Programming ATM Strategies

[ballboy11]

I was programming and atm strategy using

AtmStrategyCreate(Cbi.OrderAction.Buy, OrderType.Limit, Close[1], 0, TimeInForce.Day, orderId,"AtmStrategyTemplate", atmStrategyId);

what I found out in a strategy

if(Position.MarketPosition == MarketPosition.Flat )
{
}
does not work.

if (GetAtmStrategyMarketPosition(atmStrategyId) != MarketPosition.Flat)

{}

DOES WORK


my questions are

1. how do one track ATM order when flat, pending, filled. or closed.
Iorder does not work on atms.
2. if i have this strategy working on 2 instruments, how do i seperate the orders
example if gc is flat and gc is long place a pending order in gc

Most of my methodologies for my trades work on calculatebaronclose = true; but 2 of my trading methodologies need to be a false state. I am using

if(FirstTickOfBar)

for most of my trades.

thanks

[NinjaTrader_ChelseaB]

Hello ballboy11,

You are correct. When placing orders using AtmStrategy methods, the strategy is not able to see these orders or positions as this is all handled by the NinjaTrader core.

All information and modifications must be through AtmStrategy methods.

http://ninjatrader.com/support/helpGuides/nt7/atm_strategy_methods.htm

Included with NinjaTrader is an example strategy called SampleAtmStrategy. This shows the basics of working with AtmStrategy methods.

Also, I've posted an example of an AtmStrategy with a breakout on another forum thread.

http://ninjatrader.com/support/forum/showthread.php?p=426060#post426060

To check the entry order status use GetAtmStrategyEntryOrderStatus().
Separate the orders and Atms by using different IDs for the orders and Atms.