How do you set Strategy builder to scale out at profit targets?

[JTizz]

I don't know. How do I determine each of your questions?

[JTizz]

What does this tell me?

[NinjaTrader_ChelseaB]

Hello JTizz,

The CPU resource utilization can be viewed in the NinjaScript Utilization monitor.

The Calculate setting can be viewed in the Strategy window in the parameters in the Setup section, or the default used in the Strategy Analyzer is set in the script code in OnStateChange when State is State.SetDefaults.

Added series are in the code in OnStateChange() in State.Configure.

OnMarketData() and OnMarketDepth() can be added anywhere within the scope of the class. (If this is a script you wrote, and didn't add these method overrides, likely they are not in the code)



The screenshot is showing that there aren't any scripts that at the moment you opened the utilization monitor that are using a high amount of resources.
Are you currently experiencing the behavior when that screenshot was taken?

[JTizz]

Can a ATM strategy be placed /used as part of strategy builder?

[JTizz]

Can code from ATM be placed in Strategy Builder?

[JTizz]

Can you provide any information, videos, link or other info on how to adjust stop to entry after target 1 is hit in strategy builder?

[NinjaTrader_ChelseaB]

Hello JTizz,

Atm Strategy methods cannot be used in the Strategy Builder as these are advanced tools.

Below are links to the help guide.

https://ninjatrader.com/support/helpGuides/nt8/using_atm_strategies.htm

https://ninjatrader.com/support/helpGuides/nt8/atm_strategy_methods.htm

Set methods cannot be updated when using the Strategy Builder as these are set in State.Configure.

However, it is possible to use exit methods and change the price of these for custom exit movement behavior.

Below are links to examples in the Strategy Builder and examples that are in unlocked scripts.

https://ninjatrader.com/support/forum/forum/suggestions-and-feedback/suggestions-and-feedback-aa/103992-request-breakeven-functions-in-strategy-builder?p=806596#post806596

https://ninjatrader.com/support/forum/forum/ninjatrader-8/platform-technical-support-aa/97419-priceos-cs-expecting?p=802269#post802269

[PaulMohn]

Hello Community,

This is a commonly requested example for the Strategy Builder so I've made a similar script still locked for editing with the strategy builder.

ScaleOutBuilderExample_NT8.zip

[ATTACH]n1221604[/ATTACH]

Hello NinjaTrader_ChelseaB

Why is the 3rd order never submitted in this version?

EnterLong(Convert.ToInt32(DefaultQuantity), @"longEntry3");

How to get it to submit any number of orders?

Solution:

if (State == State.SetDefaults)
{

EntriesPerDirection = 3;

#region Using declarations
using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.ComponentModel.DataAnnotations;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using System.Windows;
using System.Windows.Input;
using System.Windows.Media;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Gui;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Gui.SuperDom;
using NinjaTrader.Gui.Tools;
using NinjaTrader.Data;
using NinjaTrader.NinjaScript;
using NinjaTrader.Core.FloatingPoint;
using NinjaTrader.NinjaScript.Indicators;
using NinjaTrader.NinjaScript.DrawingTools;
#endregion

//This namespace holds Strategies in this folder and is required. Do not change it.
namespace NinjaTrader.NinjaScript.Strategies
{
    public class ScaleOutBuilderExample : Strategy
    {
        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Description                                    = @"";
                Name                                        = "ScaleOutBuilderExample";
                Calculate                                    = Calculate.OnBarClose;
                EntriesPerDirection                            = 2;
                EntryHandling                                = EntryHandling.AllEntries;
                IsExitOnSessionCloseStrategy                = true;
                ExitOnSessionCloseSeconds                    = 30;
                IsFillLimitOnTouch                            = false;
                MaximumBarsLookBack                            = MaximumBarsLookBack.TwoHundredFiftySix;
                OrderFillResolution                            = OrderFillResolution.Standard;
                Slippage                                    = 0;
                StartBehavior                                = StartBehavior.ImmediatelySubmitSynchronizeAccount;
                TimeInForce                                    = TimeInForce.Gtc;
                TraceOrders                                    = false;
                RealtimeErrorHandling                        = RealtimeErrorHandling.StopCancelClose;
                StopTargetHandling                            = StopTargetHandling.PerEntryExecution;
                BarsRequiredToTrade                            = 20;
                // Disable this property for performance gains in Strategy Analyzer optimizations
                // See the Help Guide for additional information
                IsInstantiatedOnEachOptimizationIteration    = true;
            }
            else if (State == State.Configure)
            {
                SetTrailStop(@"longEntry2", CalculationMode.Ticks, 8, false);
            }
        }

        protected override void OnBarUpdate()
        {
            if (BarsInProgress != 0)
                return;

            if (CurrentBars[0] < 1)
                return;

