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Determining Market Position

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    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.
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