ATM in ninja script strategy

[NinjaTrader_Brett]

Hello,

Quick Question, Do you know before hand your plannig on reversing? if you you can simply select a check mark to enable REV AT Stop in the advanced options of the ATM Settings. Right click on the superDOM and select Advanced Options.

I look forward to assisting you further.

[luxurious_04]

What we need is that when we are in a trade for example a short position then in the next bar our strategy fire another signal which is a reverse then is there a way that our strategy will automatically reverse usins an ATM template? Because that REV at STOP will reverse everytime the stop is hit and it is what we mean.

[NinjaTrader_Brett]

Hello,

No way to specify it automatically without enabling this before hand.

You would need to Call ATMStrategyClose().

Then ATMStrategyCreate() again to the short side. Thus doing the reversing logic inside of your strategy manually.

Let me know if I can be of further assistance.

[luxurious_04]

Way

Hello, some could tell if there a way in which I will move my first target if my other strategies are also taking order? I have 5 strategies running, I want to move my first target if all the 5 strategies taking trades. I am using a ATM template. And another, Is there a way in which strategies can plot values on the chart? Just like indicators that uses a dataseries to plot a value on chart.

[NinjaTrader_Brett]

Hello,

Unfortunately this is not possible with ATM Strategies. Would require a NinjaScript strategy and custom coding this as long as your one NinjaScript strategy is in chart of all 5 for example ATM Strategies being submitted then this is possible. Otherwise cross strategy communication is not supported in NinjaTrader.

Let me know if I can be of further assistance.

[luxurious_04]

How to move the first target?

[NinjaTrader_Bertrand]

You can use the dedicated AtmStrategyChangeStopTarget method for this task - http://www.ninjatrader.com/support/h...stoptarget.htm

For orderName use TARGET1 in your case to move it.

[luxurious_04]

Now my big question is how to get all the performance of all the strategy running in a day? I want to know if what is the way to get all the trades and performance of all???

[NinjaTrader_Bertrand]

For the ATM's you can use the concepts of this sample :

http://www.ninjatrader.com/support/forum/showthread.php?t=19148

However it will always in relation to the individual strategy and not all strategies currently run.

[luxurious_04]

Does this code
AtmStrategyChangeStopTarget(0, SMA(10)[0], "STOP1", "AtmIdValue");

works on replay? I tried many times but it will not move the first target.

[NinjaTrader_Brett]

Hello,

Yes this should work as it would live.

Have you added a Print() statement to make sure this is in fact getting hit and also, can you please check the log tab in the control center when you run this and it should work. Are there any errors in the log?

I look forward to assisting you further.

[luxurious_04]

Yes I have put a print statement and the print statement is okay but the first target does not move to my desire price.

AtmStrategyChangeStopTarget(0,100.11,"TARGET1",atm StrategyIdL);

I want to move my first target at 100.11 but it stays on my original first target. There is no error on my log tab and indication of moving the first target. I am wondering because the print statement attached will printed on the output window.

[scjohn]

Per documentation, AtmStrategyChangeStopTarget(0,100.11,"TARGET1",atm StrategyIdL); will return either True or False. I would suggest wrapping your statement with an if statement:
if (AtmStrategyChangeStopTarget(0,100.11,"TARGET1",at m StrategyIdL); )
Print("Change Target successful.");
else
Print("Change Target not successful.")

Another possibility is most Targets generated by an ATM will use a Stop Limit order. Your Limit price is zero. You might try setting the Limit Price to the same value as your Stop price.

[luxurious_04]

Download replay data

How to download market replay data using the Historical Data Manager?

[scjohn]

You do not use Historical Data Manager to download Market Replay data.

In the Control Pane, click on:
File -> Utilities->Download Replay Data