Can someone tell me why this Strategy code is not working?

[sarasotavince]

I have a variable:

double limitprice



After OnBarUpdate I have:

limitprice=Bollinger(0.50, 28).Lower[0] - 3* TickSize;

after my if statement:

{AtmStrategyCreate(OrderAction.Sell, OrderType.Limit, limitprice, 0,
TimeInForce.Day, GetAtmStrategyUniqueId(), "Trade1",
GetAtmStrategyUniqueId());}

I get no error messages but the order does not fire...

If I change the OrderType to Market and the limitprice to 0 the code works. But I don't want a market order...I want a limit order 3 ticks below the Lower Bollinger Band.

What am I missing? The only coded example in Ninja Help was for a market order...so, please don't refer me there. Thanks in advance.

[NinjaTrader_CalH]

Hello Sarasotavince,

Thank you for your post.

Can you please provide the code that you are using to submit these orders, so I can investigate this further?

Are there no errors in the Log Tab of the Control Center after trying to run it?

[sarasotavince]

Actually, the error log says:
ATM Strategies can't be created on historical data

Here's what I have figured out...please confirm if I am right or wrong.

I saw these lines in the code and I turned them off:

// Make sure this strategy does not execute against historical data
if (Historical)
return;

like this:
//if (Historical)
//return;

That used to be called REMing them out. REM = Remarks, not sure what it is called now.

When I un-REM them ... the code worked.

Since I was testing on historical data (market replay) I turned off the lines...

Seems a little backwards..but it works for Market Replay. Next test is LIVE data on SIM.

I appreciate your efforts to help me.

[NinjaTrader_CalH]

Hello Sarasotavince,

ATM strategies from automated scripts only work in real time.

Market replay is technically considered real time as it replays the market, and why you saw the error message when commenting or REMing them out, since the script then included historical data.

[sarasotavince]

Got it. Much Thanks.