ATM in ninja script strategy

[lukaskuta]

Hi,
I would like to ask, if it is possible to call my custom ATM strategy in ninja script strategy.

I didnt find it in wizard-so is there some piece of code, which can do this?

Thank you

[NinjaTrader_Ray]

Yes, this is possible but not from the Strategy Wizard. You will have to manually program this. Doing this is advanced and you can take a look at the sample code. Within the Control Center, select Tools > Edit NinjaScript > Strategy and open the SampleATM... strategy.

[lukaskuta]

OH! Great-its just what Ive been searching for!

[lukaskuta]

Setting a time when order is in game

And one more question-when a set of conditions activates a stop market order for example 1point up from last high-how to set this order stays in market for next 2bars and than it will disappear?

Thank you

[NinjaTrader_Ben]

Hello,

You will need to resubmit the order every bar to keep it working, therefore all you have to do is not submit it when you want it to go away.

[lukaskuta]

And back to ATM in strategy-is in version 7 possibility to use the ATM through the strategy for backtesting?
Not in data replay,but in the strategy optimizer?

Thanks

[NinjaTrader_Austin]

lukaskuta, unfortunately it is still not possible to use ATM strategies with the optimizer or backtester.

[luxurious_04]

Help please....

Does anyone there who could help me in this problem? I have already build a ATM template in the Super Dom and I call it to a ninja script strategy and then when I try to backtest it, it will return nothing. Here is my code:

if (CrossAbove(SMA(SMA1), SMA(SMA2), 1) && orderIdL.Length == 0 && atmStrategyIdL.Length == 0)
{
atmStrategyIdL = GetAtmStrategyUniqueId();
orderIdL = GetAtmStrategyUniqueId();
orderBarL = CurrentBar;
AtmStrategyCreate(Cbi.OrderAction.Buy, OrderType.Market, 0, 0, TimeInForce.Day, orderIdL, "CL Scalp", atmStrategyIdL);
}
else if (CrossBelow(SMA(SMA1), SMA(SMA2), 1) && orderIdS.Length == 0 && atmStrategyIdS.Length == 0 )
{
atmStrategyIdS = GetAtmStrategyUniqueId();
orderIdL = GetAtmStrategyUniqueId();
orderBarS = CurrentBar;
AtmStrategyCreate(Cbi.OrderAction.Sell, OrderType.Market, 0, 0, TimeInForce.Day, orderIdS, "CL Scalp", atmStrategyIdS);
}
Thanks in advance...

[NinjaTrader_Bertrand]

luxurious_04, calling ATM's for exit management will only work in realtime or Market Replay, it will not work unfortunately in backtesting.

[luxurious_04]

A very big thanks for that information you've given. How do I add strategy in a market replay? One more thing calling ATM template can be used for entry management? Confuse..

[NinjaTrader_Bertrand]

1. Record the Market Replay data needed

2. Set up your chart

3. Right click in it and add your NinjaScript strategy calling the ATM's for managing the trades.

http://www.ninjatrader-support.com/HelpGuideV6/Overview14.html

http://www.ninjatrader-support.com/HelpGuideV6/Replay.html

In our NT7 beta release the market replay data is prerecorded by us on the servers, so you can just download and use it for replay.

[luxurious_04]

Help please

Thanks Bertran, Can you give me the root folder or path of the ATM strategy template which I created in the Dom?

[NinjaTrader_Bertrand]

Those templates are stored in the database luxurious_04, which would be included in the backup file if you choose to build one.

[luxurious_04]

Thanks Bertran, a follow up question, can I access it for I want to select what ATM template to be used in the AtmStrategyCreate method?.What folder then I will be the one to browse.

[NinjaTrader_Bertrand]

Unfortunately this is not 'browsable' from inside your NinjaScript strategy, you would just hardcode in which template to use or you could for example setup a string input for the user and then use this as variable in the AtmStrategyCreate().