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Add ORB confluence factors (NR4/NR7, gap alignment, breakout volume, prior close) + session file logger
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This commit is contained in:
Mo Hussain
2026-03-19 12:16:39 -04:00
parent ee4da1b607
commit 498f298975
11 changed files with 1569 additions and 76 deletions
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56
src/NT8.Adapters/NinjaTrader/NT8OrderAdapter.cs
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@@ -12,6 +12,7 @@ namespace NT8.Adapters.NinjaTrader
public class NT8OrderAdapter
{
private readonly object _lock = new object();
private readonly INT8ExecutionBridge _bridge;
private IRiskManager _riskManager;
private IPositionSizer _positionSizer;
private readonly List<NT8OrderExecutionRecord> _executionHistory;
@@ -19,8 +20,11 @@ namespace NT8.Adapters.NinjaTrader
/// <summary>
/// Constructor for NT8OrderAdapter.
/// </summary>
public NT8OrderAdapter()
public NT8OrderAdapter(INT8ExecutionBridge bridge)
{
if (bridge == null)
throw new ArgumentNullException("bridge");
_bridge = bridge;
_executionHistory = new List<NT8OrderExecutionRecord>();
}
@@ -127,18 +131,30 @@ namespace NT8.Adapters.NinjaTrader
private void ExecuteInNT8(StrategyIntent intent, SizingResult sizing)
{
if (intent == null)
{
throw new ArgumentNullException("intent");
}
if (sizing == null)
{
throw new ArgumentNullException("sizing");
}
// This is where the actual NT8 order execution would happen
// In a real implementation, this would call NT8's EnterLong/EnterShort methods
// along with SetStopLoss, SetProfitTarget, etc.
var signalName = string.Format("SDK_{0}_{1}", intent.Symbol, intent.Side);
if (intent.Side == OrderSide.Buy)
{
_bridge.EnterLongManaged(
sizing.Contracts,
signalName,
intent.StopTicks,
intent.TargetTicks.HasValue ? intent.TargetTicks.Value : 0,
0.25);
}
else if (intent.Side == OrderSide.Sell)
{
_bridge.EnterShortManaged(
sizing.Contracts,
signalName,
intent.StopTicks,
intent.TargetTicks.HasValue ? intent.TargetTicks.Value : 0,
0.25);
}
lock (_lock)
{
@@ -151,28 +167,6 @@ namespace NT8.Adapters.NinjaTrader
intent.TargetTicks,
DateTime.UtcNow));
}
// Example of what this might look like in NT8:
/*
if (intent.Side == OrderSide.Buy)
{
EnterLong(sizing.Contracts, "SDK_Entry");
SetStopLoss("SDK_Entry", CalculationMode.Ticks, intent.StopTicks);
if (intent.TargetTicks.HasValue)
{
SetProfitTarget("SDK_Entry", CalculationMode.Ticks, intent.TargetTicks.Value);
}
}
else if (intent.Side == OrderSide.Sell)
{
EnterShort(sizing.Contracts, "SDK_Entry");
SetStopLoss("SDK_Entry", CalculationMode.Ticks, intent.StopTicks);
if (intent.TargetTicks.HasValue)
{
SetProfitTarget("SDK_Entry", CalculationMode.Ticks, intent.TargetTicks.Value);
}
}
*/
}
/// <summary>