atm doesn't work on market replay

[mikec]

Hello,
I have an atm that uses a stop strategy that works just fine on the simulator, but when I try it on market replay the atm enters correctly, but when I hit my first target the auto trail doesn't work. Probably something simple, but I am having brain freeze. Any help would be appreciated.

Thank you,
Mike C

[NinjaTrader_AdamP]

mikec,

You would need to make sure the stop strategy is selected in your ATM strategy. If you select your ATM strategy, and hit the "..." button, does it have your stop strategy selected?

Also, what is your "Frequency" field set to in your Stop Strategy?

[mikec]

Adam,
Yes, the stop strategy is selected. The frequency is set to one. Not sure what you mean by the "..." button.

Mike

[sledge]

Adam,
Yes, the stop strategy is selected. The frequency is set to one. Not sure what you mean by the "..." button.

Mike

There is a Button labeled "..." next to "ATM Strategy"

[mikec]

Sledge,
I assume you are referring to a static dome. I really don't see "..." button anywhere on my dome.

Mike

[sledge]

Sledge,
I assume you are referring to a static dome. I really don't see "..." button anywhere on my dome.

Mike

I don't have a static dome in my list. Wasn't that NT 6.5?

Anyways, I was looking at the chart trader, which has the "..." button.

I brought up the SuperDom, and you're right, no "..." button. Changing to custom turns everything on, unlike chart trader ATM Strategy.

I'll run some market replay here and see if the SuperDom multi strategy works. You are not using a stop strategy, correct? Just profit target and stop losses?

[mikec]

Sledge,
I am using Ninja 7 and I am wanting to use a stop strategy.

[sledge]

Sledge,
I am using Ninja 7 and I am wanting to use a stop strategy.

I set up something, 3 targets, 1 point each

I set up a stop strategy custom on target #1.

3 qty - i forget exact details inside.

anyways, I sold short the market, eventually, cash register rung, "3" showed up for the break even?, buy stop 1 hit, "2" is now for the break even?...

I'm currently -2.00 on 2 contracts over that line

-3.50

+9.00 (the line hasn't moved) .. buy 1 filled at profit target 2.

-4.25 over the line

buy 3 profit target + 13 filled

i had "profit trigger 16, plus 5, 1 step 12


So it being over the line were the issue is?

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edit--
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I managed to get 1 contract stopped out on the other side of that line..but I'm thinking the other 2 are too far away. (I set all 3 targets inside the stop strategy place)

[mikec]

Sledge,
So I guess you got it to work on the dome with a stop strategy I still can't get mine to work other than it enters correctly. Does it matter that I am using an automated strategy? After entry I want the stop strategy to move so many ticks back of price at a certain point gain and then move again at another determined gain and then again at another determined gain. After entry, when the first gain is hit the stop doesn't move. Still not sure what I am doing wrong. Works just fine in the simulator.

[sledge]

Sledge,
So I guess you got it to work on the dome with a stop strategy I still can't get mine to work other than it enters correctly. Does it matter that I am using an automated strategy? After entry I want the stop strategy to move so many ticks back of price at a certain point gain and then move again at another determined gain and then again at another determined gain. After entry, when the first gain is hit the stop doesn't move. Still not sure what I am doing wrong. Works just fine in the simulator.

Mine line never did move.

I think I was mistaken on my "over the line" comment.. I think it was my regular profit target that was filled.

I'll try this in the simulator to see if I notice a difference.

(sorry, never used this, so trying to figure it out)..


----------------------
I did something different this time, once something hit and the register rang, the 1 Sell S1 adjusted to a smaller value.

[sledge]

Sledge,
So I guess you got it to work on the dome with a stop strategy I still can't get mine to work other than it enters correctly. Does it matter that I am using an automated strategy? After entry I want the stop strategy to move so many ticks back of price at a certain point gain and then move again at another determined gain and then again at another determined gain. After entry, when the first gain is hit the stop doesn't move. Still not sure what I am doing wrong. Works just fine in the simulator.

The cash register rang on Target #2

1377.25 was my entry on 2 contracts.

1 Sell S2 jumped over my entry and is NOW at 1378.50

I don't think my 1384.25 was my original target either.

1 target : stop /profit 8 ticks. stop strat: profit trigger 3, plus 3, 2 step freq, 3,3 and 5,5
2 target : stop/profit 16 ticks.. stop strat: profit trigger 16, plus 5, 1 step stop loss 4

[mikec]

Sledge,
Thank you for you responses, but I still am no closer to knowing why my stop strategy will not work on the market replay. As I said, it works fine on the simulator but not on replay. It enters correctly and places my first target and stop, but won't run the auto breakeven or auto trail parts of the atm strategy.

Would anyone else have any ideas as to why this is so?

Thank you,
Mike

[NinjaTrader_Bertrand]

Hi Mike, does it matter which day / market / timeframe you replay and work with?

If just place a manual trade using the same stop strategy in replay, same outcome for you?

What setting do you use under Tools > Options > Strategy > ATM? Using the last price or not to trigger the AutoBreakeven / AutoTrails?

Thanks,

[mikec]

Bertrand,
If i place a mrkt order in replay the stop strategy works ok. If I enable my auto strategy in replay it doesn't work. the setting is last price to trigger auto breakeven. Have to leave again so will try to check on you first question later today.

Mike

[mikec]

Bertrand,
If I place a mrkt order in replay the stop strategy works fine. If I enable my auto strategy in replay, it doesn't work. Setting to trigger auto trail is set to last price. Have to leave so will try to answer your first question later today