how to know when a trade has closed in an automated ATM strategies

[pepelucho]

I am writing a NinjaScript automation strategy using the ATM functions to call my ATM setup.

in my ATM setup I have 1 profit exit, and 1 stop loss exit. I need to somehow know when an entry trade has exited (ie trade closed) so that I can let the strategy set up the next trade.

I was thinking about using GetAtmStrategyStopTargetOrderStatus(), however according to the documentation, it would be hard to tell from this function whether the trade is 100% closed or partially closed, depending on the fill of the stop loss/target.

Can someone explain how to tell when an trade has closed 100% through the ATM functions ? Or is there another set of functions I should use ?

[NinjaTrader_Ben]

Hello,

I will have someone reply to you on Monday. Thank you for your patience.

[pepelucho]

thanks, I can hold for an answer, btw, there's what I wrote

just want to add the function I wrote that I believe will tell me if an atm automated strategy that has filled (I enter trades with a stop order) has either fully hit the profit target (limit order) or stop loss (stop order) :

(as a side note, my atm strategy enters a trade with 1 stop order, and exits with either 1 limit order(profit target) or 1 stop order (stop loss). No scaling in/out happens.

protected bool IsOrderClosed(string id)
{
Print ("\tChecking for closed order with atmID = " + id);
string[,] orders = GetAtmStrategyStopTargetOrderStatus("TARGET1", id);
// Check length to ensure that returned array holds order information
if (orders.Length > 0) {
Print("\t\tClosed order with TARGET1 found, checking for fill status...");
// first check for a target fill
bool partialFillFound = false;
int filledCount = 0;
int numOfOrders = orders.GetLength(0) - 1;
for (int i = 0; i < numOfOrders; i++) {
Print("\t\t\tOrder id(" + id + " : current state is " + orders[i, 2].ToString() + " -- contract #" + (i+1));
if (orders[i,2] == OrderState.Filled.ToString()) {
filledCount++;
} else if (orders[i,2] == OrderState.PartFilled.ToString()) {
partialFillFound = true;
Print("\t\t\tFound Partial Fill");
}
}

if (filledCount != numOfOrders || partialFillFound) {
// force a close order
Print("\t\tClosing Order");
bool success = AtmStrategyClose(id);
if (!success) Print ("\t\t\tfailed to find AtmOrderId: " + id + " when attempting to close");
return true;
}
}

// now check for a stop loss fill
string[,] orders2 = GetAtmStrategyStopTargetOrderStatus("STOP1", id);
// assume that when stop loss is hit, all contracts fill since it's a stop order
if (orders2.Length > 0) {
Print ("\t\tClosed order with STOP1 found");
return true;
} else {
Print("\t\tOrder with atmID = " + id + " has not closed");
return false;
}
}

[NinjaTrader_Bertrand]

pepelucho, I think you could combine the GetAtmStrategyStopTargetOrderStatus() with for comparing fill quantities and overall market position of the called ATM - http://www.ninjatrader-support.com/H...yPosition.html

If you haven't checked into already, the SampleAtmStrategy installed per default shows those methods at work.