When using the signalName parameter to create an order, such as: EnterLong("Test Long");
Does the text "Test Long" get sent to the broker?
I believe all futures exchanges have the ability to send a free form text (FFT) field with an order. (In fact I think they have 2 FFT fields, FFT1 and FFT2. At least the CME does.) This FFT comes back to you on the order confirmation. If you have multiple systems running against one broker account, you can output execution data into excel and group by FFT to get a PnL for each system.
If your answer is that it depends on the broker technology, then is it possible with TT? I'm sure other brokers use this FFT for their own purposes, but TT should not.
If your answer is a complete no, then is there an undocumented method?
And, again, if your answer is still no (as I suspect), then as long as we don't conflict with the brokers internal use of this FFT field (which we could coordinate with the broker), there should be no reason why Ninja shouldn't allow us to utilize this extra field for internal administration of system results. I think many, many users, if they knew they could do this, would want this.
Dierk: Add 2 simple flags: UseSignalNameForFFT1 (T/F) and UseSignalNameForFFT2 (T/F).
BigD
Does the text "Test Long" get sent to the broker?
I believe all futures exchanges have the ability to send a free form text (FFT) field with an order. (In fact I think they have 2 FFT fields, FFT1 and FFT2. At least the CME does.) This FFT comes back to you on the order confirmation. If you have multiple systems running against one broker account, you can output execution data into excel and group by FFT to get a PnL for each system.
If your answer is that it depends on the broker technology, then is it possible with TT? I'm sure other brokers use this FFT for their own purposes, but TT should not.
If your answer is a complete no, then is there an undocumented method?
And, again, if your answer is still no (as I suspect), then as long as we don't conflict with the brokers internal use of this FFT field (which we could coordinate with the broker), there should be no reason why Ninja shouldn't allow us to utilize this extra field for internal administration of system results. I think many, many users, if they knew they could do this, would want this.
Dierk: Add 2 simple flags: UseSignalNameForFFT1 (T/F) and UseSignalNameForFFT2 (T/F).
BigD
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