The following EFS sample strategy "NTSample" is located in the <NinjaTrader installation folder>\bin\AutoTrade\NTSample.efs folder. This sample is intended demonstrate the use of NinjaTrader functions in EFS and NOT to illustrate any best practice or approach in function implementations.
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/* Copyright (c) 2005, NinjaTrader LLC ninjatrader@ninjatrader.com. All rights reserved. */ var dll = new DLL("NtDirect.dll"); var orderPlaced = false; var printDone = false; function preMain() { setPriceStudy(true); setStudyTitle("NT Sample"); dll.addFunction("AvgEntryPrice", DLL.DOUBLE, DLL.STDCALL, "AvgEntryPrice", DLL.STRING, DLL.STRING); dll.addFunction("AvgFillPrice", DLL.DOUBLE, DLL.STDCALL, "AvgFillPrice", DLL.STRING, DLL.STRING); dll.addFunction("BuyingPower", DLL.String, DLL.STDCALL, "BuyingPower", DLL.DOUBLE); dll.addFunction("CashValue", DLL.String, DLL.STDCALL, "CashValue", DLL.DOUBLE); dll.addFunction("Command", DLL.INT, DLL.STDCALL, "Command", DLL.STRING, DLL.STRING, DLL.STRING, DLL.STRING, DLL.INT, DLL.STRING, DLL.DOUBLE, DLL.DOUBLE, DLL.STRING, DLL.STRING, DLL.STRING, DLL.STRING, DLL.STRING); dll.addFunction("ConfirmOrders", DLL.INT, DLL.STDCALL, "ConfirmOrders", DLL.INT); dll.addFunction("Connected", DLL.INT, DLL.STDCALL, "Connected", DLL.INT); dll.addFunction("Filled", DLL.INT, DLL.STDCALL, "Filled", DLL.STRING, DLL.STRING); dll.addFunction("MarketPosition", DLL.INT, DLL.STDCALL, "MarketPosition", DLL.STRING, DLL.STRING); dll.addFunction("NewOrderId", DLL.STRING, DLL.STDCALL, "NewOrderId"); dll.addFunction("Orders", DLL.STRING, DLL.STDCALL, "Orders", DLL.STRING); dll.addFunction("OrderStatus", DLL.STRING, DLL.STDCALL, "OrderStatus", DLL.STRING, DLL.STRING); dll.addFunction("RealizedPnL", DLL.STRING, DLL.STDCALL, "RealizedPnL", DLL.DOUBLE); dll.addFunction("SetUp", DLL.INT, DLL.STDCALL, "SetUp", DLL.STRING, DLL.INT); dll.addFunction("StopOrders", DLL.STRING, DLL.STDCALL, "StopOrders", DLL.STRING); dll.addFunction("Strategies", DLL.STRING, DLL.STDCALL, "Strategies", DLL.STRING); dll.addFunction("StrategyPosition", DLL.INT, DLL.STDCALL, "StrategyPosition", DLL.STRING); dll.addFunction("TargetOrders", DLL.STRING, DLL.STDCALL, "TargetOrders", DLL.STRING); dll.addFunction("TearDown", DLL.INT, DLL.STDCALL, "TearDown"); } function main() { if (isLastBarOnChart() && NTConnected(1)) { if (!orderPlaced) { if (NTBuyMarket("MyOrderId", 1) == 0) // buy 1 unit at market, assign order id (optionally) orderPlaced = true; } else { // print some information on the current position and order debugPrint("Position size: " + NTMarketPosition("") + "\r\n"); debugPrint("AvgEntryPrice: " + NTAvgEntryPrice("") + "\r\n"); debugPrint("OrderStatus: " + NTOrderStatus("MyOrderId") + "\r\n"); debugPrint("Filled #: " + NTFilled("MyOrderId") + "\r\n"); debugPrint("AvgFillPrice: " + NTAvgFillPrice("MyOrderId") + "\r\n"); debugPrint("RealizedPnL: " + NTRealizedPnL("") + "\r\n"); } } } // Get the average entry price of a position of an account. "account" is optional. function NTAvgEntryPrice(account) { return dll.call("AvgEntryPrice", getSymbol(), account); } // Get the average fill price of an order at an account. function NTAvgFillPrice(orderId) { return dll.call("AvgFillPrice", orderId, account); } // Get the buying power of an account. function NTBuyingPower(account) { return dll.call("BuyingPower", account); } // Place a buy limit order. "orderId" is optional (set to "" it not applicable). function NTBuyLimit(orderId, quantity, limitPrice) { return NTCommand("Place", "", "Buy", quantity, "Limit", limitPrice, 0, "", "", orderId, "", ""); } // Place a buy market order. "orderId" is optional (set to "" it not applicable). function NTBuyMarket(orderId, quantity) { return NTCommand("Place", "", "Buy", quantity, "Market", 0, 0, "", "", orderId, "", ""); } // Place a buy stop order. "orderId" is optional (set to "" it not applicable). function NTBuyStop(orderId, quantity, stopPrice){ return NTCommand("Place", "", "Buy", quantity, "Stop", 0, stopPrice, "", "", orderId, "", ""); } // Cancel an order by its order id. function NTCancel(orderId) { return NTCommand("Cancel", "", "", 0, "", 0, 0, "", "", orderId, "", ""); } // Cancel