Wanted: GetBrokerOpenOrders()

[Trader-X]

Originally Posted by whitmark

Case in point, I have recently transitioned some of my previous work that relied upon NeoTicker / NinjaTrader ATI integration to now be operating exclusively as NinjaTrader strategies for the reasons cited above. Plus I am now getting requests from others to port their systems to take advantage of the direct access to NinjaTrader order and position management functions . . . which will be even more exposed in the coming release of Ninja 6.5 early this Fall. It sure would be nice if a new NeoTicker Ninja OrderServer could be developed to tap into this new exposed level of Ninja.

I can't give enough praise for the NeoTicker platform and is capabilities that far and away exceed other platforms, but as you move into the realworld realities of automated trading, tight integration with the order execution platform is a must have and therefore enhancements in this area should be a high priority.

I explored the possibilities of Ninja as a work around due to NTs problem of not having the ability to access open orders but am currently choosing not to go that route. I can assure you that I do not have your level of expertise thus combining Ninja and NT to accomplish what I desire is beyond the scope and the learning curve of my current projects. I'm also concerned about introducing another layer of complexity and potential problems and debugs.

Also the fact that with Ninja I would not have access to NTs analysis capabilities is a deal breaker.

I'll quote your statement here as I could not have said it better myself ...

"I can't give enough praise for the NeoTicker platform and is capabilities that far and away exceed other platforms, but as you move into the realworld realities of automated trading, tight integration with the order execution platform is a must have and therefore enhancements in this area should be a high priority."

[Bruce DeVault]

I think the key is to remember that in keeping with the NeoTicker design principle of order server independence, we need a solution that works on any order server that supports the necessary features. Everything I suggested above can be provided using the APIs of the popular supported brokers including MB Trading and Interactive Brokers.

There's no reason inherent in what is described here to introduce another layer of complexity like firing the orders around to multiple trading platforms before then finally sending them to a broker.

Like Whitmark, I would argue that if NeoTicker can't meet the requirements and a project demands the ability to manipulate pre-existing orders, it is better to simply have the project leave the NeoTicker platform completely than to talk about stringing together a loose assemblage of pieces all of which must be maintained for the project to work.

I have complete confidence that TickQuest can provide what we need, and I hope they do so sooner rather than later.

[trhodes]

Any solution to the issue above will require modifications to the order server as well as to NT. i suggest adding a user editable string that can be read and written by both an indicator and by an order server at the same time. This would allow 3rd party order servers to extend NT's functionality without any additional effort on TickQuest's part.

regards,

tbr

[Bruce DeVault]

A standardized communication method between IDL programs and a custom order server written with the SDK would be handy for those who are using custom order servers, but is not required as we can do that now using other means of communication just as we can communicate with any other external application. To implement such a feature from within, it would probably make sense to implement something like a method .SendCustomMessage and an event handler .CustomMessageHandler on each side rather than to have them share a single string.

What is critical on this particular thread though is that the core functionality (the Trade object in NeoTicker) include the capability to reference positions and orders which already existed at its startup, because the Trade object is what all NeoTicker users building trading systems with their object model have in common. Any order servers to brokerages which could support such a feature (and all of the popular ones seem to have everything needed) could simply then provide this information. 3rd party order servers can serve a useful function at times, but for most users that is not at all going to be the best path to where they need to go. Reconciling existing orders and positions, however, is a common need, and the fact that it is not addressed here seems like a clear omission and one that should be easy enough to fix.

What I am saying, in short, is that it is hard for me to imagine someone building an automated trading system that is trading anything but the smallest possible trades not wanting to be able to control previous open orders and positions. On the other hand, it is easy for me to imagine them not wanting to have to build their own order server then use special order server specific features they developed just to do this. The path that I laid out above in this thread makes it possible for this feature to be implemented in a general way useful to everyone, not just users of one specific order server, has no impact on existing IDL indicators, and should be straight forward to implement.

[Trader-X]

Can you please give us a time frame as to when this will be addresed. Thank you

[michal.kreslik]

Originally Posted by Trader-X

Can you please give us a time frame as to when this will be addresed. Thank you

It seems like the TQ support is on a long vacation.

Deja Vu from Tradestation?

[mas99998]

One of the reasons for our trading group switching to NT was because we were under the impression that NT was capable of doing this, and during our research NT scored high on the alternative list of possible charting package.

We are in the process of converting out stratagies but this will definately impact our progress.

I believe this is very simple, all this is required is a response from NT Support or the development team indicating if there is any plans to deliver this feature and an approximate delivary time....This will allow (at least our trading group) to make a decision to either stop our conversion and resume our search for a charting package that can do this or continue our conversion....

Does any one know of an alternative Charting package that has this capability..

Basically we are looking for a charting packackage that we can use to completely automate our strategy...in other words we would like to eliminate our custome trade managemant platform...

NT,
Do u have any comments on this request....

The bottom line is, a lot of us is doing this for a living and if it means a loss of $1200/group member for making a poor decision so be it....

Like the old golden rule of trading goes "cut your loss early' and let your winner run.

So far NT seemed to be a winner....

Please let us know...

I am not sure if Lawerence monitors this forum, but he has been very responsive in this past....I am going to send him an email as well, just in case.

New NT user

[Bruce DeVault]

I can't say enough how critical this is, and continue to be floored that it is not available. I would urge TickQuest to deliver this at the earliest possible point, because it's impacting multiple projects in a severe way. This is in my personal view the most critical current limitation of NeoTicker for full-scale automation, and one that needs to be taken care of now even if some things need to be put off to do so. As is probably well known by now, I am a real advocate of TickQuest and their approach with this product, but this particular problem is a real show-stopper and is pressing in a way that almost nothing else is.

[michal.kreslik]

I'm beginning to realize that with no way on how to get information about open orders, Neo is just a charting package. It can't be used to automate trading systems on a fully automated basis.

It's like having a new sports car with a state of the art manual transmission, but no clutch. It can have a powerful engine, wing doors and impressive paint, but with no clutch installed, you can just sit and watch it.

Michal

[Bruce DeVault]

In some of the strongest language I have ever used on this forum, I have stated that this is a show-stopping issue. It is my hope that TickQuest will take this seriously in the short term, and not in the indefinite future.

[Bruce DeVault]

I want to say again how strongly I support this suggestion. I do not in any way want to take away any possible chance we can have this in the short term. If by chance, we cannot have this in the short term, I have posted what I think would be a partial solution that might be more achievable quickly (for reasons outlined there) in this thread. We need the features described here, but the general need to identify the possibility of unexpected position changes is so important that if there is some chance we cannot have this in its entirety in the short term, I want to make sure there is a path forward that is achievable in the immediate here and now, and that is the purpose for my post.

[Mathture]

I would just say YES, well of course. NT is not nearly as powerful without it.