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ATM strategy entry amount

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    ATM strategy entry amount

    Hello, Is there a way to set the entry amounts in an ATM strategy using a formula? I want to use a multiplier so my entries are based on the current price of the instrument (equities). The formula is EntryAmount = Multiplier/Price.
    So say I want to buy Apple which price is at 170 and if my cash entry amount is $2000.00 I will enter EntryAmount = 2000/170 then the entry amount will be 11 shares (rounded). If on the other hand I want to buy AAL which price is at 11 then EntryAmount = 2000/11 then the entry amount will be 181 shares (rounded). That way the entry amounts for my watchlist will be comparable. I have done this in NinjaScript in a strategy I use but I wonder if it can be done in ATM. Thank you.​

    #2
    Hello designer01,

    When using AtmStrategyCreate() the entry quantity must be defined in the Atm template.
    Chelsea B.NinjaTrader Customer Service

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      #3
      Hi Chelsea,
      I want to place the entry amount formula here.

      Click image for larger version

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      Thank you.

      Comment


        #4
        Hello designer01,

        Unfortunately, modifying the template through code would not be supported and this would need to be set manually and saved.

        You might try submitting the order through the Addon approach which allows for using Account.CreateOrder().



        Or alternatively, just submit the orders without an Atm Strategy and code the logic for the exit behavior directly in the script.
        Chelsea B.NinjaTrader Customer Service

        Comment

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