Back Testing with Automated Order Entry

[6bobclose5]

I have ATM Strategies I want to back test over multiple days using Playback. In an effort to NOT have to stop and start 90 times, I would like to automate the ATM entry process if possible. For instance, I would like to automatically place 1 order (using the ATM) everyday at 6pm EST. I would then like to automatically close all remaining orders at 3:30pm the next day. Then, start over again when the Market opens at 6pm. Wash, Rinse & Repeat for 90 days.

There has to be a way to do this. Any help, suggestions, guidance or cyanide pill would be greatly appreciated!

Thanks,

Bob

[NinjaTrader_BrandonH]

Hello Bob,

Thanks for your post.

You could consider implementing a Time filter in your strategy to limit when orders are placed by the strategy.

A Time Comparison could be used to check if the Time is 3:30PM and you could call AtmStrategyClose() to cancel any working orders and close any open position of a strategy using the default ATM strategy close behavior.

It would be up to you to program custom logic that repeats the behavior for 90 days in a row. You could do some research on using C# DateTime to repeat a behavior for 90 days.

See the help guide documentation below for more information.

Time Filter: https://ninjatrader.com/support/help...ateTimeFilters
Time Comparison: https://ninjatrader.com/support/help...imeComparisons
Time: https://ninjatrader.com/support/help...eries_time.htm
Atm Strategy Close: https://ninjatrader.com/support/help...ategyclose.htm
Atm Strategy Methods: https://ninjatrader.com/support/help...gy_methods.htm
Using Atm Strategies in custom NinjaScripts: https://ninjatrader.com/support/help...strategies.htm

Let me know if I may assist further.