Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Determining Market Position

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Determining Market Position

    It seems there are two different ways to determine market position when using NScript launched ATM Strategies:

    protected override void OnBarUpdate()
    {
    // Check if flat
    if (GetAtmStrategyMarketPosition("id") == MarketPosition.Flat)
    Print("ATM Strategy position is currently flat");
    }


    or

    protected override void OnBarUpdate()
    {
    // If not flat print our open PnL
    if (Position.MarketPosition != MarketPosition.Flat)
    Print("Open PnL: " + Position.GetProfitLoss(Close[0], PerformanceUnit.Points));
    }


    I can't seem to get the first approach to work although other "get AtmStrategy...." commands are working.

    Is there a preference for one over the other and are there limitations in using one over the other that need to be taken into account?

    Also, in the if (GetAtmStrategyMarketPosition("id") == MarketPosition.Flat)
    is the "id" element the unique id assigned to the atm strategy or "orderId" from the AtmStategyCreate command or "atmstrategyId" also from the AtmStrategyCreate Command?
    daven

    #2
    If you are working with ATM strategies from within a NinjaScript strategy, then you *must* use GetAtmMarketPosition(). Please see the SampleAtmStrategy that installs with NT for proper use of this method. The sample works.

    "id" is the "amtStrategyId" value passed into the AtmStrategyCreate() method.
    RayNinjaTrader Customer Service

    Comment

    Latest Posts

    Collapse

    Topics Statistics Last Post
    Started by CarlTrading, 03-31-2026, 09:41 PM
    1 response
    68 views
    0 likes
    Last Post NinjaTrader_ChelseaB  
    Started by CarlTrading, 04-01-2026, 02:41 AM
    0 responses
    38 views
    0 likes
    Last Post CarlTrading  
    Started by CaptainJack, 03-31-2026, 11:44 PM
    0 responses
    63 views
    1 like
    Last Post CaptainJack  
    Started by CarlTrading, 03-30-2026, 11:51 AM
    0 responses
    62 views
    0 likes
    Last Post CarlTrading  
    Started by CarlTrading, 03-30-2026, 11:48 AM
    0 responses
    53 views
    0 likes
    Last Post CarlTrading  
    Working...
    X