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Strategy with inbalances

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    Strategy with inbalances


    Hello, I would like you to inform me of how I can make an automated strategy with inbances, that is, that is executed when a certain number of imbalances are met, in long or short. Thank you!!

    #2
    Hi JavierCL, do you want to create the strategy yourself, or are you looking for a ready-made solution?
    sidlercom80
    NinjaTrader Ecosystem Vendor - Sidi Trading

    Comment


      #3
      Hello JavierCL,

      Thanks for your post.

      Currently, the imbalance in the Order Flow+ Volumetric Bars is not exposed for NinjaScript, we do have a feature request in place for that which I have added your vote to: SFT-3586.

      As with all feature requests, interest is tracked before implementation is considered, so we cannot offer an ETA or promise of fulfillment. If implemented, it will be noted in the Release Notes page of the Help Guide.

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

      Please let us know if we may be of further assistance to you.​
      Brandon H.NinjaTrader Customer Service

      Comment


        #4
        Thank you for your reply. One last doubt. I have 5 strategies working on a graph, but I can't find a way to indicate that there is only one running. Can I implement it in the strategy itself? If so, how would it be done?


        I had forgotten. How can I tell the automated strategy that when it is executed it does so with an ATM already created?
        Last edited by JavierCL; 12-12-2022, 12:32 PM.

        Comment


          #5
          Hello JavierCL,

          Thanks for your note.

          Strategies that are applied to a chart but disabled will show a (D) next to the strategy name in the strategy's label at the top-left of a chart. See the attached screenshot.

          You could also view the Strategies tab of the Control Center to see which strategies are enabled and which ones are disabled.

          Let me know if I may further assist you.
          Attached Files
          Brandon H.NinjaTrader Customer Service

          Comment


            #6
            Hello BrandonH, thank you for your reply. I don't think I explained myself correctly. My questions are:
            - How can I ensure that a strategy is not executed while there is an open position?
            - How to execute a strategy whose input is based on an ATM?

            Thank you !!

            Comment


              #7
              Hello JavierCL,

              Thanks for your note.

              You could create a condition in your strategy that checks if the Position.MarketPosition is equal to MarketPosition.Flat and then call your entry order methods within that condition. This would check to ensure the strategy's position is Flat and only place trades when the strategy is in a Flat position.

              Note that strategies are only able to see orders placed by that specific instance of the strategy, not orders placed by other strategies or manually placed orders.

              If you want to check if the position of an account is flat before submitting entry orders, you could use PositionAccount.MarketPosition to check if your account is in a Flat position.

              See the help guide documentation below.

              Position.MarketPosition: https://ninjatrader.com/support/help...etposition.htm
              PositionAccount.MarketPosition: https://ninjatrader.com/support/help...etposition.htm

              If you want to place an entry order that controls stop loss and profit target orders based on an ATM Strategy Template, you could use ATM Strategy Methods in your script. You could view the SampleATMStrategy script that comes default with NinjaTrader to see how this could be accomplished.

              To view the SampleATMStrategy script's code, open a New > NinjaScript Editor window, open the Strategy folder, and double-click on the SampleATMStrategy file.

              See this help guide page for more information about available ATM Strategy Methods: https://ninjatrader.com/support/help...gy_methods.htm

              Review this help guide page about using ATM Strategy Templates in a custom NinjaScript strategy: https://ninjatrader.com/support/help...strategies.htm

              Please let me know if I may assist further.
              Brandon H.NinjaTrader Customer Service

              Comment


                #8
                Perfect, thanks BrandonH !

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