[amibroker] NinjaTrader automation AFL code

["hmab1" <hossamb@xxxxxxxxxxxx>]

Hello all,

NinjaTrader (www.ninjatrader.com) is a rapid order entry system that 
can control Interactive Broker's TWS.  It is similar to BracketTrader 
or any other app you might now.  It has a mode called PassThrough 
automation (http://www.ninjatrader.com/automatedtrading.htm) where, 
given signals from a tech analysis application like Amibroker, it can 
generate the order for you in TWS.

Here's some AFL code that will generate the necessary passentry.txt 
file and copies it to the ninjatrader directory.  This code requires 
the ABtool plugin found in the files section (thanks Uenal for a 
great plugin !).

///////////// NinjaTrader integration code - start //////////

fileischanged = 0;

if (LastValue(Buy) == 1) {
  mystring = "\"BUY\"" + "," + "\"" + WriteVal(numshares, 1.2) + "\"" 
+ "," + "" + "\"" + Name() + "\""  + "," + "\"STK\"" + "," + "\"\"" 
+ "," + "\"SMART\"" + ","  + "\"LMT\"" + "," + "\"" + WriteVal
(LastValue(BuyPrice),1.2) + "\"" + "," + "\"" + WriteVal
(stopprice,1.2) + "\"" + "," + "\"" + WriteVal(targetoffset,1.2) 
+ "\"" + "," + "\"" + WriteVal(stopoffset,1.2) + "\"" + "," + "\"0.01
\"" + ","  + "\"STP LMT\"" + "," +  "\"0\"" + ","  + "\"DAY\"" 
+ ",\n";

  filepath="C:\\whateverpathyouwant\\passentry.txt";
  filehandle=xxFileOpen(filepath, "w");
  temp=xxFileWriteStr(mystring, filehandle);
  temp=xxFileClose(filehandle);
  temp=xxMsgBox(mystring, "Message", 0);
  fileischanged=1;
};

EnableScript("vbscript");

<%
filechanged=AFL("fileischanged")

if filechanged then
  Set ofs = CreateObject("scripting.filesystemobject")
  MsgBox "Copying to NT directory."
  
ofs.CopyFile "C:\whateverpathyouwant\passentry.txt", "C:\ninjatrader\"
  set ofs = nothing
End if
%>

///////////// NinjaTrader integration code - end //////////


Enjoy,
HB


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