Prevent multiple entries

[MrTicks]

Thanks for the prompt response Josh! Will edit that code.

Hi Josh - I looked at that link and saw,

protected override void OnBarUpdate() 
{    
    // Check if flat 
    if (GetAtmStrategyMarketPosition("id") == MarketPosition.Flat) 
        Print("ATM Strategy position is currently flat"); 
}

So I tried,

&& GetAtmStrategyMarketPosition (atmStrategyIdS) == MarketPosition.Flat
or for longs
&& GetAtmStrategyMarketPosition (atmStrategyIdL) == MarketPosition.Flat

and got errors in my output window from trace orders of,
GetAtmStrategyMarketPosition() method error: Missing atmStrategyId parameter

So now I have,

&& ( atmStrategyIdS.Length < 0 && GetAtmStrategyMarketPosition(atmStrategyIdS) == MarketPosition.Flat )
&& ( atmStrategyIdL.Length < 0 && GetAtmStrategyMarketPosition(atmStrategyIdL) == MarketPosition.Flat )

...but it doesn't seem to make any orders now. Instead of atmStrategyIdS.Length < 0 should I have something else as a qualifier to check for GetAtmStrategyMarketPosition ?

I think the errors happen because I was calling GetAtmStrategyMarketPosition when there was no ATM order open?

Perhaps atmStrategyIdL.Length ! = 0 && GetAtmStrategyMarketPosition(atmStrategyIdL) == MarketPosition.Flat would be better?

[NinjaTrader_RyanM1]

Hello Mr Ticks,

You should do all position checks when the ID length > 0.

From the sample:

 
if (atmStrategyId.Length > 0)
{
// You can change the stop price
if (GetAtmStrategyMarketPosition(atmStrategyId) != MarketPosition.Flat)
AtmStrategyChangeStopTarget(0, Low[0] - 3 * TickSize, "STOP1", atmStrategyId);
// Print some information about the strategy to the output window
Print("The current ATM Strategy market position is: " + GetAtmStrategyMarketPosition(atmStrategyId));
Print("The current ATM Strategy position quantity is: " + GetAtmStrategyPositionQuantity(atmStrategyId));
Print("The current ATM Strategy average price is: " + GetAtmStrategyPositionAveragePrice(atmStrategyId));
Print("The current ATM Strategy Unrealized PnL is: " + GetAtmStrategyUnrealizedProfitLoss(atmStrategyId));
}

[MrTicks]

Hello Mr Ticks,

You should do all position checks when the ID length > 0.

From the sample:

 
if (atmStrategyId.Length > 0)
{
// You can change the stop price
if (GetAtmStrategyMarketPosition(atmStrategyId) != MarketPosition.Flat)
AtmStrategyChangeStopTarget(0, Low[0] - 3 * TickSize, "STOP1", atmStrategyId);
// Print some information about the strategy to the output window
Print("The current ATM Strategy market position is: " + GetAtmStrategyMarketPosition(atmStrategyId));
Print("The current ATM Strategy position quantity is: " + GetAtmStrategyPositionQuantity(atmStrategyId));
Print("The current ATM Strategy average price is: " + GetAtmStrategyPositionAveragePrice(atmStrategyId));
Print("The current ATM Strategy Unrealized PnL is: " + GetAtmStrategyUnrealizedProfitLoss(atmStrategyId));
}

Hi, that part of it works OK for me. It's the part just before the AtmStrategyCreate call that is causing issues.

In the link http://www.ninjatrader-support.com/H...rategyPosition it shows,

protected override void OnBarUpdate() 
{    
    // Check if flat 
    if (GetAtmStrategyMarketPosition("id") == MarketPosition.Flat) 
        Print("ATM Strategy position is currently flat"); 
}

but if you call up
GetAtmStrategyMarketPosition("atmStrategyIdL ") == MarketPosition.Flat

before the AtmStrategyCreate part then you get the missing order error which looks like,
GetAtmStrategyMarketPosition() method error: Missing atmStrategyId parameter

Here is how the code looks,

[FONT=&quot]                        if (orderIdS.Length == 0
                            && atmStrategyIdS.Length == 0
                            && orderIdL.Length == 0  
                            && atmStrategyIdL.Length == 0
[/FONT][FONT=&quot]                            && GetAtmStrategyMarketPosition(atmStrategyIdS) == Cbi.MarketPosition.Flat
[/FONT][FONT=&quot]                            && Close [1] <= Open [1]
                           [/FONT][FONT=&quot]&& Open[1] - PrevBarsMinusTicks*TickSize < GetCurrentBid() 
                            && tradeShort == false
[/FONT][FONT=&quot]                            )
[/FONT]  {
                                //entryBar = CurrentBar;
                                atmStrategyIdS = GetAtmStrategyUniqueId();
                                orderIdS = GetAtmStrategyUniqueId();
                                orderBarS = CurrentBar;
                                AtmStrategyCreate(Cbi.OrderAction.Sell, OrderType.Stop, 0, Close[1], TimeInForce.Day, orderIdS, "FDAX_1_LB_short", atmStrategyIdS);    
                                tradeShort = true;
                        }    
  [FONT=&quot]             [/FONT]
[FONT=&quot][/FONT]

The howto link stated that you can put the call in the start of protected override void OnBarUpdate() but if you do then you are calling an AtmStrategyId that may not be active/open?

Also, should it be
GetAtmStrategyMarketPosition(atmStrategyIdS) == Cbi.MarketPosition.Flat
instead of
GetAtmStrategyMarketPosition(atmStrategyIdS) == MarketPosition.Flat

[NinjaTrader_RyanM1]

Here's the sequence from the sample:

1) Check if empty string. (Length = 0)
Create ATM order

2) Check if flat
Reset to empty string

If the length of string is zero, then there is not likely a position. If you want to check position for a given ID, then you can use the length check. If it's > 0, then there should be something there to check. You should do any position checks inbetween 1 & 2 there - after the postion has been created but before it's flat.

[MrTicks]

Here's the sequence from the sample:

1) Check if empty string. (Length = 0)
Create ATM order

2) Check if flat
Reset to empty string

If the length of string is zero, then there is not likely a position. If you want to check position for a given ID, then you can use the length check. If it's > 0, then there should be something there to check. You should do any position checks inbetween 1 & 2 there - after the postion has been created but before it's flat.

Ah OK that's what I thought, I took Josh up wrong when he pointed me at http://www.ninjatrader-support.com/H...yPosition.html

Will go back to bool flags so.

Thanks.