Realtime reports don't display any record when an ATM is loaded in my strategy .

[bosajin]

Hi,

I am developing a strategy and loading an ATM in my strategy.
even though I am able to see positions in the chart , the real-time reports don't display any records.
Please take a look at the attached.

Video: https://www.loom.com/share/c8b69aa16...9597289bdd210a

[NinjaTrader_ChrisL]

Hello bosajin, thanks for your question.

The reason for this is noted on this page:

https://ninjatrader.com/support/helpGuides/nt8/?using_atm_strategies.htm

Executions from ATM Strategies will not have an impact on the hosting NinjaScript strategy position and PnL - the NinjaScript strategy hands off the execution aspects to the ATM, thus no monitoring via the regular NinjaScript strategy methods will take place (also applies to strategy performance tracking)


When you use an ATM to submit an order the code goes outside of the strategy order management system and submits the order through the NinjaTrader core. We have an example here that implements protective orders in the "manual" way:

https://ninjatrader.com/support/helpGuides/nt8/?using_onorderupdate_and_onexec.htm

Please let me know if I can assist any further.

[bosajin]

Hi,

Is there a way to get list of trades which have been done by ATM?

[NinjaTrader_ChrisL]

Hello bosajin, thanks for your reply.

You would need to keep a custom list for that information. There is nothing in our documentation that will retrieve execution info from the database, or to add custom executions to the strategy performance report.

Kind regards.