Find all StopLoss orders Atm Strategy creates in Sample ATM Strategy

[EllisEdi]

Currently i have implemented a customized version of the Sample ATM Strategy included in NT8. The ATM I am using creates one stop for a potion of the order and another for the second portion. The first portion contains a stop and target while the second has just a trailing stop with no target. I am trying to go through the stops and set them to BE even when I do not know how many the ATM created. The ATM dynamically creates the stop order names to "Stop1" "Stop2" "Stop3" etc. I currently have implemented a quick loop from 1 to the total ATM qty and dynamically built the name using "Stop"+loopIndex. This works but does produce errors printing to the output log like "'AtmStrategyChangeStopTarget' method error: Order name 'STOP10' is invalid".

I would like to just loop through the stop orders created by the ATM.

Any Ideas?

Thanks,
Mark

[NinjaTrader_ChrisL]

Hi Mark, thanks for posting. The for loop would need to stop at the last ATM that is created. You can have an int variable representing the max number, or keep a counter to keep track off all the ATMs that were created.

private int MAXATMCOUNT = 3;

for(int i = 1; i <= MAXATMCOUNT; i++)
{
Print(i); //this will print 1 through 3. Use it to build a string e.g. Print("STOP"+i);
}

[NinjaTrader_ChrisL]

Hi Ellis, to count how many ATMs were created will take C# code and trial and error testing on your end. The alternative is to use OnOrderUpate to monitor the stops and targets. We have an example of this here:

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

Start out by using Print() to print out the data coming from OnExecutionUpdate/OnOrderUpdate. Prints will be the best way to debug and find the correct data to target since you are workint with the ATM strategy methods.

Kind regards,
-ChrisL