converting indicator to strategy

[NinjaTrader_JoshP]

I am not sure what you mean by "turning them on". Do you mean just expanding them so you see the options available?

[roland_nt]

converting indicator to strategy - reversing

"advanced options" problem was ****pit error.

[roland_nt]

converting indicator to strategy - reversing

Can't figure out how to get the order information about the reversed trades. The original order id seems gone.

[NinjaTrader_JoshP]

Please check to ensure you are not clearing out the atmStrategyId variable.

[roland_nt]

converting indicator to strategy - reversing

Thanks. i will give that a try.

[roland_nt]

converting indicator to strategy - reversing

I really apologize for these newbie detail questions and thank you for your patience.

I can get the DOM to handle multiple reverses, but depending on slippage, I may need to be able to adjust targets. If I do not clear orderId when status is Filled, it hangs around, but it always has the same fill price, namely the fill price of the first trade of the series. How do I get the latest fill price? The answer to that I think will give a handle to move the target accordingly.

[NinjaTrader_RyanM1]

Hello roland_nt,

To get fill prices, you can use these:

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

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

These are the only two methods to expose fill prices. You will have to manually keep track of any values you'd like using these.

[roland_nt]

converting indicator to strategy - reversing

Ryan:
I have been using the method calls you indicate.
The problem I am having is getting the average fill price on the REVERSE position when the ATM strategy on the DOM has the option "Reverse at Target" checked. That price should be something close to the target that the ATM strategy on the DOM had set up.
Instead, I am getting the fill price of the first part of the trade. That same order ID continues to show the fill price of the first trade when the reverse portion is currently in the market and continues to show the first trade fill for every successive reverse..
I don't think this is a system error.
Rather it's about the question: what is the code to access the fill price of the automatic reverse?

[NinjaTrader_RyanM1]

I see- Thanks for the clarification. I'll look into this scenario a little more and reply back to this thread tomorrow, Sunday.

[NinjaTrader_RyanM1]

The issue with reverse at stop and reverse at target is that these methods require the atm strategy to reach a flat state before resetting string values.

Since your position alternates between long and short, you'll need a different approach for resetting the string with each new trade. Maybe work from the fill state on your target orders for this.

[roland_nt]

converting indicator to strategy - reversing

I need a little more detail. Still not quite following.
I certainly can use GetAtmStrategyStopTargetOrderStatus("TARGET1", "idValue"), keep watching and wait for a fill on the auto reverse that would occur from the "Reverse at Target" checkbox on the superDom' advance options.
That would let me know that the reverse has occurred and also tell me the price of both the closed out portion and as well as the new open position.
But i am now back to the original problem stated many posts ago - namely, how do I adjust the new target for the newly opened portion. How do I get at its order ID

[NinjaTrader_RyanM1]

Unfortunately I'm not sure the exact approach needed. The ATM methods for retrieving fill prices and status are dependent on the ATM strategy reaching a flat state. I'll have someone review this thread and reply Monday.

[roland_nt]

converting indicator to strategy - reversing

Thanks for your continued efforts. Just to be sure that I am clear about
my question here is a sample long entry series:

Entry1 LONG, orderId1 --->target1 and reverse SHORT using orderid2 --->
target2 and reverse LONG using orderid3----> target3 and reverse SHORT etc. etc.

I have the ATMstrategy on the superdom set to "Reverse at target".
How do I change (make minor adjustments to) target 2 and 3
which means, I presume, how do I get values for orderId2 and orderid3
so that I can use ATMStrategyChangeStopTarget()?

It is a guess on my part that there is an "orderid2" and "orderid3"
somehow generated in the internals that I might use since, clearly,
the superdom behaves quite happily with these successive reverses.
I know nothing about the internals to confirm the existence of
these addition orderIds. so in my explanation I am talking conceptually
when I request "a way to get at the (presumed) successive orderIds."

In the end my question boils down to - Is there a way,
by whatever means (undocumented or not), to adjust the
various targets along the way if the ATMstrategy is set to "reverse on Target"
If the answer is NO, NT only allows price control of the first leg
of an ATM strategy, then i need guidance on a workaround.
If the answer is YES, then I need an explicit 5 or 6 line code snippet outline,
because the help files do not cover this case.

[NinjaTrader_Bertrand]

Roland, I'm not sure which orderID you refer to here, for working with the AtmStrategyChangeStopTarget() you would work only with the atmStrategyId to reference the strategy working, the individual 'legs' are changed by supplying the correct orderName for the one you wish to change...STOP1 or TARGET3 (capitals) - http://www.ninjatrader.com/support/h...stoptarget.htm

[roland_nt]

converting indicator to strategy - reversing

Bertrand:
Thanks for the clarification. Let me play back to you what I now understand and see if I have it right. Please correct any remaining misunderstandings.
1)There is no way to find out the fill price of the first reverse or any subsequent reverse because orderId is not available for the reverses for use to check fill status with GetAtmStrategyEntryOrderStatus(orderId)
2)But I can change the stop or target on any of the reverses using STOP1 or TARGET3 in ATMStrategyChangeStopTarget()
3)The ATMstrategyID should not be made empty until all reverse at targets have been taken or a stop (no reverse) is hit

Question: is "STOP1" (or "TARGET3") a reserved word. meaning I can only use these exact characters or are they related to something else, for example, are the digits at the end of the words significant or is this parameter expected to appear in some previous (or subsequent) method invocation

Thanks again for your patience