I am trying to create an ATM strategy

[fawzanalim]

I am trying to create an ATM strategy. At this stage, it creates the trade. Now, I want to get the current Stop price & Target price, so that I can change them. Here's the code:

if (AtmIsFlat())
{

    if (_enterLong)
   {

   _atmStrategyId = GetAtmStrategyUniqueId();
   atmStrategyOrderId = GetAtmStrategyUniqueId();
   Print(_atmStrategyId + " A ");

   AtmStrategyCreate(OrderAction.Buy, OrderType.Market, 0, 0, TimeInForce.Day,
   atmStrategyOrderId, ATMTemplateName, _atmStrategyId, (atmCallbackErrorCode, atmCallbackId) =>
   {

      // checks that the call back is returned for the current atmStrategyId stored
      if (atmCallbackId == _atmStrategyId)
      {
         Print(_atmStrategyId + " B ");
         // check the atm call back for any error codes
         if (atmCallbackErrorCode == Cbi.ErrorCode.NoError)
         {
            Print(_atmStrategyId + " C ");
            // if no error, set private bool to true to indicate the atm strategy is created
            isAtmStrategyCreated = true;
         }
        }
   });

}

if (isAtmStrategyCreated)
{
   string[,] orders = GetAtmStrategyStopTargetOrderStatus("Stop1", _atmStrategyId);


   // Check length to ensure that returned array holds order information
   if (orders.Length > 0)
   {
      for (int i = 0; i < orders.GetLength(0); i++)
      {
         Print(_atmStrategyId + " L ");
         Print("Average fill price is " + orders[i, 0].ToString());
         Print("Filled amount is " + orders[i, 1].ToString());

      }
   }
}

I am getting this OUTPUT:

35a006e31c2f4837ba6924dd8f606a98 A
35a006e31c2f4837ba6924dd8f606a98 B
35a006e31c2f4837ba6924dd8f606a98 C

35a006e31c2f4837ba6924dd8f606a98 L
Average fill price is 0
Filled amount is 0


Why am I getting all zeroes? What am I doing wrong?

[NinjaTrader_ChelseaB]

Hello fawzanalim,

With NinjaTrader 7, this would only return the fill price once the order has filled.

There would not be a supported approach for NinjaTrader 7 to get the working stop price.

With NinjaTrader 8 these could be fetched from the <Account>.Orders.

[fawzanalim]

Sorry i forgot to mention that I am using NT 8. Can you elaborate please? I am a beginner

[NinjaTrader_ChelseaB]

Hello fawzanalim,

Your post was in the NinjaTrader 7 general development section of the forums.

I have moved this to the NinjaTrader 8 Strategy Development section of the forums as you have stated this is for NinjaTrader 8.

Keep in mind accessing the Account properties through the Addon approach is advanced coding.

Below is a link to the help guide on the Account.Orders collection.

https://ninjatrader.com/support/helpGuides/nt8/orders_account.htm

There is also a collection of strategies run on the account.

https://ninjatrader.com/support/helpGuides/nt8/strategies_account.htm

There is also an undocumented example of getting orders from an strategy id.

https://ninjatrader.com/support/forum/forum/ninjatrader-8/platform-technical-support-aa/1085887-strategyid-needed?p=1085921#post1085921

[fawzanalim]

I beg your pardon, but i don't think it is doing what i wanted it to do. Right now, my strategy creates an ATM trade and saves the Unique ATM ID of that trade for future use. I want to know the current stop price of that trade using the Unique ATM ID. I think GetAtmStrategyStopTargetOrderStatus() does that. Please correct me if I am wrong.

[NinjaTrader_Jesse]

Hello fawzanalim,

The current stop price is not part of the order status, you can see details of what is reported with this method in the following link:

https://ninjatrader.com/support/helpGuides/nt8/getatmstrategystoptargetorders.htm?zoom_highlightsub=GetAtmStrategyStopTargetOrderStatus

I am not aware of a way that you can use the ATM methods to get the stop price. One possiblity would be to calculate the stop price yourself and issue a change to the ATM to have it match your calculated stop price. You would then know the price because you changed the target to that price.

https://ninjatrader.com/support/helpGuides/nt8/atmstrategychangestoptarget.htm

The alternative was what Chelsea had posted about using the account and its orders collection to find the order in question.

[fawzanalim]

Can you please at least tell me why do all the values are zero in the output? I know the ID is not wrong because I have used the same ID to change the stop and it worked. Besides, if it was wrong then it would have printed an error message. (Sorry for repeating the question.)

protected override void OnBarUpdate()
{
    string[,] orders = GetAtmStrategyStopTargetOrderStatus("Target1", "idValue");

    // Check length to ensure that returned array holds order information
    if (orders.Length > 0)
    {
        for (int i = 0; i < orders.GetLength(0); i++)
        {
              Print("Average fill price is " + orders[i, 0].ToString());
              Print("Filled amount is " + orders[i, 1].ToString());
        }
    }
}

Output:
Average fill price is 0
Filled amount is 0

[NinjaTrader_Jesse]

Hello fawzanalim,

Those values should be 0 while the stop is active, it would only have values for those two fields if it partially filled. It would then have an average fill price and an filled amount. Have you checked the third item in the array to see what the orders state is to verify you are observing the order?

   Print("Current state is " + orders[i, 2].ToString());