GTD in Advanced Order Submission

[ozziyhtomit]

EnterLongLimit(int barsInProgressIndex, bool isLiveUntilCancelled, int quantity, double limitPrice, string signalName)


isLiveUntilCancelled seems to be used for choosing bw a GTC, or a GTD that gets deleted at the end of the bar.

"The order will NOT expire at the end of a bar, but instead remain live until the CancelOrder() method is called or its time in force is reached." This is the dfn for isLiveUntilCancelled.

How do I submit a GTD that sits out until - you've guessed it - the end of the day as the TIF name intends? TIF is a simple concept, not sure why there is this 'end of bar' concept at all in NT8. How about a TIF input into the order submission methods? Pretty simple . . .

I'm sure I'm missing something here. Could someone help me out? Thank you!

-Tim

[NinjaTrader_Jim]

Hello Tim,

Thanks for your question.

TimeInForce is set as a strategy property. This can be set in the strategies dialog when configuring the strategy. GTD is not fully implemented though. We can use TIF set to Day which cancels at the end of a session, or GTC which keeps the orders alive until cancelled. If you absolutely need to use GTD, AddOn Framework code can be used. If you absolutely need GTD in your NinjaScript strategy, please let me know and we can track your interest in implementing that functionality.

AddOn Development Overview (example included) - https://ninjatrader.com/support/help...t_overview.htm

IsLiveUntilCancelled is a bool that flips between requiring the script to call the order method with each new bar (think Strategy Builder cases) so the order stays alive only when the condition allows it to be alive.

An example that demonstrates using IsLiveUntilCancelled can be found below for the thread's reference.

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

We look forward to assisting.

[ozziyhtomit]

Hello Tim,

Thanks for your question.

TimeInForce is set as a strategy property. This can be set in the strategies dialog when configuring the strategy. GTD is not fully implemented though. We can use TIF set to Day which cancels at the end of a session, or GTC which keeps the orders alive until cancelled. If you absolutely need to use GTD, AddOn Framework code can be used. If you absolutely need GTD in your NinjaScript strategy, please let me know and we can track your interest in implementing that functionality.

AddOn Development Overview (example included) - https://ninjatrader.com/support/help...t_overview.htm

IsLiveUntilCancelled is a bool that flips between requiring the script to call the order method with each new bar (think Strategy Builder cases) so the order stays alive only when the condition allows it to be alive.

An example that demonstrates using IsLiveUntilCancelled can be found below for the thread's reference.

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

We look forward to assisting.

Thanks for the swift reply.

Yes please track my interest in having GTD functionality available from within a strategy.

Thanks!

[NinjaTrader_Jim]

Thanks for your feedback, Tim.

I have added your vote to SFT-1584 which tracks fully supporting GTD with NinjaScript strategies. This is an internal number, but for anyone else wishing to have their interest tracked, please let our support staff know that you would like a vote added for this request.

Feature Request Disclaimer

We receive many requests and cannot reasonably implement all requested features or changes. Interest is tracked internally and if enough interest is tracked, it would be weighed against how feasible it would be to make those changes to consider implementing.

When new features are implemented, they will be listed in the Release Notes page of the Help Guide. The ID number will be different than the internal feature request tracking ID, but the description of the feature will let you know if that feature has been implemented.

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