ATM Strategy and signal names

[Impeesa]

I have an ATM strategy that works fine but I don´t know how use BarsSinceExitExecution in this case to prevent an entry just after n bars of previous stop...

Any idea?

Thanks a lot

[NinjaTrader_Jesse]

Hello Impeesa,

Thanks for the post.

When using ATM's you would need to make your own variable for BarsSinceEntry or BarsSinceExit. The methods that already exist in NinjaScript are for the Managed approach but do not apply toward ATM's.

For BarsSinceExit that would be difficult with an ATM because you won't get the actual order event for the exit, you would have to poll for changes using GetAtmStrategyStopTargetOrderStatus https://ninjatrader.com/support/help...rgetorders.htm

The bars since entry would be easier as you could store the CurrentBar at the time you submit the entry.

I look forward to being of further assistance.

[Impeesa]

Hello, Jesse

If using generic "Stop1" it would not work neither?

Thanks a lot

[NinjaTrader_Jesse]

Hello Impeesa,

The BarsSinceExitExecution is not for the ATM strategy system so that will not work. BarsSinceExitExecution can be used if you build a managed strategy. When you use an ATM strategy you are not really making a "Strategy", you are starting up an instance of an external ATM strategy from a NinjaScript Strategy. For the NinjaScript strategies performance values or other strategy related properties to be populated it would need to use a NinjaScript strategy orders from the Managed approach.


I look forward to being of further assistance