ATM-orders in onexecution

[tonynt]

Hello,

is it possible to work in onexecution with the orders from an ATM called by a script?

if(execution.Name="Target1" && execution.Order.Filled) then do...?

When this is not possible in onexecution can this be done in onorderupdate to check if Target1 is filled? if (order.Name == "Target1" && order.OrderState == OrderState.Filled) then do......?
(or possible in onbarupdate?)


Thank you
Tony

[NinjaTrader_ChelseaB]

Hello Tony,

No, orders placed with Atm Strategy methods are placed by the backend outside of the strategy and do not affect the strategy performance and do not trigger the strategy methods.

Instead, on each new update of a data driven method like OnBarUpdate you would need to check the status of the entry or protective orders.

http://ninjatrader.com/support/helpGuides/nt8/en-us/getatmstrategyentryorderstatus.htm

http://ninjatrader.com/support/helpGuides/nt8/en-us/getatmstrategystoptargetorders.htm

[tonynt]

Hello Chelsea,

thank you for your reply!

I understood from the threads in the forum that ATM orders usually have to be handled with getatm....

But as I only would need the information if Target 1 is filled I thought this would be possible maybe. Can you please shortly post what else I would have to add to the script code so the atmtargetstatus is known.

(Info: I have error messages when using getatm and your collegue replied me that "this all would appear to indicate a corrupted database". So I want to give it another try beside the sampleatmstrategy)

Thank you for your support!

Tony

[NinjaTrader_ChelseaB]

Hello Tony,

The code necessary to check the status of a target is in the example in the help guide.

From the help guide:

string[] entryOrder = GetAtmStrategyEntryOrderStatus("orderId");
 
// Check length to ensure that returned array holds order information
if (entryOrder.Length > 0)
{
    Print("Average fill price is " + entryOrder[0].ToString());
    Print("Filled amount is " + entryOrder[1].ToString());
    Print("Current state is " + entryOrder[2].ToString());
}

http://ninjatrader.com/support/helpGuides/nt8/en-us/getatmstrategystoptargetorders.htm

Below is a link to one example.

http://ninjatrader.com/support/forum/showthread.php?p=426060#post426060

Attached is another example.