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ATM Strategy Cancel Order After 1 bar

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    ATM Strategy Cancel Order After 1 bar

    chelsea but this does not show how to cancel the ATM strategy if no fill after 1 bar... do you have a working example of the ATM strategy and then how to cancel it if no fill in 1 bar?

    #2
    Hi babouin77, I moved the post to a new topic since the other one was a year old:
    https://ninjatrader.com/support/forum/node/1220868

    We do not have an existing example of this but the methods are all documented to accomplish it. The documentation here has an example on how to use GetAtmStrategyEntryOrderStatus to first read the status fo the entry order, and if its working, cancel it using AtmStrategyCancelEntryOrder():


    To add onto the condition to check if at least one bar has passed you can save a class level variable, setting it to the CurrentBar value when you submit the entry order, and cancel if the next CurrentBar == SavedValue+1.

    Kind regards,
    -ChrisL

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