OnExecution doesn't capture ATMStrategies Orders?

[rgaleote]

Hello All

Can you please confirm if OnExecution method doesn't capture orders executed/trigger from a ATMStrategy?

Case not, is there anyway I can capture via Ninja Script when an Order is executed by an ATMStrategy?


Thank you,

Rodrigo

[NinjaTrader_Jesse]

Hello,

Thank you for the question.

I would like to ask are you referring to using an ATM strategy from a NinjaScript strategy or are you asking if you can capture events from a manually started strategy from a DOM or ChartTrader window?

If you are asking about the second option this would not be supported and would not be possible for an outside strategy to access manually started ATM strategies.

If you are asking about a Strategy that is managing ATM strategies you do have some options to get information from the ATM strategy but the OnExecution is not fired for these in the strategy its self because the strategy its self did not submit the order, the ATM strategy did.

Here are the methods you can use in an automated strategy to get information about the ATM strategy http://www.ninjatrader.com/support/h...gy_methods.htm

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