tips and Tricks for both indicators and strategies:
Click here to see our NinjaScript Reference Samples: http://www.ninjatrader.com/support/f...splay.php?f=30
Click here to see our NinjaScript Tips: http://www.ninjatrader.com/support/f...ead.php?t=3229

These samples can be downloaded, installed and modified from NinjaTrader and hopefully serve as a good base for your custom works.

There is a also a growing library of user submitted custom indicators (100+) that can be downloaded from our support form. Please look in the NinjaScript File Sharing section of our support forum as you may find what you are looking for there: http://www.ninjatrader.com/support/f...splay.php?f=37

If you have limited time or programming capabilities, you can discuss your requirements with any of our certified NinjaScript consultants.
Click here for a list of certified NinjaScript Consultants: http://www.ninjatrader.com/Ecosystem/NonBroker.php#81

Please let me know if you have any questions.

[piyushc]

Well, that's pretty much your "entire" Help section.