ATM Orders and Strategy Optimizer

[benjamin$]

Hello!

Since the GetAtmStrategyUniqueId() method is required to run in State.RealTime does this mean you cannot use ATM orders in a strategy if you want to use the strategy optimizer?

Thank you!

[QuantKey_Bruce]

Hello!

Since the GetAtmStrategyUniqueId() method is required to run in State.RealTime does this mean you cannot use ATM orders in a strategy if you want to use the strategy optimizer?

Thank you!

Correct - it is important to understand that ATM strategies are realtime only and cannot be used historically whether in the optimizer (Strategy Analyzer) or even just on a chart historically.

[NinjaTrader_ChelseaB]

Hello benjamin$,

This is correct.

From the help guide:
"ATM Strategies operate in real-time only and will not execute on historical data thus they can't be backtested"

https://ninjatrader.com/support/helpGuides/nt8/using_atm_strategies.htm