Forum: C2 Software Development
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| Subject: | FOK via Ninja |
| Posted by: | Tape Worm ( C2 Score: 899 ) |
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| When: | 12/14/09 (17:06) | |
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| | I am contemplating publishing some of my strats on C2 and would like some clarification on the viability of FOK for limit orders.
My current platform sends Limit orders to NinjaTrader via their ATI functionality.
If the order is not filled by the time certain technical conditions ensue, my platform, via a dll, will cancel any unfilled Limit orders in Ninja.
If I publish a strat that uses these methods to C2 via Ninja, will the Fill or Kill functionality continue to function in the C2 world?
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| | In response to post by Tape Worm of 12/14/09 (17:06) I am contemplating publishing some of my strats on C2 and would like some clarification on the viability of FOK for limit orders....
See entire
If the orders are cancelled in NinjaTrader, and if you are using the NinjaTrader-to-C2 interface, they should also be canceled at C2. |
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| Subject: | FOK via Ninja |
| Posted by: | Steve Boyduy ( C2 Score: 721) |
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| When: | 1/21/10 (10:17) | |
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| | In response to post by Matthew Klein of 12/14/09 (18:43) If the orders are cancelled in NinjaTrader, and if you are using the NinjaTrader-to-C2 interface, they should also be canceled at C2.
It is my understanding that orders placed through NinjaTrader are not sent to C2 until after they are filled, in which case they are sent as Market Orders...? |
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What is the C2 Score?
Collective2 rates every trading advisor in its database and assigns a score between 100 and 1000.
In general, a rating above 500 is good. A rating above 700 is excellent.
Collective2 Ratings are recalculated daily based on the entire performance history in our database. The exact formula we use is proprietary, but there are several key variables that go into the Collective2 Rating. One of the most important factors is the length of time we have been able to observe the performance of the trader. Another key factor is the amount by which the trader over-performs or under-performs the S&P 500 index. Finally, the choppiness of the trader's results is taken into account. Certainly a more consistent trader will be rated more highly than a trader with erratic results.
