[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: [amibroker] generating orders from amibroker to a text file



PureBytes Links

Trading Reference Links

Seems like it would only be for AB to know if the file has been changed.  fileischanged is not written to the textfile that I can see. 
 
----- Original Message -----
From: Padhu
Sent: Wednesday, September 12, 2007 12:58 AM
Subject: [amibroker] generating orders from amibroker to a text file

hello,

 

Below is code snippet from the files section of AT . basically Amibroker creates a text file and ninjatrader picksup the files and places orders. question is, how is the

"fileischanged" being used here ?. I see that after a change its value is set to 1. Is this just to let ninjatrader know that file has changed. I dont know why this vaiable is used here?.

 

any thoughts?. thanks,Padhu

 

 

//////////////////// NINJATRADER OIF INTEGRATION

/////////// Ninja Trader Automation - START ///////////////

fileischanged = 0;

if (LastValue(Buy) == 1 AND AutomationSwitch ==1) {

mvOrderOIF =

"ES" +

","+ ContractsOrShareSize +

","+ TimeInForces +

","+ WriteIf(Buy,Action1,Action3) +

"," + ORdertypes +

","+ WriteVal(Limitprice ,1.2) +

","+

","+

","+

","+

","+

"," + Simulatortypes +

"," + strategyname + ",";

Uniquefilename=WriteVal(DateTime(),formatDateTime)+" "+Name();

mvOrderOIFLog =

Name() +

","+ ContractsOrShareSize +

","+ TimeInForces +

","+ WriteIf(Buy,Action1,Action3) +

"," + ORdertypes +

","+ WriteVal(Limitprice ,1.2) +

","+

","+

","+

","+

","+

"," + Simulatortypes +

"," + strategyname + "," + Date() +","+WriteVal(Close ,1.4) +"\n";

Uniquefilename=WriteVal(DateTime(),formatDateTime)+" "+Name();

filepath="My Documents\NinjaTrader 6\incoming\oif.txt";

filehandle=fopen(filepath, "w");

fputs(mvOrderOIF, filehandle);

fclose(filehandle);

filepath="My Documents\NinjaTrader 6\LOG\ORDERLOG.txt";

filehandle=fopen(filepath, "a");

fputs(mvOrderOIFLog, filehandle);

fclose(filehandle);

 

fileischanged=1;

};

/////////////////// Sell Automation

fileischanged = 0;

if (LastValue(Sell) == 1 AND AutomationSwitch ==1) {

mvOrderOIF =

"ES" +

","+ ContractsOrShareSize +

","+ TimeInForces +

","+ WriteIf(Sell,Action2,Action3) +

"," + ORdertypes +

","+ WriteVal(Limitprice ,1.2) +

","+

","+

","+

","+

","+

"," + Simulatortypes +

"," + strategyname + ",";

mvOrderOIFLog =

Name() +

","+ ContractsOrShareSize +

","+ TimeInForces +

","+ WriteIf(Sell,Action2,Action3) +

"," + ORdertypes +

","+ WriteVal(Limitprice ,1.2) +

","+

","+

","+

","+

","+

"," + Simulatortypes +

"," + strategyname + "," + Date() +","+WriteVal(Close ,1.4) +"\n";

 

filepath="C:\\Program Files\\NinjaTrader\\NinjaTrader Version 3\\AT\\order.txt";

filehandle=fopen(filepath, "w");

fputs(mvOrderOIF, filehandle);

fclose(filehandle);

filepath="C:\\Program Files\\NinjaTrader\\NinjaTrader Version 3\\DATA\\ATorderlog.txt";

filehandle=fopen(filepath, "a");

fputs(mvOrderOIFLog, filehandle);

fclose(filehandle);

 

fileischanged=1;

};

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

__._,_.___

Please note that this group is for discussion between users only.

To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com

For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/

For other support material please check also:
http://www.amibroker.com/support.html




Your email settings: Individual Email|Traditional
Change settings via the Web (Yahoo! ID required)
Change settings via email: Switch delivery to Daily Digest | Switch to Fully Featured
Visit Your Group | Yahoo! Groups Terms of Use | Unsubscribe

__,_._,___