ATM Strategy with Playback

[JohnS52]

Hello,

I am trying to compare two ATM strategies running in Playback. Is there any way to get the Realized & Unrealized Profit & Number of Trades displayed in the Strategy Tab? The Playback Account shows a figure but it would be nice to see how the two strategies compared.

Thank you for any help.

[NinjaTrader_Jesse]

Hello JohnS52,

When using ATM templates from a NinjaScript strategy those values will be blank because the strategy doesn't actually do any of the order submissions or know about the ATM position. The strategy is only managing the external atm so its performance won't collect any information. To see the PnL you would need to use the chart or control center to view the order/position/account information.

[JohnS52]

Hello NinjaTrader_Jesse,

Thank you for the information. I have created an Atm strategy based on the SampleAtmPnL strategy which only gives the PnL for one day. I am trying to modify this strategy to give the PnL for a week or a month. I see in the guide there is a ProfitPerMonth value but I can't seem to access it.

Starting at line 210 in the strategy I have entered:

/ Draw.TextFixed(this, "PrAtm4", "Profit/Month " + System.Performance.AllTrades.TradePerformance.Curr ency.ProfitPerMonth + "\n" , TextPosition.BottomRight);
Draw.TextFixed(this, "PrAtm5", "CumProfit " + System.Performance.RealTimeTrades.TradePerformance .Currency.CumProfit, TextPosition.BottomRight);

However, this gives me the Error Message: Performance does not exist in the namespace 'System' (are you missing an Assembly Reference?)

Is there a simple way to solve this?

Thank you for any assistance.

[NinjaTrader_Jesse]

Hello JohnS52,

ATM strategies only work in realtime so you would need to run the strategy in realtime to read the live atms values using the ATM strategy methods that are available.

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

The SystemPerformance that strategies use is only used for managed or unmanaged strategy orders, that does not collect ATM information. To be able to use the strategies normal performance information you would need to stop using an ATM and use managed or unmanaged orders in the strategy instead.

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