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Managing ATM execution within ninjascript

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    Managing ATM execution within ninjascript

    hi ... I am writing a strategy that executes an ATM strategy upon meeting certain conditions. I need to ensure that I don't have more than one ATM strategy running at a given time. So I need help to know how to check to see if an existing ATM is running, and, if so, how to cancel it before executing a new one. Any advice is greatly appreciated. tx

    #2
    pman,

    I am happy to assist you.

    The SampleATMStrategy that comes with NinjaTrader as an example has a section that does this. Have you looked at this example or are you asking what part of it does this?
    Adam P.NinjaTrader Customer Service

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      #3
      thank you for your response ... i did review the example but i'm still not sure how to identify if an existing ATM strategy is running

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        #4
        pman,

        Essentially that example code tracks the ID of the ATM strategy. It resets it to be a empty string when it detects that the ATM strategy closed. atmStrategyId is how it tracks if there is an active ATM strategy or not.

        Code:
        else if (atmStrategyId.Length > 0 && GetAtmStrategyMarketPosition(atmStrategyId) == Cbi.MarketPosition.Flat)
        				atmStrategyId = string.Empty;
        Adam P.NinjaTrader Customer Service

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          #5
          thanks ... will test that!

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