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Rithmic, ATM and Managed Handling Reliability

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    Rithmic, ATM and Managed Handling Reliability

    Few Questions:
    I am writing code compatible with Continuum and Rithmic.
    1) I understand I cannot have a strategy that runs multiple ATMs to be able have different entry points and stop. Correct?
    2) Separately from the above question, does Managed Handling give me the same reliability of an ATM strategy?
    3) Referring to https://ninjatrader.com/support/help...d_approach.htm and specifically OnExecutionUpdate() where there is a code for Rithmic, the question is:
    Is OnExecutionUpdate() the place where I need to be particularly careful about coding for compatibility with Rithmic or there are other places?
    Thank you
    G

    #2
    Hello giogio1,

    You can run multiple atms at once however when done from a strategy you would be recreating essentially all of the code in the SampleATMStrategy script for each additional atm. The strategy does not know what the account position is or have any relation to the ATM so running multiple ATMS would not effect the parent strategy.

    Managed order handling is different from atms, that is the standard framework for submitting orders from NinjaScript. That does have some rules applied to help prevent unwanted positions which would not happen with the atm strategies.

    You can find a rithmic sample here: https://forum.ninjatrader.com/forum/...72#post1206372

    OnExecutionUpdate is not specifically what you need to watch out for, its more so the logic and variables that you use. Using the parameters that are passed into the overrides is what is suggested with rithmic rather than relying on variables to have the accurate values when events happen.

    Comment


      #3
      Thank You Jesse
      Last edited by giogio1; 10-02-2024, 07:19 PM.

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