Simulated Stop Volume Trigger

[Rudmax]

Hello, when using:

SetStopLoss(SIGNAL_NAME, CalculationMode.Ticks, StopLossTarget, [B]true[/B]);

Simulated Stop is true.

How can I change the Volume Trigger?

Thanks

[NinjaTrader_Jim]

Hello Rudmax,

Thanks for opening the thread.

This was answered previously in the thread here and the behavior has not changed. Volume Triggers are only used for ATM strategies.

I have attached two screenshots showing NinjaTrader's historical processing using stop losses both simulated and non. As we can see on a 1 Volume chart, the fills are not affected by a volume trigger. This could be programmed into your strategy by checking the current volume, and then placing a buy or sell market order to exit when your desired price level is reached.

		protected override void OnStateChange()
		{
			if (State == State.SetDefaults)
			{
				...
			}
			else if (State == State.Configure)
			{
				SetStopLoss("", CalculationMode.Ticks, 1, true);
			}
		}

		protected override void OnBarUpdate()
		{
			if(Position.MarketPosition == MarketPosition.Flat && Close[0] > Close[1])
				EnterLong();
			else
			        SetStopLoss("", CalculationMode.Ticks, 1, true);
		}

Please let us know if you have any additional questions.

[Rudmax]

Thanks for your reply but I'm trying this solution:

protected override void OnOrderUpdate(Order order, double limitPrice, double stopPrice, int quantity, int filled, double averageFillPrice, OrderState orderState, DateTime time, ErrorCode error, string comment)
        {
            if (order.Name == "[B]Stop loss[/B]" &&
                order.CustomOrder != null &&
                order.CustomOrder.[B]IsSimulatedStopEnabled[/B] &&
                orderState == [B]OrderState.TriggerPending[/B])
            {
                order.CustomOrder.[B]VolumeTrigger[/B] = [I][B]SimulatedOrderVolumeTrigger[/B][/I];
                order.CustomOrder.Update();
            }
        }

after a test, it is working like a charm!

Best Regards,

[NinjaTrader_Jim]

Hello Rudmax,

I know that CustomOrder is used for some under-the-hood ATM strategy handling. This is kept undocumented/unsupported, but I'm glad you have found and shared your use of this code for others! Keep in mind though, there maybe some code breaking changes with new releases of NinjaTrader since CustomOrder is not sealed and documented for public use.