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combining strategies and ATMs

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    combining strategies and ATMs

    I am attempting to replace my custom strategy calls to market buy/sell orders with the launching of existing ATMs. I used the code sampleATMStrategy and pasted the simple code from the example into my developed custom strategy where the buy/sell order initiated. i noticed the if historical return at the top of the onbar atm sample. the question is.... is it possible to backtest the combination? it does not seem to be working for me on backtest. my code fault?

    thansk for the help,
    Howie

    #2
    ATM strategies work in real-time so you cannot backtest them.
    Josh P.NinjaTrader Customer Service

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      #3
      thanks josh, figured that out. this is definately a good way to get around the stategy termination and recovery though. using user defined methods to switch between standard entry/exit syntax for back testing and atm syntax for production seem a good path to you?
      Thanks Buddy

      Comment


        #4
        Originally posted by Josh View Post
        ATM strategies work in real-time so you cannot backtest them.
        If I apply an ATM strategy in real-time, how are the trades executed - in "sim" mode or "live" mode (in other words - do I have to be in "sim" mode
        for the ATM strategy to trade with the "sim" account and not my real
        money)?

        Thanks

        Comment


          #5
          custom strategies and ATM strategies allow you to select ACCOUNT when loading. Make sure you have the sim101 account selected if you dont want to trade your real account. All options i've seen default to the sim101 account.

          Comment


            #6
            ohowie is right. It is up to you how you guys want to use ATM strategies versus pure NinjaScript strategies. The functionality is there to meet your needs as you see fit.
            Josh P.NinjaTrader Customer Service

            Comment


              #7
              I'm clear on this now. Thanks to both of you.

              Comment


                #8
                morning guys,
                combining the power of custom NT script with the convenience of ATM is definately the way to go for me. I used the SampleATMstrategy as a guide. Question: once the Custom script that initiates the order which in turn initiated the ATM strategy terminates (Just the custom strategy the ATM continues to operate as long as NT is loaded) i thought it possible for the custom script per the example would be able to see the active atm when the custom script is restarted. Yes? No?
                Thank you,
                Howie

                Comment


                  #9
                  Nope unless somehow you maintain the orderId and the AtmStrategyId and have it persist somewhere after you had your strategy turned off. Otherwise you will just have to start anew.
                  Josh P.NinjaTrader Customer Service

                  Comment

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