Sample MA cross with ATM ??

[samironthemove]

Hi,

Is there a kind soul out there that would share any SMA cross strategy code that would allow me to run it with my own ATM?

I understand that it has to be coded but it's not something that I know anything about.

I tried merging the sample MA and sample ATM in NT but it was a disaster.

Thank you,

Samir

[NinjaTrader_PaulH]

Hello Samir,

Thanks for your post.

I would suggest you take another approach and that is to copy and modify the SampleATMStrategy as that contains all of the code for working with an ATM strategy.

Because is it an example of how to use the ATM with a strategy the order entry is simplified, here is the order entry code:

if (orderId.Length == 0 && atmStrategyId.Length == 0 && Close[0] > Open[0])

The part you would replace with your SMA crossover is the " Close[0] > Open[0]".

Please note that the sample strategy only enters orders in one direction so you would need to duplicate lines 56-61 and then modify the duplicated lines for entering in the other direction (and changing the variable names).

The rest of the code (below 61) is showing you how get info about the order as well as how to modify the stop price.

Before you start coding it would be well worth your time to read through the SampleATMstrategy as well as test it successfully so you gain an understanding of what is happening.