Getting ATR value, converting to ticks, using it within a strategy

[Trader17]

Thanks Kate. I could be totally wrong here but from what I see there is an input for ATRStopLoss set to 1 as an input, then it is used in State.DataLoaded and then calculated again under OnBarUpdate. Is that why it is using "1' from the input value the users above are saying it sets the stop to 1 and not the actual ATR value? I understand the input for the ATR Multiplier.
Thank you as always.

Thanks Kate. Did you see this?
Cheers.

[NinjaTrader_Kate]

Hello Trader17,

Thank you for your reply.

That is in reference to the prior example in this thread, which is different from the example Brandon supplied you with. The issue is that the stop can't be set in State.Configure or that will happen, so that version was revised and the revision posted in a different thread here:

https://ninjatrader.com/support/forum/forum/ninjatrader-8/strategy-development/1087989-how-use-trailing-stop-at-strategy-builder?p=1106343#post1106343

Please let us know if we may be of further assistance to you.

[Trader17]

I was looking at your example in this thread itself above and saw this in the code.

IsInstantiatedOnEachOptimizationIteration = true;
ATRMultiplier = 2;
ATRStopLoss = 1;

Why do you have ATRStopLoss =1 as an input is what confused me? I only saw ATRMultiplier under Properties.

Thanks.

[NinjaTrader_Kate]

Hello Trader17,

Thank you for your reply.

I wouldn't advise referring to the original version, the second version I posted again in the thread linked above is the corrected version.

In the corrected version, ATRStopLoss is updated once processing starts to the ATR * Multiplier value that gets calculated.

Please let us know if we may be of further assistance to you.

[Trader17]

Thanks Kate. I did see that ATRStopLoss input in version 2 too. Is there a need to have it as an input?
Thanks.

ATRMultiplier = 2;
ATRStopLoss = 1;

[Trader17]

Was wondering why there is an input for the ATRStopLoss.
Thanks Kate.