ATM Strategy question

[eDanny]

I have another question about orderID and atmStrategyId. If they are checked, additional orders should not be executed? The sample strategy just keeps entering orders.

[NinjaTrader_JoshP]

eDanny,

That does not happen on my end. On the sample strategy it will enter once and then in the Output Window as long as that strategy is active it will keep printing things like this:

The current ATM Strategy market position is: Flat
The current ATM Strategy position quantity is: 0
The current ATM Strategy average price is: 0
The current ATM Strategy Unrealized PnL is: 0
The entry order average fill price is: 0
The entry order filled amount is: 0
The entry order order state is: Working
The current ATM Strategy market position is: Flat
The current ATM Strategy position quantity is: 0
The current ATM Strategy average price is: 0
The current ATM Strategy Unrealized PnL is: 0

If it prints that it will never enter continuously.

[eDanny]

Grrr, every time I tried it, multiple entries have occured, starting with those tests yesterday.

Ok, quit my other strategy so output window isn't cluttered and trying again.

[eDanny]

I see the constant output whereas my strategy only prints that type of status when in a position.

[NinjaTrader_JoshP]

The constant output should occur as you are in a position. As you are in a position the sample should never enter a new entry.

[eDanny]

If my strategy is running on two charts with the same instruments, how can I check to see if there is an open position on one chart to prevent another entry? Got a feeling there is no way to tell.

[NinjaTrader_JoshP]

No way to tell.

[cirion]

If my strategy is running on two charts with the same instruments, how can I check to see if there is an open position on one chart to prevent another entry? Got a feeling there is no way to tell.

I would suggest you break your code into states for example so in your code it deals with multi signals happening at once and you are not falling back on anything other than your code

//method 1
if(XXX || YY && openorder == false)
{
method1 = (true);
}

Then do something like this

    if (method1 == true && openorder == false) 
{
atmStrategyId = GetAtmStrategyUniqueId();
orderId = GetAtmStrategyUniqueId();
AtmStrategyCreate(Action.Sell, OrderType.Limit, Close[0], 0, TimeInForce.Day, orderId, "ATMTemplate", atmStrategyId);
openorder = (true);
}

Remember to set your variables back to a reset state once your account is flat again.

Side note this is an example ONLY.

Hope that helps.
CiRioN

[eDanny]

Don't believe that would do anything since the strategy on another chart would not know openorder=true.