how to incorporate a ATM strategy

[jmrr821]

does somebody please share where to read about how to incorporate ATM function into an already existing strategy.

i would like to backtest my strategy with and with out that ATM strategy.

thanks

[NinjaTrader_CodyB]

Hello,
You can view the ATM strategy methods at the following link: http://ninjatrader.com/support/helpG...gy_methods.htm

It is also highly recommended that you review the SampleATMStrategy reference sample on how these methods work. You can review this sample by going to Tools > Edit NinjaScript > Strategy > SampleATMStrategy.

Please note that the ATM Strategy methods can not be backtested and do not run on historical data.
If you are wanting to backtest your ATM Strategy you will need to add in custom logic for your strategy on how to handle the orders the same way that your ATM strategy would.

You could run a strategy that is using the ATM Strategy methods in Market replay. This would be the only way that you could test a strategy that uses the methods on previous data.