ATM in ninja script strategy

[luxurious_04]

Hello Brett, I just wanna ask about what will happen to out custom or 3rd party indicator that is build with the NinjaTrader version right now when it will be upgraded to the 7.0.1000.3 Beta. It will cause a lot of issues to our custom indicators and strategies? As it is announces that it will be upgraded. http://www.ninjatrader.com/SP1_Announcement.php. I hope not because it can crash our systems.

[NinjaTrader_Bertrand]

luxurious_04, there should be no issues unless you distribute your code protected / obfuscated to customers - http://www.ninjatrader.com/support/h...l_security.htm

Here you would need to rexport the assemblies with NT 7 R3 beta and then redistribute to clients also running this updated NT7 version.

[luxurious_04]

Okay Bertran, thanks for the link. I have this problem Bertran and I don't understand why it is happening. I have a strategy and small chart. Now, when I try to set up my strategy on the my small chart just like my attached image on how I set up the strategy on the chart and I will enable it in the strategy tab on Ninja Control Center. What will happen is that when I run the market replay it pop-up or play a sound like order, order, order, order......order cancel. I don't why it will my strategy going crazy my chart is not yet in his end date and it is still moving. Please help me on this. And how can I exit an open position at the current market price?

[NinjaTrader_Bertrand]

luxurious_04, since you're working with ATM strategies for exit management, please simply call the AtmStrategyClose() to exit the strategy / trade at current price. For the replay issues - I would not know why your custom strategy behaves this way, were you perhaps enabling it as the replay was running fast?

[luxurious_04]

Hello Bertran, I would like to ask about TradesPerformanceValues. Does it work in a market replay? If I have 4 strategies running then I set it Performance.AllTrades.TradesPerformance.Currency.C umProfit > 2000. Does it mean that it will shut off all my strategies running when all trades in that day reached 2000? I put this code in each of the 4 strategies:
if (Performance.AllTrades.TradesPerformance.Currency. CumProfit > 2000)
{
return;
}
Is it correct?

[NinjaTrader_Bertrand]

luxurious_04, I already replied to your other thread / post on the same topic, please have a look there.

Thanks,

[scjohn]

AtmStrategyCancelEntryOrder()

I get that this cancel's the entry order for the specified order Id. If there is only 1 entry order Id and you cancel that order Id. Is there still an Atm Strategy running (after all i had to issue a AtmStrategyCreate())? Do I need to issue the AtmCloseStrategy() method?

Can you have more than 1 entry order Id?

[NinjaTrader_Brett]

Hello,

You can have multiple order IDs, also No need to also call AtmCloseStrategy() if you cancelled the entry order.

Let me know if I can be of further assistance.

[luxurious_04]

Hello, please help me on this problem. I already knows to get the current Bid and Ask volume but I want to filter it out. I want only to count Bid Volume if it is a 10 contracts or blocks. I have attached an image for it. Thanks.

[NinjaTrader_Bertrand]

You would need to create custom code to track this, for access to the volume itself you can work in OnMarketDate() or use GetCurrentBidVolume / GetCurrentAskVolume in the OnBarUpdate() of your script - examples of volume related script works can be found by studying our Power Volume Indicators -

http://www.ninjatrader.com/support/helpGuides/nt7/power_volume_indicators.htm

[luxurious_04]

How to track it? Please give me a sample code for it. Thanks in advance.

[NinjaTrader_Bertrand]

We would unfortunately not have a dedicated sample for this task, you would need to study for example the Power Volume indicators code and then starting creating your own code.

[luxurious_04]

Hello Bertran I have a question for these matter. How to add my strategies as a methods so that it will be called just like the indicators? Instead of offering my indicators. Thanks in advance.

[NinjaTrader_Brett]

Hello,

This is unfortunately not supported.

Let me know if I can be of further assistance.

[luxurious_04]

Hello, is autoreversal on strategies can be apply using ATM templates? Is there a way to autoreverse using ATM templates on a strategy?