Adding additional orders to Atm Strategy

[martyn73]

Through an indicator I submit Atm Strategy orders using the following method:

NinjaTrader.NinjaScript.AtmStrategy.StartAtmStrate gy()

Using NinjaScript how can I add a new order to an existing AtmStrategy? Am aware of the StrategyBase class but can't seem to figure out how to add additional orders and associated them with an active Atm Strategy.

[NinjaTrader_ChrisL]

Hello martyn73, thanks for your post.

Adding a contract to an ATM that is already active will need to be submitted as a feature request. Currently, if you call StartATMStrategy twice with the same parameters a new ATM will be created.

I will reply with a feature tracking ID in the next couple of business days.

[martyn73]

Chris, are you saying this is an undocumented feature but still possible? Or is there no method at all available to interact this way with active strategies, like you can using Chart Trader? Thanks.

[NinjaTrader_Jesse]

Hello martyn73,

This is not possible and would need to be submitted as a feature request. The only methods to interact with an ATM would be the ones listed in the help guide section for working with ATM's in NinjaScript. There is currently no means to add to an ATM once it has been submitted. For what you are asking you would instead need to use the Managed order handling or Unmanaged in a strategy or the addon account methods in other areas. ATM's work outside of your script so they would be very limited in what you can do from code.


As Chris noted he would need to put in a feature request for this inquiry, once he has further information on that he will reply back with a tracking number.

[martyn73]

Please submit a feature request for this. Thanks.

[NinjaTrader_ChrisL]

Hi martyn73,

Sorry, I forgot to post the tracking ID, please see below:

SFT-4410