Buy at Ask

[BradB]

Is there a way to make a Strategy that uses an ATM buy at Ask, or Sell at Bid, as opposed to just using a market, stop or limit order?

[NinjaTrader_JoshP]

Buy at Ask or Sell at Bid is essentially the same thing as limit orders. Just submit the limit price at the current ask/bid prices.

[BradB]

THat much I understand, but how do I get the current bid or ask price to plug into the "AtmStrategyCreate" in a timely fashion?

[NinjaTrader_JoshP]

GetCurrentBid() and GetCurrentAsk().

[BradB]

Ok, that's embarrasing...Thanks.

[BradB]

Ok, here's the problem. By using a limit or a stop order, I may not get filled if price moves away. What I want is for my strategy to work as if I am using Bid/Ask on the DOM, where you always get filled.

[NinjaTrader_JoshP]

You have to program the logic yourself. If you want to move the order than resubmit at the new bid new ask.