Portfolio architecture

[SobrmNT8]

Hello,

I wanted to launch a query about different software architectures to create a portfolio in NT8.

So far I have been focused on creating strategies and creating the money management algorithm in each of them.

Now I'm exploring the best way to automate a portfolio consisting of these strategies.


Could I create a strategy that would take care of the money management of the entire portfolio and automatically launch the individual strategies with the assigned amounts (without having to open a Chart or go to the strategies tab)?
Could this be done with another piece of software?
Does NT8 have solutions to do this or would I have to code it from scratch?


I am relatively new to NT8 but have experience in C/C++ and before coding I wanted to ask.

Thanks in advanced.

[NinjaTrader_Gaby]

Hello SobrmNT8,

Thank you for your post.

Can you clarify what you mean by an automated portfolio?

If you are trying to automatically enable/start your strategies without doing so from the chart or strategies tab, unfortunately this is not possible. We intentionally require users to manually and consciously enable their strategies so they are 100% aware they are running. Changing the functionality intended by the developers is not supported.

To enable many strategies at a time, you can go the strategies tab of the Control Center, use Ctrl + A to select all strategies, then right-click and enable all at the same time.


You can also submit orders from an AddOn script instead, which could run automatically upon launching NinjaTrader.

AddOn Development - https://ninjatrader.com/support/help...t_overview.htm
CreateOrder - https://ninjatrader.com/support/helpGuides/nt8/createorder.htm
Submit - https://ninjatrader.com/support/help...nt8/submit.htm

Please let us know if you have any other questions.

[SobrmNT8]

Thank you for your response.

As automated portfolio I was referring to a wrapper containing some strategies where I can implement various portfolio algorithms.
Like balancing instruments, strategies, capital allocations to each strategy, connect and disconnect strategies,etc.


Thanks for the links to the AddOn script, at a quick glance I see that I could access the account data and market data from here.
Could the methods and indicators normally used in the strategies be accessed from the AddOn as well?
I don't see anything documented about this approach.


Thanks and regards!

[NinjaTrader_Gaby]

Hello,

Indicators cannot be called from AddOn, as AddOn does not support series. You will need to custom calculate all values and get the data from a BarsRequest.

BarsRequest - https://ninjatrader.com/support/help...arsrequest.htm

If you want to share methods with multiple scripts, you can use a partial class. Please see the sample script linked below demonstrating using a partial class.

https://forum.ninjatrader.com/forum/ninjatrader-8/indicator-development/1142334-is-it-possible-to-hide-an-indicator-from-the-list-in-the-indicator-window?p=1142340#post1142340

Please let me know if we can assist further.