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| Automated Trading Support for automated trading systems using NinjaScript. Support for our ATI (Automated Trading Interface) used to link an external application such as TradeStation and eSignal to NinjaTrader. |
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#1 |
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Senior Member
Join Date: Mar 2006
Location: Bellingham, WA , USA
Posts: 331
Thanks: 0
Thanked 11 times in 8 posts
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It seems there are two different ways to determine market position when using NScript launched ATM Strategies:
protected override void OnBarUpdate() { // Check if flat if (GetAtmStrategyMarketPosition("id") == MarketPosition.Flat) Print("ATM Strategy position is currently flat"); } or protected override void OnBarUpdate() { // If not flat print our open PnL if (Position.MarketPosition != MarketPosition.Flat) Print("Open PnL: " + Position.GetProfitLoss(Close[0], PerformanceUnit.Points)); } I can't seem to get the first approach to work although other "get AtmStrategy...." commands are working. Is there a preference for one over the other and are there limitations in using one over the other that need to be taken into account? Also, in the if (GetAtmStrategyMarketPosition("id") == MarketPosition.Flat) is the "id" element the unique id assigned to the atm strategy or "orderId" from the AtmStategyCreate command or "atmstrategyId" also from the AtmStrategyCreate Command? daven |
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#2 |
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Administrator
Join Date: Nov 2004
Location: Denver, CO, USA
Posts: 11,164
Thanks: 6
Thanked 46 times in 32 posts
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If you are working with ATM strategies from within a NinjaScript strategy, then you *must* use GetAtmMarketPosition(). Please see the SampleAtmStrategy that installs with NT for proper use of this method. The sample works.
"id" is the "amtStrategyId" value passed into the AtmStrategyCreate() method.
Ray
NinjaTrader Customer Service |
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