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    Scale Quantity - ATM Property

    SuperDom>>right click>>Properties>>"Scale Quantity" - "Sets the value used for scaling into and out of a strategy"

    I cannot find documentation on it.

    I know what I want it to mean :-) , since I would like an option to scale into a position but have an ATM Strategy manage it. I'd rather not go to all the coding of a Ninjascript Strategy if possible, and I'd rather not have to manually enter positions myself on the scale-in.

    Any ideas?

    #2
    Hello Steve,

    This is information is found in our SuperDom section under How to scale in or out of an active ATM strategy:



    The property you mentioned will set the default qty that is set on the SuperDOM selector after you have entered the position.

    For example, assuming the scale quantity is set to 1:

    You are flat and enter a Buy 5 market order with an ATM Strategy.

    Your qty will not automatically change to 1. This will allow you to quickly select Sell Market with 1 selected and scale out by a qty of 1.
    MatthewNinjaTrader Product Management

    Comment


      #3
      So it does not allow me to scale in, only more quickly scale out partial positions, correct?

      One more thing.

      I sometimes trade on different machines. I have made a custom ATM and saved it.

      Is there a way to only export the custom ATM Strategy so I can import it to another machine?

      I'd rather import a known, working ATM Strategy than re-input and run the risk of a mis-type and not know it.

      EDIT: Ah shoot I should have said 2 more things. I have auto-trail set on the ATM in question. It works fine. If I add to the position once auto-trail has been activated, I get some funny looks. The "additional" order gets it's own set of parameters it seems like as far as a stop-loss etc go.

      If the position keeps moving up it works itself out and the full position will as planned begin to properly auto-trail out according to the ATM.

      Again, it works fine until I add to a position that is already in profit and has the auto-trail procedure in effect. Does this half make sense? Is the answer is as simple as "Don't do that" :-)
      Last edited by Steve R; 08-09-2013, 03:34 PM.

      Comment


        #4
        Steve,

        No, you can scale out just as easily too. If you entered long, the scale quantity would come into affect and you could simply issue a sell order for that quantify you defined.

        ATM Strategies are saved in your database file. If you want to back this up and transfer it to another computer, you can do this by going to File--> Utilities--> Backup--> check "Database file".

        This will saved an archive in (My) Documents\NinjaTrader Backup

        Once backed up, you may copy this file to another computer and restore it to a NinjaTrader install by going to File--> Utilities--> Restore and then browse to the location you saved the copy of the back up to.

        What do you have "ATM Strategy Selection mode" set to? It sounds like you are using a new ATM Strategy template each time you scale in.

        Please review our Help Guide article on Strategy Selection Mode for more information:




        If you would like your position to use the same exact values for the stops and targets, you would use "Select Active ATM Strategy on Order Submission" mode as it is setup per default.

        If you would like each position to have it's own unique stops and targets, please use "Keep Selected ATM Strategy Template on Order Submission" mode

        If you would like to only display the Stops and Targets for a particular strategy/position, please use "Display Selected ATM Strategy Only" mode


        Please let me know if there is anything else I can do for you.
        MatthewNinjaTrader Product Management

        Comment


          #5
          Originally posted by NinjaTrader_Matthew View Post
          Steve,

          No, you can scale out just as easily too. If you entered long, the scale quantity would come into affect and you could simply issue a sell order for that quantify you defined.
          I think our wires are crossed. I don't care about scaling out. My only worry ever was scaling IN as I mentioned.


          ATM Strategies are saved in your database file. If you want to back this up and transfer it to another computer, you can do this by going to File--> Utilities--> Backup--> check "Database file".

          This will saved an archive in (My) Documents\NinjaTrader Backup

          Once backed up, you may copy this file to another computer and restore it to a NinjaTrader install by going to File--> Utilities--> Restore and then browse to the location you saved the copy of the back up to.
          Will this screw up anything else? If I can't get the single file, I do not trust NT to not screw up more than we're trying to do to the good side. I don't want to be over-writing a pile of stuff that I do not want over-written.

          If you would like your position to use the same exact values for the stops and targets, you would use "Select Active ATM Strategy on Order Submission" mode as it is setup per default.

          If you would like each position to have it's own unique stops and targets, please use "Keep Selected ATM Strategy Template on Order Submission" mode

          If you would like to only display the Stops and Targets for a particular strategy/position, please use "Display Selected ATM Strategy Only" mode
          Yeah I'm screwing with that now. Thanks.

          Comment


            #6
            Sorry Steve - Yes you can scale in as well.

            This will over ride the database on the second computer and anything stored in it. You may want to just re-setup these templates again.
            MatthewNinjaTrader Product Management

            Comment


              #7
              Originally posted by NinjaTrader_Matthew View Post
              ........
              This will over ride the database on the second computer and anything stored in it. You may want to just re-setup these templates again.
              Yeah that's what I've decided. No need to lose an arm over a hang nail :-)

              Comment


                #8
                One more quick question near this topic of ATM Strategies.

                I want to call a pre-made ATM strategy from a NinjaScript Strategy.

                I can see the function "CreateATM..()" but I do not see a function that can call an already made ATM Strategy.

                If this is not possible, then how would I be able to re-create the ATM Strategy with all its characteristics, IE GTC vs Day, Trail stops etc etc. That seems like a potential pile of work for nothing, when it's already done in the ATM Strategy.

                Thx.

                Comment


                  #9
                  Steve,

                  To clarify, AtmStrategyCreate() is used just to submit a new entry order that will execute an ATM Strategy when that order is filled. This method does not give you the ability to define the parameters of an ATM Strategy, but rather you simply call an already made ATM Strategy:

                  Code:
                     AtmStrategyCreate(OrderAction.Buy, OrderType.Market, 0, 0, TimeInForce.Day, GetAtmStrategyUniqueId(), "MyTemplate", GetAtmStrategyUniqueId());
                  Where "MyTemplate" is the name of the ATM Strategy template that you manually setup in the SuperDOM/Chart Trader
                  MatthewNinjaTrader Product Management

                  Comment


                    #10
                    Originally posted by NinjaTrader_Matthew View Post
                    Steve,

                    To clarify, AtmStrategyCreate() is used just to submit a new entry order that will execute an ATM Strategy when that order is filled. This method does not give you the ability to define the parameters of an ATM Strategy, but rather you simply call an already made ATM Strategy:

                    Code:
                       AtmStrategyCreate(OrderAction.Buy, OrderType.Market, 0, 0, TimeInForce.Day, GetAtmStrategyUniqueId(), "MyTemplate", GetAtmStrategyUniqueId());
                    Where "MyTemplate" is the name of the ATM Strategy template that you manually setup in the SuperDOM/Chart Trader
                    OK. Thanks. That made my life a lot easier. Just a few parameter needed to input and the pre-defined ATM Strategy is good to go, so it looks like. I'll give it a shot.

                    Can I call an ATMStrategyCreate() from within an indicator or must I use my NinjaScript Strategy?
                    Last edited by Steve R; 08-13-2013, 07:13 AM.

                    Comment

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