Another Coding Question

[mreisinger]

I'm stuck on another coding question... And since I have taken a crash course the past 48 hours and got this far I don't mind asking..

No trades are being taken. What do I have out of place?

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


// Submits an entry limit order at the current low price to initiate an ATM Strategy if both order id and strategy id are in a reset state
// **** YOU MUST HAVE AN ATM STRATEGY TEMPLATE NAMED 'AtmStrategyTemplate' CREATED IN NINJATRADER (SUPERDOM FOR EXAMPLE) FOR THIS TO WORK ****
if (Close[1] > KeltnerChannel(2, 10).Upper[1]
&& Close[0] < Close[1]
&& ADX(14)[1] >= ADX(14)[0])
atmStrategyId = GetAtmStrategyUniqueId();
orderId = GetAtmStrategyUniqueId();
AtmStrategyCreate(Cbi.OrderAction.Sell, OrderType.Market, orderId, "AtmStrategyTemplate", atmStrategyId);

// Check for a pending entry order
if (orderId.Length > 0)

if (Position.MarketPosition == MarketPosition.Flat && orderId.Length == 0 && atmStrategyId.Length == 0)
{
string[] status = GetAtmStrategyEntryOrderStatus(orderId);

// If the status call can't find the order specified, the return array length will be zero otherwise it will hold elements
if (status.GetLength(0) > 0)
{
// If the order state is terminal, reset the order id value
if (status[2] == "Filled" || status[2] == "Cancelled" || status[2] == "Rejected")
orderId = string.Empty;
}

} // If the strategy has terminated reset the strategy id
else if (atmStrategyId.Length > 0 && GetAtmStrategyMarketPosition(atmStrategyId) == Cbi.MarketPosition.Flat)
atmStrategyId = string.Empty;


if (atmStrategyId.Length > 0)
{

[NinjaTrader_Bertrand]

mreisinger, in which environment do you test this script? Do you see any log errors in the Control Center when you test it?

I would only expect trades in realtime or market replay if you entry condition triggers, so not in backtesting from the charts or the Strategy Analyzer.

[mreisinger]

I was backtesting in Market Replay. Now I am getting a CS1501 error in this line:

AtmStrategyCreate(Cbi.OrderAction.Sell, OrderType.Market, orderId, "AtmStrategyTemplate", atmStrategyId);

[NinjaTrader_Bertrand]

I would expect so, you miss the limit and stop price parameters as well as the TimeInForce.

https://www.ninjatrader.com/support/helpGuides/nt7/atmstrategycreate.htm