Creating ATM order -2 ticks

[jthom]

Hello,
I am wanting to create an ATM limit order to be placed 2 ticks away from current price in the current bar. There is to be no reference to previous bars lows and highs.
Is there a command to reference the current price and then place the order 2 ticks from that?
Any help would be greatly appreciated.


THanks

[NinjaTrader_Jason]

Hello jthom,

I am not sure if I follow. Are you referring to an entry order that has an ATM strategy attached? If so, unfortunately this is not supported upon trading manually; you would need to submit the entry order manually 2 ticks away. You could create an automated strategy that will submit the entry order as per your conditions. More information can be found at the link below.

http://www.ninjatrader-support.com/HelpGuideV6/DevelopTradingLogic.html

If you like the profit target or stop loss to be submitted 2 ticks away from the entry price, you would enter a value of 2 in your ATM strategy. More information can be found at the following link.

http://www.ninjatrader-support.com/HelpGuideV6/CreatingAPositionStrategy.html

[jthom]

Hey,

Eventually worked it out.
AtmStrategyCreate(Action.Buy, OrderType.Limit, Close[0] -2 * TickSize, 0, TimeInForce.Day, orderId, "Blah Blah", atmStrategyId);

Works only from close price of previous bar. Is it possible to program a cancelation of the order (after 30 seconds) if not filled?

[NinjaTrader_Bertrand]

You can let the strategy run on CalculateOnBarClose = false so it updates tick by tick and not only on the close (realtime use only) -

http://www.ninjatrader-support.com/HelpGuideV6/CalculateOnBarClose1.html

For the cancellation, you could add a 30 second series to access its timestamps (Times) or use a custom event / timer -

http://www.ninjatrader-support2.com/vb/showthread.php?t=5965