ATM with Multi-Instrument

[srvsrv]

I want to call AtmStrategyCreate() for barseries=0, when BarsInProgress != 0.

In general, is there a way to specify which instrument will be managed by the ATM.

[NinjaTrader_JoshP]

srvsrv,

AtmStrategyCreate() will just create the order as whichever instrument the OnBarUpdate() is currently processing. So if BarsInProgress == 1 and that happened to be MSFT, it would trade MSFT. If it were BarsInProgress == 0 and that was AAPL, then it would trade AAPL.

[srvsrv]

Josh,
Thanks for the quick reply.

Can you reccomend a reliable way to signal:
FROM OnBarUpdate(), when BarsInProgress = x;
TO OnBarUpdate(), when BarsInProgress = y?
The signal triggers a call to AtmStrategyCreate() with known parameters.

A shared variable (semiphore?) might work but I'm concerned about unanticipated sync. problems in a multi-threaded environment, which I have little experience with.

The strategy I'm working on works calls (for example) EnterLong() as the BarSeries can be specified. I was surprised to learn it is not supported in the ATM API.

Thanks.

[NinjaTrader_JoshP]

In BIP=x, set bool to true. In BIP=y, check bool. If it is true, trade. Once trade sent, bool set to false.

[srvsrv]

Josh,
Thanks for your help.