ATM Strategy OnExecution

[SystemTrading]

I am creating a NinjaScript strategy that uses an ATM strategy for position managment. We want to enable multiple entries per direction. The documentation says that EntriesPerDirection is not supported when calling ATM Strategies so I assume I must track these positions within the code.. Will an ATM Strategy fire the OnExecution event?

[NinjaTrader_Ben]

Hello,

OnExecution should trigger on every filled order. I will have someone confirm this on Monday.

Remember that you cannot have order in opposing directions at the same time in the same market.

[SystemTrading]

Found out it does not trigger. Therefore I am trying to use GetAtmStrategyEntryOrderStatus() to detect fills and manually track entries. Please let me know if you have any better ideas!

[NinjaTrader_JoshP]

That is correct SystemTrading. OnExecution does not trigger for ATM orders, only for NinjaScript generated orders.

[SystemTrading]

So is there any way to track positions and profit & loss when I am generating multiple ATM strategies? We want to implement EntriesPerDirection as well as daily stop and profit targets. I've come close, but I do not believe my current code will work properly under certain conditions.

[NinjaTrader_JoshP]

You just have to keep track of it manually. Run your own counters to track your positions/orders.