             // Set 1
            if (Position.MarketPosition == MarketPosition.Flat)
            {
                EnterLong(Convert.ToInt32(DefaultQuantity), @"longEntry1");
                EnterLong(Convert.ToInt32(DefaultQuantity), @"longEntry2");
                EnterLong(Convert.ToInt32(DefaultQuantity), @"longEntry3");
                //EnterLong(Convert.ToInt32(DefaultQuantity), @"longEntry4");​
                //EnterLong(Convert.ToInt32(DefaultQuantity), @"longEntry5");​
                //EnterLong(Convert.ToInt32(DefaultQuantity), @"longEntry6");​
                //EnterLong(Convert.ToInt32(DefaultQuantity), @"longEntry7");​
            }
            
             // Set 2
            if ((Position.MarketPosition != MarketPosition.Flat)
                 && (BarsSinceEntryExecution(0, "", 0) == 2))
            {
                ExitLong(Convert.ToInt32(DefaultQuantity), @"longExit1", @"longEntry1");
                ExitLong(Convert.ToInt32(DefaultQuantity), @"longExit3", @"longEntry3");
            }
            
        }
    }
}

This other version too does not submit the 3rd order:

#region Using declarations
using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.ComponentModel.DataAnnotations;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using System.Windows;
using System.Windows.Input;
using System.Windows.Media;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Gui;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Gui.SuperDom;
using NinjaTrader.Gui.Tools;
using NinjaTrader.Data;
using NinjaTrader.NinjaScript;
using NinjaTrader.Core.FloatingPoint;
using NinjaTrader.NinjaScript.Indicators;
using NinjaTrader.NinjaScript.DrawingTools;
#endregion

//This namespace holds Strategies in this folder and is required. Do not change it.
namespace NinjaTrader.NinjaScript.Strategies
{
    public class ScaleOutBuilderExample : Strategy
    {
        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Description                                    = @"";
                Name                                        = "ScaleOutBuilderExample";
                Calculate                                    = Calculate.OnBarClose;
                EntriesPerDirection                            = 2;
                EntryHandling                                = EntryHandling.AllEntries;
                IsExitOnSessionCloseStrategy                = true;
                ExitOnSessionCloseSeconds                    = 30;
                IsFillLimitOnTouch                            = false;
                MaximumBarsLookBack                            = MaximumBarsLookBack.TwoHundredFiftySix;
                OrderFillResolution                            = OrderFillResolution.Standard;
                Slippage                                    = 0;
                StartBehavior                                = StartBehavior.ImmediatelySubmitSynchronizeAccount;
                TimeInForce                                    = TimeInForce.Gtc;
                TraceOrders                                    = false;
                RealtimeErrorHandling                        = RealtimeErrorHandling.StopCancelClose;
                StopTargetHandling                            = StopTargetHandling.PerEntryExecution;
                BarsRequiredToTrade                            = 20;
                // Disable this property for performance gains in Strategy Analyzer optimizations
                // See the Help Guide for additional information
                IsInstantiatedOnEachOptimizationIteration    = true;
            }
            else if (State == State.Configure)
            {
                SetTrailStop(@"longEntry2", CalculationMode.Ticks, 8, false);
            }
        }

        protected override void OnBarUpdate()
        {
            if (BarsInProgress != 0)
                return;

            if (CurrentBars[0] < 1)
                return;

             // Set 1
            if (Position.MarketPosition == MarketPosition.Flat)
            {
                for (int index = 1; index < 4; index++)
                {
                    EnterLong(Convert.ToInt32(DefaultQuantity), @"longEntry"+index);
                }
            }
            
             // Set 2
            if ((Position.MarketPosition != MarketPosition.Flat)
                 && (BarsSinceEntryExecution(0, "", 0) == 2))
            {
                ExitLong(Convert.ToInt32(DefaultQuantity), @"longExit1", @"longEntry1");
                ExitLong(Convert.ToInt32(DefaultQuantity), @"longExit3", @"longEntry3");
            }
            
        }
    }
}​

[PaulMohn]

Solution:

if (State == State.SetDefaults)
{

EntriesPerDirection = 3;

https://forum.ninjatrader.com/forum/ninjatrader-8/platform-technical-support-aa/1121055-problem-to-submit-2-buy-orders-at-the-same-time-for-different-profit-targets?p=1121063#post1121063

