Issue getting market position size in Market Replay

[ravvles]

Hello,

I'm currently testing out a strategy using Market Replay and I'm using the following to open a new ATM order

entryOrder = account.CreateOrder(instrument, OrderAction.Buy, OrderType.Market, OrderEntry.Automated, TimeInForce.Day, 1, 0, 0, string.Empty, "Entry", Core.Globals.MaxDate, null);
NinjaTrader.NinjaScript.AtmStrategy.StartAtmStrate gy("ATMBACKTEST", entryOrder);

This opens the order fine, at this point I want to enter the below if statement and run some logic but Position.MarketPosition is always "Flat", even when it's in a position.

If (Position.MarketPosition == MarketPosition.Flat)
{
//do some stuff here
}
else
{
// do this stuff
}

Is there another way I can do this? or is the above incorrect? Should Position.MarketPosition be updated or does this not happen in Market Replay?

Hopefully I've explained this correctly.


Many Thanks for your help

Andy

[QuantKey_Bruce]

Use https://ninjatrader.com/support/help...etposition.htm instead. You will want to read that entire section of the help regarding using ATM strategy methods carefully.

[ravvles]

Hi Bruce,

thanks, I’ll take a look into this again.

I did find this and I tried to get it to work but wasn’t sure what “Id” to pass it, are your able to tell me which ID I need to pass? Tried passing the ATM strategy ID with no luck!

thank you

[QuantKey_Bruce]

You should be using https://ninjatrader.com/support/help...gyuniqueid.htm to get a unique ID for both the ATM strategy instance itself and the entry order (two different ones), and then pass in the strategy instance one as the id when you are trying to get the position. You can't just call every one "ATM BACKTEST". Use https://ninjatrader.com/support/help...tegycreate.htm to create the ATM strategy instance, not the way you are doing it there. On that same help page, there is an example of how to start one properly.

[NinjaTrader_Emily]

Hello Andy,

Thank you for your post.

It appears you are using the Account class in your script to submit orders. For a detailed example that uses the Account class, I suggest checking out the AddOn Framework NinjaScript Basic file that is linked on the following page:

• https://ninjatrader.com/support/help...t_overview.htm

This example demonstrates the use of GetAtmStrategyMarketPosition. For more details on using ATM strategies within NinjaScript, please see the following overview:

• https://ninjatrader.com/support/help...strategies.htm

Please let us know if we may be of further assistance.