Reacting on ATM strategy entries

[AsterixBT]

Hello,
I am having some trouble getting notifications about order changes in my strategy.

I have the following setup:
Automated strategy that under certain conditions creates ATM strategies and enters the market.
I keep track of the entries in a List.

What I wish to achieve:
When target/stop gets filled I would like to be notified and mark the entry in my list as filled.

What I've tried so far:
Overriding OnExecutionUpdate, OnPositionUpdate don't get hit when such events happen.
The closest I got, but sadly with no real value, was overriding OnAccountItemUpdate. There was little to no useful information about my desired outcome.

I would be really thankful for any information that could lead me to the desired outcome

[NinjaTrader_ChelseaB]

Hello AsterixBT,

From the help guide:
"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)"

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

You will need to use GetAtmStrategyEntryOrderStatus(), GetAtmStrategyStopTargetOrderStatus(), GetAtmStrategyMarketPosition().

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

See the SampleAtmStrategy included with NinjaTrader for an example.

[honest-trader]

Hi there I created an atm strategy as attached. when i go Long it works fine i.e. 1 tick profit, 4 tick stop loss, but when i sell/short it doesnt end in 1 tick profit at all , it closes the position in entry tick. Please could you help?

https://ibb.co/nPT79X0

https://ibb.co/ykjBwTV

[NinjaTrader_ChelseaB]

Hello honest-trader,

Set the mode to Ticks when using instruments that do not have fractional notation.

The ES future does not use fractional notation and should use a number of Ticks as the mode. The ZB future does use fractional notation, and should use pips as the mode.

[honest-trader]

I think it is because of MIT ticked? tried with clearing the checkbox...let me change to ticks

[NinjaTrader_ChelseaB]

Hello honest-trader,

Is the issue with the fill price of the stop loss or the profit target? The profit target is MIT, but the stop will not be.

When the entry is filled, what is the fill price, and what is the stop price of the stop loss order?

[honest-trader]

hi

it works fine now as expected, please send a link to video/guide for atm and various possibilities. thanks

[NinjaTrader_ChelseaB]

Hello honest-trader,

Below are links to the training videos for Atm Strategies.

https://www.youtube.com/watch?v=Gnyx8RSp3EI&list=PL3-s3qsUnfLSC7zCAc5ZmVnauWXkWe0Nf&index=7

https://www.youtube.com/watch?v=DH9y-j64X1U&list=PL3-s3qsUnfLSC7zCAc5ZmVnauWXkWe0Nf&index=8

https://www.youtube.com/watch?v=dMYRvY3QOzk&list=PL3-s3qsUnfLRn04hfjEwcvUJSTB5vDBcC&index=31

https://www.youtube.com/watch?v=yq-5UZnEVJo&list=PL3-s3qsUnfLRn04hfjEwcvUJSTB5vDBcC&index=32

[honest-trader]

Thanks, is there a possibility to quicken the filling of take profit/stop loss using atm?

[NinjaTrader_ChelseaB]

Hello honest-trader,

Orders fill based on market dynamics.

Are you asking if you can modify the price of an order so that it is closer to the market price?
And if so, manually or through code?

[honest-trader]

No for example
ES F - 4109.50 - Entry Long

Take Profit is 4110

I see a lag even if the ticker is 4110 - has changed i dont see the order being filled immediately in LIVE account

is there a way to improve this?

[NinjaTrader_ChelseaB]

Hello honest-trader,

For the Sim101 account you can enable Enforce immediate fills for real-time orders.

https://ninjatrader.com/support/helpGuides/nt8/index.html?options_trading.htm#UnderstandingTradingProperties

For a live brokerage account, no you cannot change how the brokerage and exchange fill orders.

[honest-trader]

Hi Chelsea
I have noticed on many trades there is a lag to fill orders on LIVE account.

[honest-trader]

Would partial fills help to get better fills? But if my order is only 1` contract then no point..

[NinjaTrader_ChelseaB]

Hello honest-trader,

A live real-time order is filled when you get someone to trade with. This means you make it through the line of other orders.

Partial fills will happen automatically if the only other order for you to trade with is not the full quantity of your order.

You cannot control if orders with quantities of more than 1 are part filled. That just happens when the volume is low.