Strategy Logic for ATM use

[RodS7]

I have reviewed the sample ATM strategy that I found on another thread, but still have problems.

For my trade signals, I use an indicator that generates a binary switch (value > 0 for long, <0 for short, 0 for flat). I then simply read the indicator.

Here is the logic that I have coded: (I am presenting algorithm, not code)

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if new signal, then

// signal[1] and !signal[2] :new order
get orderId and strategyId
create an ATM order (using limit orders away from current price)

// signal still present : revise entry price
else if signal[1] and signal[2], then
change the ATM entry price

// lost permissive
else if !signal[1] and signal[2], then
cancel the order

I do this for both long and short.

I also use a calculated trailing stop.

I then copied the logic from the sample that retrieves the order status and sets the orderId and strategyId to empty string.

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Now, my dilemma

- the strategy doesn't work (obviously, or I wouldn't be posting this )
- the output window gives error messages that a specific orderId and a specific strategyId do not exist


Do I have any fundamental logic flow issues?

Am I getting the ID's at the right time?

Since the output window is stating specific orderId and strategyId in the error message, it seems that there is either some issue with initializing the variables or resetting them to an empty string is being done at the wrong time.



Any guidance would be appreciated

Rod

[NinjaTrader_Bertrand]

RodS7, it's hard to say per se without seeing your actual code used - the SampleAtm would introduce the concepts / methods but of course those would need to be tailored for your custom use.

For working through your issue, I would suggest to simplify the code / strategy as much as possible and working one side only for now and ensuring variable / signal states are as you would expect them to be for example via debug Prints - http://www.ninjatrader.com/support/f...ead.php?t=3418

The messages you saw in the output window likely come from accessing the reset order / strategy id's when you're flat.