Time Category Message
27/07/2024 10:51:04 Execution Execution='ea50c6a975e549c79cc83f59ca7c6014' Instrument='NQ 09-24' Account='Sim101' Exchange=Default Price=19208 Quantity=1 Market position=Short Operation=Operation_Add Order='c67e8c5b8da64318b88845191cfffd1c' Time='7/27/2024 10:51 AM'
Time Category Message
27/07/2024 10:51:04 Order Order='c67e8c5b8da64318b88845191cfffd1c/Sim101' Name='Trail stop' New state='Filled' Instrument='NQ 09-24' Action='Sell' Limit price=0 Stop price=19208 Quantity=1 Type='Stop Market' Time in force=GTC Oco='' Filled=1 Fill price=19208 Error='No error' Native error=''
Time Category Message
27/07/2024 10:51:04 Order Order='c67e8c5b8da64318b88845191cfffd1c/Sim101' Name='Trail stop' New state='Working' Instrument='NQ 09-24' Action='Sell' Limit price=0 Stop price=19208 Quantity=1 Type='Stop Market' Time in force=GTC Oco='' Filled=0 Fill price=0 Error='No error' Native error=''

Time Category Message
27/07/2024 10:49:42 Order Order='c67e8c5b8da64318b88845191cfffd1c/Sim101' Name='Trail stop' New state='Accepted' Instrument='NQ 09-24' Action='Sell' Limit price=0 Stop price=19208 Quantity=1 Type='Stop Market' Time in force=GTC Oco='' Filled=0 Fill price=0 Error='No error' Native error=''

Time Category Message
27/07/2024 10:49:42 Order Order='c67e8c5b8da64318b88845191cfffd1c/Sim101' Name='Trail stop' New state='Change submitted' Instrument='NQ 09-24' Action='Sell' Limit price=0 Stop price=19208 Quantity=1 Type='Stop Market' Time in force=GTC Oco='' Filled=0 Fill price=0 Error='No error' Native error=''

Time Category Message
27/07/2024 10:49:35 Order Order='c67e8c5b8da64318b88845191cfffd1c/Sim101' Name='Trail stop' New state='Accepted' Instrument='NQ 09-24' Action='Sell' Limit price=0 Stop price=19207 Quantity=1 Type='Stop Market' Time in force=GTC Oco='' Filled=0 Fill price=0 Error='No error' Native error=''

Time Category Message
27/07/2024 10:49:35 Order Order='c67e8c5b8da64318b88845191cfffd1c/Sim101' Name='Trail stop' New state='Change submitted' Instrument='NQ 09-24' Action='Sell' Limit price=0 Stop price=19207 Quantity=1 Type='Stop Market' Time in force=GTC Oco='' Filled=0 Fill price=0 Error='No error' Native error=''

Time Category Message
27/07/2024 10:49:26 Order Order='c67e8c5b8da64318b88845191cfffd1c/Sim101' Name='Trail stop' New state='Accepted' Instrument='NQ 09-24' Action='Sell' Limit price=0 Stop price=19206.25 Quantity=1 Type='Stop Market' Time in force=GTC Oco='' Filled=0 Fill price=0 Error='No error' Native error=''

Time Category Message
27/07/2024 10:49:26 Position Instrument='NQ 09-24' Account='Sim101' Average price=19208.25 Quantity=2 Market position=Long Operation=Update

Time Category Message
27/07/2024 10:49:26 Order Order='c67e8c5b8da64318b88845191cfffd1c/Sim101' Name='Trail stop' New state='Submitted' Instrument='NQ 09-24' Action='Sell' Limit price=0 Stop price=19206.25 Quantity=1 Type='Stop Market' Time in force=GTC Oco='' Filled=0 Fill price=0 Error='No error' Native error=''

Time Category Message
27/07/2024 10:49:26 Execution Execution='c0df2580255c4a6280f2a84389a9f315' Instrument='NQ 09-24' Account='Sim101' Exchange=Default Price=19208.25 Quantity=1 Market position=Long Operation=Operation_Add Order='df082677da8f413999d18e19d209558b' Time='7/27/2024 10:49 AM'

Time Category Message
27/07/2024 10:49:26 NinjaScript NinjaScript strategy 'ScaleOutBuilderExample/333554126' submitting order

Time Category Message
27/07/2024 10:49:26 Order Order='df082677da8f413999d18e19d209558b/Sim101' Name='longEntry2' New state='Filled' Instrument='NQ 09-24' Action='Buy' Limit price=0 Stop price=0 Quantity=1 Type='Market' Time in force=GTC Oco='' Filled=1 Fill price=19208.25 Error='No error' Native error=''

Time Category Message
27/07/2024 10:49:26 Position Instrument='NQ 09-24' Account='Sim101' Average price=19208.25 Quantity=1 Market position=Long Operation=Operation_Add

