Risk Aversion Switch

[NinjaTrader_Jim]

Hello GTBrooks,

I am stating that if you want to fetch Instrument Initial Margin in your script that is consistent with your broker's configs, you could take the same approach you are doing, but reference a Risk template that you create instead referencing the pre-made Risk template.

I have submitted a feature request on your behalf to be able to get instrument margin and other risk settings straight from your broker. The ticket ID is SFT-3796.

We collect interest in feature requests before determining if the feature should be implemented. For that reason we cannot offer an ETA or promise of fulfillment. Upon implementation, the number for the ticket ID can be publicly found in the Release Notes page of the help guide. I will provide a link below.

Release Notes - https://ninjatrader.com/support/help...ease_notes.htm

Please let us know if you have any questions.

[GTBrooks]

Thank you for all your Help. I finished polishing the code. Do not use this code. It is NOT approved for use in NinjaTrader 8. Thank you again for all your help. I will follow the Ticket to see if Forex.com ever automate their Margin Requirements.

//This namespace holds Strategies in this folder and is required. Do not change it. 
namespace NinjaTrader.NinjaScript.Strategies.AlanStrategies
{
    public class StrategyNameHere : Strategy
    {

        private Account account;

        protected override void OnStateChange()
        {

            if (State == State.SetDefaults)
            {
                ProfitTargetPips                = 1;
                TrailingStopLossPips                = 1;
                StopLossPips                    = 1;
            }
            else if (State == State.Configure)
            {

            }
            else if (State == State.DataLoaded)
            {

                SetProfitTarget("", CalculationMode.Pips, (ProfitTargetPips + TrailingStopLossPips + StopLossPips));
                SetTrailStop("", CalculationMode.Pips, (TrailingStopLossPips + StopLossPips), false);
                SetStopLoss("", CalculationMode.Pips, StopLossPips, false);

        }

        protected override void OnBarUpdate()
        {

            if(CurrentBar < 1) return;    

            if (Close[0] > Close[1])
            && ((Account.Get(AccountItem.CashValue, Currency.UsDollar) * 0.85) - (Account.Get(AccountItem.InitialMargin, Currency.UsDollar))) >= (Math.Max( (int) Math.Floor(( (Account.Get(AccountItem.CashValue, Currency.UsDollar) / 18) / (Risk.Get("GTB ForexDotCom").ByMasterInstrument[Instrument.MasterInstrument].InitialMargin) )), 0 ) * (Risk.Get("GTB ForexDotCom").ByMasterInstrument[Instrument.MasterInstrument].InitialMargin))
            && (SystemPerformance.LongTrades.TradesPerformance.ProfitFactor >= 1)
            && (PositionAccount.Quantity = Position.Quantity))    
            {
                EnterLong((Math.Max( (int) Math.Floor( (Account.Get(AccountItem.CashValue, Currency.UsDollar) / 18) / (Risk.Get("GTB ForexDotCom").ByMasterInstrument[Instrument.MasterInstrument].InitialMargin) ), 0 ) * 1000), "");
            }

            if (Close[0] <= Close[1]))    
            {
                ExitLong(Position.Quantity);
            }

            if (Close[0] < Close[1])
            && ((Account.Get(AccountItem.CashValue, Currency.UsDollar) * 0.85) - (Account.Get(AccountItem.InitialMargin, Currency.UsDollar))) >= Math.Max( (int) Math.Floor(( (Account.Get(AccountItem.CashValue, Currency.UsDollar) / 18) / (Risk.Get("GTB ForexDotCom").ByMasterInstrument[Instrument.MasterInstrument].InitialMargin) )), 0 ) * (Risk.Get("GTB ForexDotCom").ByMasterInstrument[Instrument.MasterInstrument].InitialMargin)
            && (SystemPerformance.ShortTrades.TradesPerformance.ProfitFactor >= 1)
            && (PositionAccount.Quantity = Position.Quantity))    
            {            
                EnterShort((Math.Max( (int) Math.Floor( (Account.Get(AccountItem.CashValue, Currency.UsDollar) / 18) / (Risk.Get("GTB ForexDotCom").ByMasterInstrument[Instrument.MasterInstrument].InitialMargin) ), 0 ) * 1000), "");
            }

            if (Close[0] >= Close[1]))    
            {
                ExitShort(Position.Quantity);
            }

        }

    }

        #region Properties

        [NinjaScriptProperty]
        [Range(1, int.MaxValue)]
        [Display(Name="ProfitTargetPips", Description="ProfitTarget set in Pips", Order=0, GroupName="Parameters")]
        public int ProfitTargetPips
        { get; set; }

        [NinjaScriptProperty]
        [Range(1, int.MaxValue)]
        [Display(Name="TrailingStopLossPips", Description="TrailingStopLoss set in Pips", Order=0, GroupName="Parameters")]
        public int TrailingStopLossPips
        { get; set; }

        [NinjaScriptProperty]
        [Range(1, int.MaxValue)]
        [Display(Name="StopLossPips", Description="StopLoss set in Pips", Order=0, GroupName="Parameters")]
        public int StopLossPips
        { get; set; }

        #endregion

    }
}