Getting multiple orders

[johne5]

hello,
Not sure if this is the correct forum.
I have a strategy that I created. It has started to place multiple orders. But of course not every time. I'm executing ATM. as far as I can see i have the setting set to only allow 1 order per direction.
When the problem happens it places about 30 orders, then a popup says that there has been too many orders placed.

Please let me know what additional info you guys need from me. or do I need to open a tech support ticket?

thanks
John

[NinjaTrader_Austin]

Hi John, ATM strategies started from within a NinjaScript strategy do not follow entry limits because these ATM strategies are run independently. You will need to add some code to prevent these multiple entries.

[johne5]

ok, so i can create a variable when the trade executes. that would mean no more trades.
Is there something that tells me the ATM is completed? round trip order completed?

[NinjaTrader_Austin]

John, please see this page for a complete list of ATM related functions - http://www.ninjatrader.com/support/h...gy_methods.htm. Basically, you'll have to monitor the ATM's stop and target orders for a fill to tell when the ATM is complete.

[johne5]

Thank you, i think that should work

john

[johne5]

Austin,
Since I posted my question, I see quite of few people ask this question.

My new question is about calculation of PnL.
In my script the PnL always = 0

if (Performance.RealtimeTrades.TradesPerformance.Curr ency.CumProfit >= 150)
return;

This will print untill the order is filled
Print("PnL is " + GetAtmStrategyRealizedProfitLoss("Trailing Stop").ToString());

But a string is not an "int" so I can't use a statement like,

Private int PnL = 0; // this is in the variable section

PnL = (PnL + GetAtmStrategyRealizedProfitLoss("Trailing Stop"));
if (Pnl >= 150)
{
return;
}

I've tied converting it to an int. but can't figure it out.

my ATM order execution looks like this

atmStrategyId = GetAtmStrategyUniqueId();
orderId = GetAtmStrategyUniqueId();
AtmStrategyCreate(Cbi.OrderAction.Buy, OrderType.Limit, (High[0] + .1), 0,
TimeInForce.Day, orderId, "Trailing Stop", atmStrategyId);
AtmStrategyCreate(OrderAction.Buy, OrderType.Market, 0, 0,
TimeInForce.Day, orderId, "Trailing Stop",
orderId);

[NinjaTrader_Bertrand]

Hi John, I'm not 100% following here - are you attempt to mix the ATM strategy and NinjaScript performance classes?

For retrieving PnL from the ATM's, please check into this sample we provide here :

http://www.ninjatrader.com/support/forum/showthread.php?t=19148

[johne5]

having trouble importing that SampleATMPnL.zip, it says there is duplicate method name or a missing file.

basically my problem is not being able to stop the strategy when the PnL is at +150

[NinjaTrader_Austin]

johne5, you can parse just about any string to any number (and a double would probably be more appropriate than an int here) with something like:

double PnL = double.Parse(myNumberThatIsAString);