Where's the ATM strategy database?

[anachronist]

I'm pretty sure I know what the answer from the support staff will be, but I have to ask anyway (in case someone has figured it out):

Where are ATM strategy templates stored?

I'm developing replacement methods for all the ATM strategy methods so that they're backtestable. It would be REALLY useful if I could access the ATM strategy parameters to avoid manually populating my class strategy templates in Initialize() to match what I have already.

I've browsed all the .xml files I can find, I've found nothing in db\NinjaTrader.mdb, I've explored db\NinjaTrader.sdf and found lots of historical references to my ATM strategies but not the templates themselves. I've even byte-scanned my hard disk for any occurrence of one of my ATM strategy names. Nothing, except some hits in NinjaTrader.sdf.

I'm stumped. It's almost as if my ATM strategies are out on some external server somewhere, but I can't bring myself to believe that, even though a process monitor shows some odd internet activity when I select an ATM strategy.

I'm not asking for directions on how to retrieve the ATM strategy parameters, I can likely figure that out, if only I knew WHERE to look.

Just a hint, please! Did I look in the right place and miss it?

-Alex

[NinjaTrader_PatrickH]

Hello Alex,

Thank you for your post.

The ATM strategies are located in the NinjaTrader database found in the following directory on your PC: My Document\NinjaTrader 7\db\NinjaTrader.sdf

Please let me know if I may be of further assistance.

[anachronist]

The ATM strategies are located in the NinjaTrader database found in the following directory on your PC: My Document\NinjaTrader 7\db\NinjaTrader.sdf

Huh. Thanks, I thought so too, and I did look there. You're sure about that? In NinjaTrader.sdf I found the following tables:

• nt_account - information about Backtest, Sim101, Replay101, and my broker accounts
• nt_account2accountgroup - empty
• nt_accountgroup - empty
• nt_barsdaily - empty
• nt_barsintraday - empty
• nt_execution - my execution history
• nt_instrument - an instrument list referencing nt_masterinstrument IDs
• nt_instrument2instrument - another relational instrument list
• nt_instrumentlist - my instrument list collections
• nt_journalentry - empty
• nt_masterinstrument - master instrument list
• nt_order - looks like a history of orders I have placed
• nt_orderhistory - looks like a history of how my orders changed
• nt_sessiontemplate - list of DataSeries session templates
• nt_strategy - You'd think this might be the one -- but it appears to be an historical list of ATM strategies I've submitted but no strategy definitions themselves. The list references strategy templates by name but contains no template definitions.
• nt_strategy2execution - a relational list of 36-character strategy and order execution tokens
• nt_strategy2instrument - a relational list of 36-character strategy and instrument tokens
• nt_strategy2order - a relational list of 36-character strategy and order reference tokens
• nt_strategy2strategy - a relational list of 36-character strategy master and strategy detail IDs
• nt_version - NinjaTrader version history with update dates.

None of these contain any ATM strategy template parameters. Curious indeed.
-Alex

[NinjaTrader_PatrickH]

Hello Alex,

Thank you for your response.

Unfortunately, pulling information from the database is not supported in NinjaScript.
However, the ATM strategies will be listed with the following line first in the database before the strategy name: NinjaTrader.CoreNinjaTrader.Strategy.AtmStrategy

Please let me know if I may be of further assistance.

[anachronist]

Unfortunately, pulling information from the database is not supported in NinjaScript.
However, the ATM strategies will be listed with the following line first in the database before the strategy name: NinjaTrader.CoreNinjaTrader.Strategy.AtmStrategy

It may not be supported, but it may still be possible to do. I was thinking maybe writing an external DLL to do this, but then I'd be writing an API into the database, which likely already exists somewhere in NinjaTrader only it isn't exposed to me.

A grep reveals that the string 'NinjaTrader.CoreNinjaTrader.Strategy.AtmStrategy' occurs thousands of times in NinjaTrader.sdf, but I have just a handful of actual ATM strategies. Oddly, I don't see that string anywhere in any character text column, so it must be in a binary data column... which likely means I won't be able to do anything with it.

Ah, well. It was worth a shot to ask. Thanks.

Searching this forum, I see messages from other users regarding how to access ATM strategy parameters from NinjaScript. Please consider exposing methods to do so in a future release.

-Alex