Time Category Message
27/07/2024 10:49:26 Execution Execution='add45875dd1c427b98d6ba2bcf8a6ddf' Instrument='NQ 09-24' Account='Sim101' Exchange=Default Price=19208.25 Quantity=1 Market position=Long Operation=Operation_Add Order='262ceeaaec76441ca8c41d2b25a333b3' Time='7/27/2024 10:49 AM'

Time Category Message
27/07/2024 10:49:26 Order Order='262ceeaaec76441ca8c41d2b25a333b3/Sim101' Name='longEntry1' New state='Filled' Instrument='NQ 09-24' Action='Buy' Limit price=0 Stop price=0 Quantity=1 Type='Market' Time in force=GTC Oco='' Filled=1 Fill price=19208.25 Error='No error' Native error=''

Time Category Message
27/07/2024 10:49:26 Order Order='df082677da8f413999d18e19d209558b/Sim101' Name='longEntry2' New state='Working' Instrument='NQ 09-24' Action='Buy' Limit price=0 Stop price=0 Quantity=1 Type='Market' Time in force=GTC Oco='' Filled=0 Fill price=0 Error='No error' Native error=''

Time Category Message
27/07/2024 10:49:26 Order Order='262ceeaaec76441ca8c41d2b25a333b3/Sim101' Name='longEntry1' New state='Working' Instrument='NQ 09-24' Action='Buy' Limit price=0 Stop price=0 Quantity=1 Type='Market' Time in force=GTC Oco='' Filled=0 Fill price=0 Error='No error' Native error=''

Time Category Message
27/07/2024 10:49:26 Order Order='df082677da8f413999d18e19d209558b/Sim101' Name='longEntry2' New state='Accepted' Instrument='NQ 09-24' Action='Buy' Limit price=0 Stop price=0 Quantity=1 Type='Market' Time in force=GTC Oco='' Filled=0 Fill price=0 Error='No error' Native error=''

Time Category Message
27/07/2024 10:49:25 Order Order='262ceeaaec76441ca8c41d2b25a333b3/Sim101' Name='longEntry1' New state='Accepted' Instrument='NQ 09-24' Action='Buy' Limit price=0 Stop price=0 Quantity=1 Type='Market' Time in force=GTC Oco='' Filled=0 Fill price=0 Error='No error' Native error=''

Time Category Message
27/07/2024 10:49:25 Order Order='df082677da8f413999d18e19d209558b/Sim101' Name='longEntry2' New state='Submitted' Instrument='NQ 09-24' Action='Buy' Limit price=0 Stop price=0 Quantity=1 Type='Market' Time in force=GTC Oco='' Filled=0 Fill price=0 Error='No error' Native error=''

Time Category Message
27/07/2024 10:49:25 NinjaScript NinjaScript strategy 'ScaleOutBuilderExample/333554126' submitting order

Time Category Message
27/07/2024 10:49:25 Order Order='262ceeaaec76441ca8c41d2b25a333b3/Sim101' Name='longEntry1' New state='Submitted' Instrument='NQ 09-24' Action='Buy' Limit price=0 Stop price=0 Quantity=1 Type='Market' Time in force=GTC Oco='' Filled=0 Fill price=0 Error='No error' Native error=''

Time Category Message
27/07/2024 10:49:25 NinjaScript NinjaScript strategy 'ScaleOutBuilderExample/333554126' submitting order

[PaulMohn]

https://forum.ninjatrader.com/forum/ninjatrader-8/platform-technical-support-aa/1121055-problem-to-submit-2-buy-orders-at-the-same-time-for-different-profit-targets?p=1121063#post1121063

#region Using declarations
using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.ComponentModel.DataAnnotations;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using System.Windows;
using System.Windows.Input;
using System.Windows.Media;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Gui;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Gui.SuperDom;
using NinjaTrader.Gui.Tools;
using NinjaTrader.Data;
using NinjaTrader.NinjaScript;
using NinjaTrader.Core.FloatingPoint;
using NinjaTrader.NinjaScript.Indicators;
using NinjaTrader.NinjaScript.DrawingTools;
#endregion

