Looking for sample code to track order status & strategy framework

[sinpeople]

Hi Folks,

I went through the 4 sample strategies coming with the NT8 installation package. All are using market order to get in a position when signal flags.

However, in my case, when a signal come, I place the order according to a predefined risk to control the loss. If the order cannot be filled within 3 bars from the triggering bar, the order is cancelled. On the other hand, when the order is filled, a stop loss and profit target order is in place automatically with the fill of either one to cancel the other.

I am looking for a flexible framework which already handles this such that I can focus on the market condition analyzer, trade condition analyzer and trade setup. I am looking for something which is similar to the attached package. (This package is with a purchase of an ebook on NT8. The author allows it to be shared under GPL license which is specified in the package). I need to look into several similar examples before making decision which way to go.

Thank you very much for your support.


Best Regards
David WANG


LaunchpadTradeSetupIndicatorFramework.zip

[bltdavid]

Take a look here,

https://ninjatrader.com/support/forum/forum/ninjascript-file-sharing/ninjascript-file-sharing-discussion/1131607-ninjatrader-8-un-managed-approach-open-source-strategy-framework

[NinjaTrader_Jim]

Hello David,

Thanks for your post.

You may also wish to view our SampleOnOrderUpdate strategy which demonstrates using OnOrderUpdate, OnExecutionUpdate, and Order objects. This example uses Exit methods of the Managed Approach, and Exit methods are not OCO tied.

If you would like to have full control over OCO, you could consider using the Unmanaged Approach, and the example I attached here follows the same practices that are done in SampleOnOrderUpdate, but with the Unmanaged Approach. I recommend viewing SampleOnOrderUpdate to get a complete understanding on how Order object handling is performed and how to use OnOrderUpdate/OnExecutionUpdate before trying this with Unmanaged.

SampleOnOrderUpdate - https://ninjatrader.com/support/help...and_onexec.htm

We look forward to assisting.