November 19th, 2010
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aslan
The [COLOR=#0066cc]Local Order Manager [/COLOR]has been designed to replace the internal NinjaTrader order management functions. It is based upon Unmanaged Order Management function. The goal is to create complex and flexible features that can easily be re-used, freeing the programmer of the strategy to focus upon the intended strategy and not getting bogged down with coding and debugging.
Rev 2:
Added: [FONT="]public [/FONT][FONT="]bool[/FONT][FONT="] GoShortLimit([/FONT][FONT="]int[/FONT][FONT="] m_SharesTraded,[/FONT][FONT="]double[/FONT][FONT="] m_Limit,[/FONT][FONT="]int[/FONT] [COLOR=#0066cc]Limit Order[FONT="] m_PositionNumber) - To handle true , Rather than STOPLIMIT[/FONT][/COLOR]
[FONT="]Added: [/FONT][FONT="]public [/FONT][FONT="]bool[/FONT][FONT="] GoShortLimit([/FONT][FONT="]int[/FONT][FONT="] m_SharesTraded,[/FONT][FONT="]int[/FONT][FONT="] m_LimitTicks,[/FONT][FONT="]double[/FONT][FONT="] m_RefPrice,[/FONT][FONT="]int[/FONT] [COLOR=#000080]Limit Order[FONT="] m_PositionNumber) - To handle true , Rather than STOPLIMIT[/FONT][/COLOR]
Added: [FONT="]public [/FONT][FONT="]bool[/FONT][FONT="] GoLongLimit([/FONT][FONT="]int[/FONT][FONT="] m_SharesTraded,[/FONT][FONT="]double[/FONT][FONT="] m_Limit,[/FONT][FONT="]int[/FONT][FONT="] m_PositionNumber) - To handle true Limit Order, Rather than STOPLIMIT[/FONT]
[FONT="]Added: [/FONT][FONT="]public [/FONT][FONT="]bool[/FONT][FONT="] GoLongLimit([/FONT][FONT="]int[/FONT][FONT="] m_SharesTraded,[/FONT][FONT="]int[/FONT][FONT="] m_LimitTicks,[/FONT][FONT="]double[/FONT][FONT="] m_RefPrice,[/FONT][FONT="]int[/FONT][FONT="] m_PositionNumber) - To handle true Limit Order, Rather than STOPLIMIT[/FONT]
Rev 3:
Added: [FONT="]public [/FONT][FONT="]void[/FONT][FONT="] SetStatsBoxVisable([/FONT][FONT="]bool[/FONT][FONT="] m_Stats)[/FONT]
Added: [FONT="]GoShortStopLimit() Functions, depreciated functions that are misleading[/FONT]
Added: [FONT="]GoLongStopLimit() Functions, depreciated functions that are misleading[/FONT]
Rev 4: 4/1/2012
Added: Various Trailing Stop fixes
Fix: [FONT="]PartialFills improvements[/FONT]
Experimental: Timer functions for future features
Rev 5: 4/15/2012
Fix: [FONT="]Major Stability Improvements, Partial Fills almost flawless[/FONT]
Experimental: Timer functions for future features improved
Rev 6: 7/25/2012 (Beta Release)
Fix: Major Stability Improvements, Partial Fills almost flawless
Fix: Timer functions for Good Until, detects fast replay and autodisables
Added: Good Until by Time & #Bars
Added: Trailing Stop DataSeries Driven
Added: GoLimitBracket
Added: GetFillQuantity
Added: Rejected Order handling (started)
Improved: Entry/exit functions added object to contain rules/handling
Experimental: Timer functions for future features improved
Added: Version ID Current LOM:02b.01b.01a.01.01b.02.01.01a.01.0.0.2
Rev 7: 9/26/2013 (Beta Release)
Update done by contributor, not fully integrated but available. Fix: Fixed a bug in dataseries based SetTrailingStop() in which the the wrong variable is used for calculating the tick offset. Changed: Changed the behavior of the dataseries based SetTrailingStop() such that it will remain triggered after the price has moved beyond the trail trigger ticks and retrace back. The previous implementation is such that the trailing stop will be active only when the price remains beyond the trail trigger ticks. Improved: Commented out the warning logs for non-value dataseries of the indicator based Trailing Stop. It is not necessary for trailing stop indicator to return a value for every bar. For example, a price action swing trailing stop indicator returns an update of a stop loss value after it makes a swing. Furthermore, it is more efficient to update the stop loss value as and when it is required.
Rev 8: 11/24/2014
Update done by contributor, not fully integrated but available. General: Rolled up many improvements into the latest build Added: Added new user contribution "SetStatsBoxVisable(bool m_Stats, string m_DebugString)" to enable and disable Stats box with Debugging String
Added: Version ID Current LOM:02b.01b.01b.01.01b.02a.01.01b.01.0.0.2
Many thanks to JonnyBoy who has converted the range bar marker "jtRangeMarker_N7" to NT8.
For range bars only. This indicator plots the maximum high or minimum low of a forming Range Bar. The plots disappear as soon as a new bar forms or the current bar has filled its required range. Draws a box around the current candle that indicates how much further a bar would have to move before the range is exhausted and new bar begins to paint.
This is the ThinkorSwim version of the LowPassCycle indicator. It is set to stlm2 emulation settings and it seems to work well on these settings. It does have problems painting correctly on lower settings. Feel free to update or modify the code.
A trend indicator / filter that filters noise out. Recommend you use 2nd order or 3rd order parameters. 1st order is just a SMA smoothed by another SMA. So for the "Order" Parameter the options are 1, 2, or 3.
Thanks to Zondor for helping with the original code.
Uploaded again since original was only downloading the png file.
August 7th, 2014 11:57 PM ckkoh Fantastic! Good work.
April 12th, 2014 01:51 PM RedFox33 Outstanding!
April 10th, 2014 03:47 PM bobc635 I started working with Better Renko, and have now downloaded Bricks and LLMA. I am a fan!!! Thanks for sharing. You a
re a very good programmer....
November 14th, 2013 03:38 PM JoyNinjaTrader Hi Aslan,
Thank you for LLMA.
Best regards,
J
May 24th, 2013 04:33 PM abdunbar Thanks, learned a lot from this!!