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NinjaTrader
Event Driven ATM Strategies
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Event Driven ATM Strategies
In the future, it would be nice if NT would add event driven ATM routines like the current routines for generated orders (i.e. OnExecution() OnOrderUpdate() etc). It would be nice to know when an ATM order was filled, cancelled, or changed. Having an event driven model would help write cleaner more understandable code IMO.Tags: None
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Yes, I use the Ninja provided model of running entry code on FirstTickOfBar, and the rest on each tick. I just think it makes more sense to separate out the logic and be event driven.
I could flip the question, and ask why would Ninja implement the event driven model for non-ATM orders? It just is not consistent.
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