How to add an ATM Strategy to an automated Strategy

[aliyuabu]

Hello, I created my first automated strategy after watching a few tutorials on the Strategy Builder. I defined my exit criteria in the automated strategy but I would also like to create an ATM strategy and link it to the automated strategy. Please can you guide me step by step on how i can achieve this? Thanks.

[NinjaTrader_Gaby]

Hello aliyuabu,

Thank you for your post.

The Strategy Builder is not able to use ATM strategy templates. Using an ATM strategy would require unlocking your script.

In the Strategy Builder, modifying the price of exit orders can be done with logic. Here is a forum post with examples of how to do this in the Builder:

https://forum.ninjatrader.com/forum/...jU1#post806596


Please see the following links to the help guide on ATM Strategy Methods.

ATM Strategy Methods - https://ninjatrader.com/support/help...gy_methods.htm

Using ATM Strategy Methods - https://ninjatrader.com/support/help...strategies.htm


For an example of how to use an ATM Strategy with your automated strategy, please see the SampleATMStrategy script that comes with the platform for example code.

If you have any questions, please let me know.

[aliyuabu]

I have added the ATM to my Strategy using the Ninjascript editor. I tried compiling the code but i got the error message "The name 'ATMMethod' does not exist in the current context. So i added the namespace 'using NinjaTrader.Cbi;' at the top of the code but still getting the error. Below is the part of the script where i added the ATM Strategy where the ATMMethod was referenced. else if (State == State.Configure)
{
AddDataSeries(Data.BarsPeriodType.Range, 22);
AddDataSeries(Data.BarsPeriodType.Tick, 1);
AddDataSeries(Data.BarsPeriodType.Range, 8);

// Define the ATM strategy parameters
AtmStrategyCreate("TrendFollowingATM", ATMMethod.Market, Sensivity, TradeSize, TimeInForce.Day, 60, 60, 60, Close[0]);
}

Please can you assist?

[NinjaTrader_Gaby]

AtmStrategyCreate needs to be called from OnBarUpdate() after a atmStrategyID and orderIdD have been generated.


Help Guide page for AtmStrategyCreate:

https://ninjatrader.com/support/help...tegycreate.htm



AtmStrategyCreate(OrderAction action, OrderType orderType, double limitPrice, double stopPrice, TimeInForce timeInForce, string orderId, string strategyTemplateName, string atmStrategyId, Action<Cbi.ErrorCode, string> callback)



The call to AtmStrategyCreate() must match the method signature above.


'ATMMethod' is not a NinjaScript object. Is this something custom you have created? Please provide the code used to define this custom class.


Please see the SampleATMStrategy script that comes with the platform for example code on how to properly call AtmStrategyCreate().