//This namespace holds Strategies in this folder and is required. Do not change it.
namespace NinjaTrader.NinjaScript.Strategies
{
    public class MultiTargetStopTest : Strategy
    {
        protected override void OnStateChange()
        {
            if (State == State.SetDefaults)
            {
                Description                                    = @"Enter the description for your new custom Strategy here.";
                Name                                        = "MultiTargetStopTest";
                Calculate                                    = Calculate.OnBarClose;
                EntriesPerDirection                            = 3;
                EntryHandling                                = EntryHandling.AllEntries;
                IsExitOnSessionCloseStrategy                = true;
                ExitOnSessionCloseSeconds                    = 30;
                IsFillLimitOnTouch                            = false;
                MaximumBarsLookBack                            = MaximumBarsLookBack.TwoHundredFiftySix;
                OrderFillResolution                            = OrderFillResolution.Standard;
                Slippage                                    = 0;
                StartBehavior                                = StartBehavior.WaitUntilFlat;
                TimeInForce                                    = TimeInForce.Gtc;
                TraceOrders                                    = false;
                RealtimeErrorHandling                        = RealtimeErrorHandling.StopCancelClose;
                StopTargetHandling                            = StopTargetHandling.PerEntryExecution;
                BarsRequiredToTrade                            = 20;
                // Disable this property for performance gains in Strategy Analyzer optimizations
                // See the Help Guide for additional information
                IsInstantiatedOnEachOptimizationIteration    = true;
            }
            else if (State == State.Configure)
            {
                
            }
        }

        protected override void OnBarUpdate()
        {
            if(State == State.Historical)
                return;
            
            if (Position.MarketPosition == MarketPosition.Flat)
            {
                // Reset Stops and Targets when we are flat before we enter a new position.
                SetProfitTarget("LongEntry1", CalculationMode.Ticks, 20);
                SetProfitTarget("LongEntry2", CalculationMode.Ticks, 20);
                SetProfitTarget("LongEntry3", CalculationMode.Ticks, 20);
                SetStopLoss("LongEntry1", CalculationMode.Ticks, 10, false);
                SetStopLoss("LongEntry2", CalculationMode.Ticks, 10, false);
                SetStopLoss("LongEntry3", CalculationMode.Ticks, 10, false);
                
                SetProfitTarget("ShortEntry1", CalculationMode.Ticks, 20);
                SetProfitTarget("ShortEntry2", CalculationMode.Ticks, 20);
                SetProfitTarget("ShortEntry3", CalculationMode.Ticks, 20);
                SetStopLoss("ShortEntry1", CalculationMode.Ticks, 10, false);
                SetStopLoss("ShortEntry2", CalculationMode.Ticks, 10, false);
                SetStopLoss("ShortEntry3", CalculationMode.Ticks, 10, false);
                
                if(Close[0] > Open[0])
                {
                    EnterShort("ShortEntry1");
                    EnterShort("ShortEntry2");
                    EnterShort("ShortEntry3");
                }
                if(Open[0] > Close[0])
                {
                    EnterLong("LongEntry1");
                    EnterLong("LongEntry2");
                    EnterLong("LongEntry3");
                }
            }
            
            if (Position.MarketPosition == MarketPosition.Long)
            {
                if(Close[0] >= Position.AveragePrice + 10 * TickSize)
                {
                    SetStopLoss("LongEntry1", CalculationMode.Price, Position.AveragePrice + 5 * TickSize, false);
                    SetStopLoss("LongEntry2", CalculationMode.Price, Position.AveragePrice + 5 * TickSize, false);
                    SetStopLoss("LongEntry3", CalculationMode.Price, Position.AveragePrice + 5 * TickSize, false);
                }
                else if(Close[0] >= Position.AveragePrice + 5 * TickSize)
                {
                    SetStopLoss("LongEntry1", CalculationMode.Price, Position.AveragePrice, false);
                    SetStopLoss("LongEntry2", CalculationMode.Price, Position.AveragePrice, false);
                    SetStopLoss("LongEntry3", CalculationMode.Price, Position.AveragePrice, false);
                }
            }
            
            if (Position.MarketPosition == MarketPosition.Short)
            {
                if (Close[0] <= Position.AveragePrice - 10 * TickSize)
                {
                    SetStopLoss("ShortEntry1", CalculationMode.Price, Position.AveragePrice - 5 * TickSize, false);
                    SetStopLoss("ShortEntry2", CalculationMode.Price, Position.AveragePrice - 5 * TickSize, false);
                    SetStopLoss("ShortEntry3", CalculationMode.Price, Position.AveragePrice - 5 * TickSize, false);
                }
                else if (Close[0] <= Position.AveragePrice - 5 * TickSize)
                {
                    SetStopLoss("ShortEntry1", CalculationMode.Price, Position.AveragePrice, false);
                    SetStopLoss("ShortEntry2", CalculationMode.Price, Position.AveragePrice, false);
                    SetStopLoss("ShortEntry3", CalculationMode.Price, Position.AveragePrice, false);
                }
            }
        }
    }
}

​