ATM strategy is executing multiple times even when prior orders are active

[vpatanka]

I have a strategy based on ATM that works when I run it for last one month's "replay data" for ES but when I enable it for a simulation account with real time data its executing more than once.
The strategy is 3 lot with scale out so the 1st time when the strategy executes it places 3 long/short with profit and SL correctly but the strategy gets executed again even when my orders from the 1st execution are active.

I am using
if (orderId.Length == 0 && atmStrategyId.Length == 0)
{
<logic that triggers an ATM strategy>
}

What am I missing here?

[NinjaTrader_ChrisL]

Hi vpatanka, thanks for posting.

Replay and real time simulation are both "real time" secarios so the behavior should be the same. Have you used Print() methods in your strategy to print out data as the OnBarUpdate method is running? This can help to explain unexpected results:

https://ninjatrader.com/support/helpGuides/nt8/NT%20HelpGuide%20English.html?print.htm

Print every variable you are using in the script to debug the issue. Also make comparison of what you are doing differently than the SampleATMStrategy script.

Best regards,
-ChrisL

[vpatanka]

Hi vpatanka, thanks for posting.

Replay and real time simulation are both "real time" secarios so the behavior should be the same. Have you used Print() methods in your strategy to print out data as the OnBarUpdate method is running? This can help to explain unexpected results:

https://ninjatrader.com/support/helpGuides/nt8/NT%20HelpGuide%20English.html?print.htm

Print every variable you are using in the script to debug the issue. Also make comparison of what you are doing differently than the SampleATMStrategy script.

Best regards,
-ChrisL

Thanks for the clarification. Let me debug it with lots of Print() statements and see what's going on. Thanks