Trying to Close an ATM strategy

[pmaglio]

Hi,

I just noticed on some strategies using ATM that when using AtmStrategyClose to cancel all orders and go flat it is not working as expected.
If the ATM has not yet a position it works fine, but if it has a position with targets and stops ( ie; no orderId active but atmstrategy id is active ) then AtmStrategyClose removes all orders but reverses position ?

I tried reducing my code to the minimun and adding a condition to exit if trade lasts for more than 3 bars ;

if(atmStrategyId.Length !=0 && orderId.Length == 0 && (CurrentBar-entrybar)>=3) AtmStrategyClose(atmStrategyId);

..and still the same, cancel orders, close position, start a new inverse and naked position...

Am I doing something wrong ?

Thanks !

[NinjaTrader_Bertrand]

pmaglio, are you sure the close algorithm is only called once and not multiple times actually? As otherwise you could end up in a unwanted position as the closing of the open position could take a few moments and in the meantime another call to 'close' could be triggered...this would be the same as hitting the close button for example more than once in manual trading.

[pmaglio]

You were right Bertrand, making this small change to run AtmStrategyClose only once solved the issue.
if(atmStrategyId.Length !=0 && orderId.Length == 0 && (CurrentBar-entrybar)>=3 && onlyonce== false)
{
AtmStrategyClose(atmStrategyId);
onlyonce=true;
}
Thanks !

[NinjaTrader_Bertrand]

You're welcome, glad to hear you could resolve the issue.