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priorTradesCumProfit & ATM strategy
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priorTradesCumProfit & ATM strategy
I have a strategy that calls an ATM strategy for the stops, profit target, trail, etc and the problem I been having it the priorTradesCumProfit doesn't seem to be getting the cum profit ( I used the Print Performance.AllTrades.TradesPerformance.Currency.C umProfit command to verify) . If I change the strategy to use stops, targets, etc from within the strategy, it works fine. Is it possible to use priorTradesCumProfit with an ATM strategy and if so, what changes to the code do I need to make? I'm using the code from the "Samplepnl" that I found on forum.
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Hello mlarocco,
Thank you for your post and welcome to the NinjaTrader support forum!
When integrating Advanced Trade Management templates into NinjaScript Strategies, the procedure for obtaining trade performance and order status is a little different than for strategies without ATM templates. The difference is that ATM templates basically take over and manage the trade separately from the NinjaScript portion of the strategy. Until the ATM trade terminates, the NinjaScript portion just observes and waits for another trading opportunity. Accessing all the trade data is still possible, but the set of commands to use differ from the traditional NinjaScript commands.
We have a reference sample available at the following link that shows how to retrieve performance from an ATM strategy: http://www.ninjatrader.com/support/f...ad.php?t=19148
Please let me know if I may be of further assistance.
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