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ATM Strategy OnExecution
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ATM Strategy OnExecution
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?Last edited by SystemTrading; 05-16-2009, 10:51 AM.Tags: None
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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!
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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.
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