Strategy ATM entry

[mccallum28]

Please could someone who is a programming ninja have a quick look over this and tell me if the code telling the strategy to enter using the ATM is correct?

Thanks.

protected override void OnBarUpdate()
{
// Will stop the strategy after a loss of $300...
if (Performance.AllTrades.TradesPerformance.Currency. CumProfit < -300)
Disable();



// Condition set 1 norm 10...
if (GetCurrentBid() >= PRC2(3, 105, 1.62, 2, 34, 34).Sqh[2] + 0 * TickSize)
if ((CrossBelow(Stochastics(Closes[0],2, 14, 4).K, Stochastics(Closes[0],2, 14, 4).D, 1)))

if (orderId.Length == 0 && atmStrategyId.Length == 0 && Close[0] > Open[0])
{
atmStrategyId = GetAtmStrategyUniqueId();
orderId = GetAtmStrategyUniqueId();
AtmStrategyCreate(Cbi.OrderAction.Sell, OrderType.Market, 0, 0, TimeInForce.Day, orderId, "Oil", atmStrategyId);
}

// Condition set 2 norm 6...
if (GetCurrentAsk() < PRC2(3, 105, 1.62, 2, 34, 34).Sql[0] + 0 * TickSize)
if ((CrossAbove(Stochastics(Closes[0],2, 14, 4).K, Stochastics(Closes[0],2, 14, 4).D, 1)))
if (orderId.Length == 0 && atmStrategyId.Length == 0 && Close[0] > Open[0])
{
atmStrategyId = GetAtmStrategyUniqueId();
orderId = GetAtmStrategyUniqueId();
AtmStrategyCreate(Cbi.OrderAction.Buy, OrderType.Market, 0, 0, TimeInForce.Day, orderId, "Oil", atmStrategyId);
}
}

[NinjaTrader_Joydeep]

Hello mccallum28,
Your code will enter only once since you have not re-setted the orderId or the atmStrategyId when you are flat.

To assist you further may I know are you witnessing any specific scenario.

[mccallum28]

Exactly that, Enters once and then does not enter any more trades once conditions are met, have no idea how to fix the code.

[NinjaTrader_Joydeep]

Hello mccallum28,
Please reset the atmStraegyId, and other string variables to string.Empty when you are flat so that you can submit new orders.

if (atmStrategyId.Length > 0 && this.GetAtmStrategyMarketPosition(atamStrategyId) == MarketPosition.Flat)
{
	atmStategyId = string.Empty;
        //any other string variables
}

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?getatmstrategymarketposition.htm

[mccallum28]

So this would be the correct adjustment?

// Will stop the strategy after a loss of $400...
if (Performance.AllTrades.TradesPerformance.Currency. CumProfit < -300)
Disable();


if (atmStrategyId.Length > 0 && this.GetAtmStrategyMarketPosition("Oil") == MarketPosition.Flat)
{
atmStrategyId = string.Empty;
//any other string variables
}



// Condition set 1 norm 10...
if (GetCurrentBid() >= PRC2(3, 105, 1.62, 2, 34, 34).Sqh[2] + 0 * TickSize)
if ((CrossBelow(Stochastics(Closes[0],2, 14, 4).K, Stochastics(Closes[0],2, 14, 4).D, 1)))


{
atmStrategyId = GetAtmStrategyUniqueId();
orderId = GetAtmStrategyUniqueId();
AtmStrategyCreate(Cbi.OrderAction.Sell, OrderType.Market, 0, 0, TimeInForce.Day, orderId, "Oil", atmStrategyId);
}

// Condition set 2 norm 6...
if (GetCurrentAsk() < PRC2(3, 105, 1.62, 2, 34, 34).Sql[0] + 0 * TickSize)
if ((CrossAbove(Stochastics(Closes[0],2, 14, 4).K, Stochastics(Closes[0],2, 14, 4).D, 1)))

{
atmStrategyId = GetAtmStrategyUniqueId();
orderId = GetAtmStrategyUniqueId();
AtmStrategyCreate(Cbi.OrderAction.Buy, OrderType.Market, 0, 0, TimeInForce.Day, orderId, "Oil", atmStrategyId);
}
}

#region

#endregion
}
}

[NinjaTrader_Joydeep]

Hello mccallum28,
I suppose 'Oil' is the name of the ATM Strategy Template. You need to refer the string variable atmStrategyId to retrieve the market position.

if (atmStrategyId.Length > 0 && this.GetAtmStrategyMarketPosition(atmStrategyId) == MarketPosition.Flat)
{
atmStrategyId = string.Empty;
//any other string variables
}