use 2 orders for entry for ATM strategies.

[junkone]

i want to enter a market and a limit order for entry.
can i do the following

AtmStrategyCreate(OrderAction.SellShort, OrderType.Market,0, 0, TimeInForce.Gtc, orderId1, "OPENING GAMBIT", atmStrategyId, (atmCallbackErrorCode, atmCallBackId) => {
//check that the atm strategy create did not result in error, and that the requested atm strategy matches the id in callback
if (atmCallbackErrorCode == ErrorCode.NoError && atmCallBackId == atmStrategyId)
isAtmStrategyCreatedMarket = true;
});

AtmStrategyCreate(OrderAction.SellShort, OrderTypeLimit,Limitprice, 0, TimeInForce.Gtc, orderId2, "OPENING GAMBIT", atmStrategyId, (atmCallbackErrorCode, atmCallBackId) => {
//check that the atm strategy create did not result in error, and that the requested atm strategy matches the id in callback
if (atmCallbackErrorCode == ErrorCode.NoError && atmCallBackId == atmStrategyId)
isAtmStrategyCreatedLimit = true;
});

would the exits be automatically adjusted basedon the template?

[NinjaTrader_ChrisL]

Hi junkone, thanks for posting. This is OK to do. You can use different templates for each strategy if you wanted to do that. It looks like you have the same template for each order.

Kind regards,
-ChrisL

[junkone]

it does not like if i reuse the same strategy id

orderids are different but i am reusing same strategy id

2022-07-19 22:03:01:101|3|4|'AtmStrategyCreate method error: ATM strategy ID 'f29b68e6c0d84857a255769d8e743e65' already used

 AtmStrategyCreate(Openingaction, OrderType.Market,0, 0, TimeInForce.Gtc, [B]orderId_Opening_Gambit_Market[/B], "OPENING GAMBIT", [B][I]atmStrategyId[/I][/B], (atmCallbackErrorCode, atmCallBackId) => {
//check that the atm strategy create did not result in error, and that the requested atm strategy matches the id in callback
if (atmCallbackErrorCode == ErrorCode.NoError && atmCallBackId == atmStrategyId)
isAtmStrategyCreated = true;
});
// Check that atm strategy was created before checking other properties
if (!isAtmStrategyCreated)
return;

AtmStrategyCreate(Openingaction, OrderType.Limit, openingLimitprice, 0, TimeInForce.Gtc, [B]orderId_Opening_Gambit_Limit[/B], "OPENING GAMBIT", [B][I]atmStrategyId[/I][/B], (atmCallbackErrorCode, atmCallBackId) => {
//check that the atm strategy create did not result in error, and that the requested atm strategy matches the id in callback
if (atmCallbackErrorCode == ErrorCode.NoError && atmCallBackId == atmStrategyId)
isAtmStrategyCreated = true;
});

[NinjaTrader_ChrisL]

Hi junkone, You will need to call this code twice, basically duplicate this with its own variables Take this example from the SampleATMStrategy script, I just make more variables to accommodate the second entry:

private string atmStrategyId1 = string.Empty;
private string orderId1 = string.Empty;
private bool isAtmStrategyCreated1 = false;


if (orderId1.Length == 0 && atmStrategyId1.Length == 0 && Close[0] > Open[0])
{
 isAtmStrategyCreated1 = false; // reset atm strategy created check to false
 atmStrategyId1 = GetAtmStrategyUniqueId();
 orderId1 = GetAtmStrategyUniqueId();
 AtmStrategyCreate(OrderAction.Buy, OrderType.Limit, Low[0], 0, TimeInForce.Day, orderId1, "AtmStrategyTemplate", atmStrategyId1, (atmCallbackErrorCode,   atmCallBackId) => {
  //check that the atm strategy create did not result in error, and that the requested atm strategy matches the id in callback
  if (atmCallbackErrorCode == ErrorCode.NoError && atmCallBackId == atmStrategyId1)
  isAtmStrategyCreated1 = true;
 });
}

[junkone]

ok. i kinda use similar idea. However is there a way for me to retrieve the stop price setup for the ATM strategy programmatically?

[NinjaTrader_ChrisL]

Hi junkone, the ATM templates must be defined before submitting them. The only way to access the values are to use a C# XML reader to read the files within Documents\NinjaTrader 8\templates\AtmStrategy.

Kind regards.