I have a script that enters the market using the AtmStrategyCreate() method. Each tick, information from some of the ATM Strategy Monitoring methods (MarketPosition, PositionQuantity, etc.) are saved to a new line of a generated .xls file, along with print statements to the output window throughout the course of the open position. It handles one open position at a time well, but how would I approach handling multiple entries per direction?
I've seen recommendations like this where a counter is used to control how many positions are open at a given time, but how can I call on each unique ATM Strategy ID to get the ATM Strategy Monitoring information for my .xls file (ideally a new .xls file should be made for each ATM ID) and the output window?
I'm thinking I'll need a for loop to save the information for every existing ID, but I'm kinda stumped on how to go about it.
Thanks!
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