How to add/remove orders to the Active ATM?

[fut_practic]

How to implement SelectActiveAtmStrategyOnOrderSubmission behavior?

Original NT behavior is to add/remove orders and orders' Strategy field is pointed to the used ATM. Adding/removing is correct solution to provide the fastest execution of orders.


With best regards

[NinjaTrader_ChrisL]

Hi fut_practic, thanks for posting.

If you submit an ATM order through a strategy it will use the Chart Trader property Atm Strategy Selection mode. The chart control properties can be found through code in ChartControl.OwnerChart.ChartTrader.Properties.Atm StrategySelectionMode.

Kind regards,
-ChrisL

[fut_practic]

Hi fut_practic, thanks for posting.

If you submit an ATM order through a strategy it will use the Chart Trader property Atm Strategy Selection mode. The chart control properties can be found through code in ChartControl.OwnerChart.ChartTrader.Properties.Atm StrategySelectionMode.

Kind regards,
-ChrisL

I submit ATM orders via 1) super dom and 2) add-on. And I can't use SelectActiveAtmStrategyOnOrderSubmission behaviour for SuperDom, because even if I submit order with selected ATM strategy (and I see the name + some index), then I get a new ATM strategy instance and of course no any SelectActiveAtmStrategyOnOrderSubmission. I see that Profit and Loss orders are belong to another ATM strategy

I want that new additional Stops and Targets will belong to the seleceted one

[NinjaTrader_ChrisL]

Hi fut_practic, Im not following what you are trying to do. Are you submitting and ATM order through a NinjaScript strategy or are you manually submitting an ATM order through the SuperDOM user interface? I am going to assume you are submitting a manual order because you can not run a NinjaScript strategy through the SuperDom. I will need you to provide more context to your question for me to be able to help.

Kind regards,
-ChrisL

[fut_practic]

Hi fut_practic, Im not following what you are trying to do. Are you submitting and ATM order through a NinjaScript strategy or are you manually submitting an ATM order through the SuperDOM user interface? I am going to assume you are submitting a manual order because you can not run a NinjaScript strategy through the SuperDom. I will need you to provide more context to your question for me to be able to help.

Kind regards,
-ChrisL

Ok, I'm creating ATM strategy instance that I'm getting from some AtmStrategySelector control (this is original SuperDom element or element, that I'm getting from some add-on window, or from chart trader, or you can imagine that I'm getting it from running strategy from a chart)
Then ATM entry is happening, then I'm getting some Stop Losses and Profit Targets.
And then I want to scale in that Stop Losses and Profit Targets, as original SuperDom makes it in the mode with SelectActiveAtmStrategyOnOrderSubmission - NT adds orders *****THAT HAVE STRATEGY OWNER OUR INITIAL ATM STRATEGY******. If I'm doing this by my own - I can use AtmStrategy.StartAtmStrategyCreate - I'm setting first parameter as initial Strategy and trying to submit orders with this strategy - then orders are submitting but the STRATEGY OWNER IS NEW ATM STRATEGY.

So, how can I submit new orders from my scripts with initial ATM as StrategyOwner ?
NT SuperDom does this perfectly, but I can't do this programmatically

[NinjaTrader_ChrisL]

Hi fut_practic, thanks for clarifying.

There is more order handling logic happening when you scale in with the SuperDom vs using ATMStrategy Create. I will submit a feature request to our development team requesting they document or support a similar way of scaling in through NinjaScript/ATM Strategy methods. As a solution for now, the addon will need to implement its own protective order system.

Kind regards.

[fut_practic]

Hi fut_practic, thanks for clarifying.

There is more order handling logic happening when you scale in with the SuperDom vs using ATMStrategy Create. I will submit a feature request to our development team requesting they document or support a similar way of scaling in through NinjaScript/ATM Strategy methods. As a solution for now, the addon will need to implement its own protective order system.

Kind regards.

Ok, thx.
But how can I add extra Stop/Target orders to the current strategy programmatically?
So I will have different OCOs, order Ids, but the SAME strategy owner, as on the picture below?

[NinjaTrader_ChrisL]

Hi fut_practic,

There is currently no way to modify the position of an ATM template that has already been submitted. This is what I have submitted the feature request for. If you need this to happen, it must be done through Account.CreateOrder()/Account.Submit()

Kind regards,
-ChrisL

[fut_practic]

Hi fut_practic,

There is currently no way to modify the position of an ATM template that has already been submitted. This is what I have submitted the feature request for. If you need this to happen, it must be done through Account.CreateOrder()/Account.Submit()

Kind regards,
-ChrisL

In this case I will get orders that is not linked with the ATM strategy.
And I need to create my own logics, am I right?
And stock NT Super DOM does this in some undocumented and unsupported way?

[NinjaTrader_ChrisL]

Hi fut_practic,

Yes, you will need to create your own protective order system for now. The SuperDom/Chart Trader is implementing logic that is not available to the ATM strategy submission methods that we have available through the NinjaScript library.


Kind regards,
-ChrisL