How Can I Make a Custom Strategy Reverse at Stop Just as in an ATM Strategy

[sampras010]

Also, once complete can such a strategy be backtested?

[NinjaTrader_ZacharyG]

Hello sampras010,

Thank you for writing in.

You can utilize the OnExecution() method: https://ninjatrader.com/support/help...nexecution.htm

Check if your stop loss has filled. If so, then you'll submit a long or short order to reverse your position.

Here is a reference sample from our support forum showing an example of how you can place orders from OnExecution() (and OnOrderUpdate()): http://ninjatrader.com/support/forum...ead.php?t=7499

Please, let us know if we may be of further assistance.

[NinjaTrader_PatrickH]

Hello sampras010,

Thank you for your response.

You would need to add the instrument to the script and then use it's BarsInProgress index in an additional overload for the Enter and Exit methods. Please refer to the information at the following link: http://ninjatrader.com/support/helpG...nstruments.htm

Please let me know if you have any questions.