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Automated Order Entry and Management question
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Automated Order Entry and Management question
I have already designed and coded the way I would like my automated strategy to compute data from an instrument, now I need to figure out how my orders will be handled in the market. I have 2 questions: 1. does NinjaTrader have automated stop-loss and trailing-stop capability? 2. What sort of methods/classes will I need to know to code this part of the strategy?
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milemke08, there would be several available, easist to get started with would be the Set() methods - a good reference on working with those would be found here - http://www.ninjatrader.com/support/f...ead.php?t=3222
For more control and flexibility the Exit() methods would be recommended, they would also further allow you access to all order properties via the IOrder interface - http://www.ninjatrader.com/support/h...nt7/iorder.htm
To get started with those more advanded techniques, please check into this sample's content -
The OnOrderUpdate() and OnExecution() methods are reserved for experienced programmers. Instead of using Set() methods to submit stop-loss and profit target orders, you can submit and update them manually through the use of IOrder and IExecution objects in the OnOrderUpdate() and OnExecution() methods. The OnOrderUpdate()
Generally this documentation on all order methods in NinjaTrader would be good background as well for your work - http://www.ninjatrader.com/support/h...er_methods.htm
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