AtmStrategyCreate quantity parameter

[monpere]

Is there any plan to add an overload function to AtmStrategyCreate with a quantity parameter? This function is very limited without being able to specify a quantity, because you cannot do position sizing without that parameter. If I want to trade 20 contracts on 1 trade and 10 contracts on the next trade because market conditions change, or a trade setup is high risk, I cannot do that programatically right now, because I cannot change the lot/share quantity using AtmStrategyCreate.

Is there any plan to add this anytime soon? It is more than inadequate to have an order entry function with no quantity parameter !!!

[NinjaTrader_Bertrand]

Hi monpere, thanks for the suggestion!

In your case you could for example call two different ATM strategy templates according to your quantity needs.

To check the ATM position quantity you can use - GetAtmPositionQuantity() - http://www.ninjatrader-support.com/H...nQuantity.html

[monpere]

No, I would have to have to call 1000+ different ATM strategy templates. I don't just want to trade 10 shares or 20 shares. I want to trade any number of shares from 1 to infinity. Here is the standard formula for share sizing: Shares = Risk_in_dollars / Stop_size; The number of shares/contracts I can possibly trade is infinite. Can NT handle 100, 1000, 10,000, infinite ATM templates?

I suggested this 2 years ago, and was told "Thanks, we'll add it to the enhancement list." then too. IF you don't have the man power, give me that portion of code, I will add that overload for you for free in 5 minutes flat.

Hi monpere, thanks for the suggestion!

In your case you could for example call two different ATM strategy templates according to your quantity needs.

To check the ATM position quantity you can use - GetAtmPositionQuantity() - http://www.ninjatrader-support.com/H...nQuantity.html

[NinjaTrader_Bertrand]

Hi monpere, I see your point now in your first post it sounded like you needed 2 different scenarios.

If you need more fine tuning for your money management strategies, you will unfortunately need to program your own Stop / Target routine in NinjaScript.

[monpere]

Yes, basically, I need to re-create the functionality of the entire ATM feature in NinjaScript, because, NT is missing a standard parameter which every software package offers as a standard in any of their order entry functions.

EnterLong(), EnterLongLimit(), EnterLongStop(), EnterLongStopLimit(), EnterShort(), EnterShortLimit(), EnterShortStop(), EnterShortStopLimit(), all specify a qunatity, why does AtmStrategyCreate() does NOT specify a quantity?

You should send this thread to Ray, and see what his thoughts are on this.

Hi monpere, I see your point now in your first post it sounded like you needed 2 different scenarios.

If you need more fine tuning for your money management strategies, you will unfortunately need to program your own Stop / Target routine in NinjaScript.

[NinjaTrader_Bertrand]

Because you call a specific, predefined ATM Strategy template.

That being said enhancements to this functionality have already been voiced and are on our list for future releases of NinjaTrader.

[fosch]

Because you call a specific, predefined ATM Strategy template.

That being said enhancements to this functionality have already been voiced and are on our list for future releases of NinjaTrader.

Would that future release happen to version 7?

The capability that monpere is referring to has been a throrn in my side for some time now as well.

What's the status?

[NinjaTrader_Bertrand]

fosch, this limitation would unfortunately still exist - you could define multiple ATM templates and then call one that fits the qty you would need to use.

[fosch]

I was afraid of that, Bertrand. But as monpere so articulately pointed out, when you trade varied size (in stocks or futures), the position sizing permutations become overwhelming (100s to 1000s actually). It would be such a waste of time to go down that road, don't you agree?

Now please be honest, are there any plans to ever get this implemented? Or should I stop holding my breath?

Such a simple change on NTs part that delivers such a big benefit for your customers...

[NinjaTrader_Bertrand]

fosch, thanks for your input and feedback provided - this is added to our suggestion list, which we'll review once NT7 is in a production release state - this is our main focus right now.

[focus333]

Hi there NinjaTrader_Bertrand and fosch . I see that this thread is 13 years old, I am having this same issue, needing to start an ATM with size determined on the fly by the code. EXACT same scenario as fosch .

Since it's been over 10 years I am hoping that it now possible to start an ATM strategy from ninjascript with a specific share size?

If not, can anyone offer a workaround? trade size will be different for every single trade for me.

Thank you kindly.

[NinjaTrader_ChelseaB]

Hello focus333,

These are locked by the template. The template has to have the target quantities match the total quantity. Because of this, the quantiles have to be setup in the template. For full control, don't use AtmStrategy methods and template and code the stop and target behavior directly into the script.