ninjascript atm

[trader3000a]

Hi,
Within a ninjascript stratetgy which calls an ATM strategy, what method would one use to cancel an order which hasn't filled within x bars?
thanks,
David

[NinjaTrader_ChelseaB]

Hello David,

AtmStrategyCancelEntryOrder()

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

[trader3000a]

Hi Chelsea,
I inserted the code as-is and nothing happens. Bars continue to form, and the order sits unfilled.
Perhaps one of you could write it into the SampleAtmStrategy so we can see an example which works?
thanks,
David

[NinjaTrader_ChelseaB]

Hello David,

May I confirm you are providing the orderId string of the order (which was also supplied to AtmStrategyCreate())?

Attached is a simple example.

[trader3000a]

Hi Chelsea,
Thanks for your reply. Your example cancels the order after 1 bar as expected. How do I properly set the # of bars to wait? I tried modifying your example with the code from the reference library and now the order does not cancel:

else if (isAtmStrategyCreated)
{
//////////////////////////////////
string[] entryOrder = GetAtmStrategyEntryOrderStatus("orderId");
if (entryOrder.Length > 0 && entryOrder[2] == "Working")
{
//////////////////////////////////
AtmStrategyCancelEntryOrder(orderId);
atmStrategyId = string.Empty;
orderId = string.Empty;
}
}

David​

[NinjaTrader_ChelseaB]

Hello David,

You could use an integer as a counter incremented on each new bar to make a condition that triggers after a certain number of bars.

https://ninjatrader.com/support/forum/forum/ninjatrader-8/platform-technical-support-aa/104533-strategy-builder-syntax?p=812260#post812260

[trader3000a]

Hi Chelsea,
This is doing the job:

else if (isAtmStrategyCreated)
{
string[] status = GetAtmStrategyEntryOrderStatus(orderId);
barCount++;

if (barCount == 2 && status[2] != "Filled")
{
AtmStrategyCancelEntryOrder(orderId);
atmStrategyId = string.Empty;
orderId = string.Empty;
barCount = 0;
}
}​

However, once the order is Filled and status is "Filled", I receive the error:
_____________________________
11/7/2023 7:02:47 AM
The entry order average fill price is: 0
The entry order filled amount is: 0
The entry order order state is: Working
barCount: 1
_____________________________
11/7/2023 7:02:56 AM
The entry order average fill price is: 15195.5
The entry order filled amount is: 5
The entry order order state is: Filled
barCount: 2
'GetAtmStrategyEntryOrderStatus' method error: Missing order ID parameter
'GetAtmStrategyEntryOrderStatus' method error: Missing order ID parameter
'GetAtmStrategyEntryOrderStatus' method error: Missing order ID parameter
'GetAtmStrategyEntryOrderStatus' method error: Missing order ID parameter
'GetAtmStrategyEntryOrderStatus' method error: Missing order ID parameter

I'm wondering why, if I'm only emptying the order Id string if the status != "Filled", I'm losing the order Id after being filled.

thanks,
David

[NinjaTrader_ChelseaB]

Hello David,

"I'm wondering why, if I'm only emptying the order Id string if the status != "Filled", I'm losing the order Id after being filled."

You may have other code in the script where orderId is being assigned a value. Are you actually printing this string to the output and seeing it is an empty string.


Note, if the entry is cancelled, you cannot call GetAtmStrategyEntryOrderStatus() on the that order any more.

[trader3000a]

Hi Chelsea,
Right, perfect. Thanks again
David