all orders at all accounts. function NTCancelAllOrders() { return NTCommand("CancelAllOrders", "", "", 0, "", 0, 0, "", "", "", "", ""); } // Get the cash value of an account. function NTCashValue(account) { return dll.call("CashValue", account); } // Change an order by its order id. function NTChange(orderId, quantity, limitPrice, stopPrice) { return NTCommand("Change", "", "", quantity, "", limitPrice, stopPrice, "", "", orderId, "", ""); } // Close any position of the current instrument at an account. "account" is optional (set to "" it not applicable). function NTClosePosition(account) { return NTCommand("ClosePosition", account, "", 0, "", 0, 0, "", "", "", "", ""); } // Submits a NinjaTrader command. function NTCommand(command, account, action, quantity, orderType, limitPrice, stopPrice, timeInForce, oco, orderId, template, strategy) { return dll.call("Command", command, account, getSymbol(), action, quantity, orderType, limitPrice, stopPrice, timeInForce, oco, orderId, template, strategy); } // Indicates if the connection to NinjaTrader is established. 0 = connected, -1 not connected. function NTConnected() { return (dll.call("Connected") == 0) } // Get the filled of an order at an account. function NTFilled(orderId) { return dll.call("Filled", orderId, account); } // Close all positions and cancels all order at all account. function NTFlattenEverything() { return NTCommand("FlattenEverything", "", "", 0, "", 0, 0, "", "", "", "", ""); } // Get a double value by its name. function NTGetDouble(name) { return dll.call("GetDouble", name); } // Get an integer value by its name. function NTGetInt(name) { return dll.call("GetInt", name); } // Get a string value by its name. function NTGetString(name) { return dll.call("GetString", name); } // Get the market position of the current instrument at na account. "account" is optional (set to "" it not applicable). function NTMarketPosition(account) { return dll.call("MarketPosition", getSymbol(), account); } // Get a new unqiue order id. function NTNewOrderId() { return dll.call("NewOrderId"); } // Gets a string of order ids of all orders of an account separated by '|'. If a user defined order id was not originally provided, the internal token id
function NTOrders(account) { return dll.call("Orders", account); } // Get the current status of an order. function NTOrderStatus(orderId) { return dll.call("OrderStatus", orderId, account); } // Get the realized P&L of an account. function NTRealizedPnL(account) { return dll.call("RealizedPnL", account); } // Place a sell limit order. "orderId" is optional (set to "" it not applicable). function NTSellLimit(orderId, quantity, limitPrice) { return NTCommand("Place", "", "Sell", quantity, "Limit", limitPrice, 0, "", "", orderId, "", ""); } // Place a sell market order. "orderId" is optional (set to "" it not applicable). function NTSellMarket(orderId, quantity) { return NTCommand("Place", "", "Sell", quantity, "Market", 0, 0, "", "", orderId, "", ""); } // Place a sell stop order. "orderId" is optional (set to "" it not applicable). function NTSellStop(orderId, quantity, stopPrice) { return NTCommand("Place", "", "Sell", quantity, "Stop", 0, stopPrice, "", "", orderId, "", ""); } // Place a sell stop limit order. "orderId" is optional (set to "" it not applicable). function NTSellStopLimit(orderId, quantity, limitPrice, stopPrice) { return NTCommand("Place", "", "Sell", quantity, "StopLimit", limitPrice, stopPrice, "", "", orderId, "", ""); } // Get a string of order IDs of all stop orders of a strategy separated by '|'. function NTStopOrders(strategyId) { return dll.call("StopOrders", strategyId); } // Gets a string of strategy IDs of all strategies of an account separated by '|'. Duplicate ID values can be returned if strategies were initiated outside of the ATI. function NTStrategies(account) { return dll.call("Strategies", account); } // Get the position of a strategy. function NTStrategyPosition(strategyId) { return dll.call("StrategyPosition", strategyId); } // Get a string of order IDs of all target orders of a strategy separated by '|'. function NTTargetOrders(strategyId) { return dll.call("TargetOrders", strategyId); } |