Custom ATM question...

[fxRichard]

From what I have seen you can create ATM strategies via the selection boxes etc however is it possible to code our own ATM strategy? I see there is code for a "SampleAtmStrategy" in the NinjaScript Editor however cannot select it in the ATM Strategy dropdown.

What I am attempting to do is have my own logic that plots specific things on the chart when you are in a trade and not in a trade. In addition it will automatically exit a trade based on set criteria that is more extensive than the selection boxes for a normal ATM Strategy.

Maybe I have missed the guide on how to do this but haven't seen how we can do this anywhere in the NT8 documentation.

[NinjaTrader_PaulH]

Hello fxRichard,

Thanks for your post.

To clarify, the SampleAtmStrategy is to show how to use an "existing" ATM into a strategy. The strategy you would code would be to place the entry order and by using an existing ATM the ATM strategy then would manage the profit and stop targets. If you open the SampleAtmStrategy up in the NS editor, you will see pretty extensive comments to assist with testing this out and understanding how it can work.

In the case of the SampleAtmStrategy you would need to create an ATM strategy and name it "AtmStrategyTemplate". You can then run the SampleAtmStrategy, live/replay data only (ATMs will not work on historical data).

Here is a link to the helpguide section on ATMStrategy methods: http://ninjatrader.com/support/helpG...gy_methods.htm

[fxRichard]

Hello fxRichard,

Thanks for your post.

To clarify, the SampleAtmStrategy is to show how to use an "existing" ATM into a strategy. The strategy you would code would be to place the entry order and by using an existing ATM the ATM strategy then would manage the profit and stop targets. If you open the SampleAtmStrategy up in the NS editor, you will see pretty extensive comments to assist with testing this out and understanding how it can work.

In the case of the SampleAtmStrategy you would need to create an ATM strategy and name it "AtmStrategyTemplate". You can then run the SampleAtmStrategy, live/replay data only (ATMs will not work on historical data).

Here is a link to the helpguide section on ATMStrategy methods: http://ninjatrader.com/support/helpG...gy_methods.htm

Thanks Paul, that adds some clarification. So this brings the question, is it possible to run a custom coded ATM strategy with manual entries? I'm trying to create something that has more logic than the basic ATM strategies you create with dropdowns.

Additionally, is it possible to access any open positions from within an indicator or some other type of script that can be running in real time monitoring your manual trading?

[fxRichard]

Ok after browsing your link is it safe to say the following:

1) I create a strategy that can plot the various components on the chart as signals (can this be done from a regular strategy?)

2) I manually enter the trades, then the running strategy would see the entered trade and kick off an ATM Strategy (or in this case I could just handle it within the strategy itself?)

[NinjaTrader_PaulH]

Hello fxRichard,

Thanks for your reply.

1) Yes you can certainly use Drawobjects (same as NT7), such as lines and in NT8 you can now plot lines (Plots).

2) No that would not work. The strategy itself must enter the trade. Please review the code in SampleAtmStrategy. With an ATM in strategy you can however manually adjust the profit and stop targets while in a trade.

[fxRichard]

Thanks again Paul, just trying to get clear here on the right approach to take with a very limited understanding of the NT8 framework.

I can make the ATM strategy work within the confines of what is available. The only remaining question is can an indicator see account positions for the purposes of adjusting some hlines on the chart?

If not, is there some way I can plot 2 hlines on a chart once in a trade?

Also are ATM strategy stops actual orders with the broker or are they in the NT platform only?

[fxRichard]

Nevermind, found the classes to loop through to get market positions for the account.

Going to do a search but is it possible to prevent the trader from moving or removing a stop loss?

[NinjaTrader_PaulH]

Hello fxRichard

I will need some context for your question, "...is it possible to prevent the trader from moving or removing a stop loss?"

Do you mean of a working ATM?

Do you mean of a strategy that does not use ATMs?

What conditions are you considering?