ATM Strategy inside Ninjascript strategy

[afshinmoshrefi]

I am thinking about using an ATM strategy inside my Ninja Strategy because of management advantages. I have 2 questions I am puzzled about :

1) In AtmStrategyCreate() What is the purpose of stopPrice? If I have created a ATM strategy , it would already have the stop price identified, so why do I need to specify again. This is not logical to me. I feel I don't really understand integration of ATM within automated strategies.

2) Can I use a stop strategy? If ATM strategies work as I expected, I don't have to specify in the script, I just have to create it within ATM. Is this correct?



Afshin

[NinjaTrader_Bertrand]

Hi Afshin, the purpose of the stop price for the AtmStrategyCreate() is for entries - if you wish to for example trigger an ATM via StopMarket entry, then this would be the field to specify your price. This is not related to the protective Stop price for the exit from a position as defined by your ATM strategy template called.

Yes, the stop strategy of the called ATM Strategy Template would be used - you would not have to call anything for it via NinjaScript.

For a complete working example installed on your Ninjatrader, please check into the 'SampleATMStrategy'.

[dadof3and3]

Select the ATM exit strategy

Is there a way to select the desired ATM strategy from others using the Parameters?

I have a strategy and like Afshin I would like to select the exit strategy.

Many thanks for any and all your help!

[NinjaTrader_Bertrand]

dadof3and3, unfortunately not, you would always call the full ATM template in your AtmStrategyCreate() call, this would include then the saved stop strategy as well.

For the template itself, you could make it for example a user string input - so you're not 'locked' into using one hard-coded in template.