Place Buy order and Sell order at same time.

[heyligerb]

Great! Back to 6.5. Is is possible to do it with multiple orders with Ninja Script ATM Strategy?

This isn't working, it only submits one order:

AtmStrategyCreate(Action.Buy, OrderType.Limit, Reference -2, 0, TimeInForce.Day, orderId, "ESScalpATM1", atmStrategyId);
AtmStrategyCreate(Action.Buy, OrderType.Limit, Reference -4, 0, TimeInForce.Day, orderId, "ESScalpATM2", atmStrategyId);

[NinjaTrader_Austin]

It should be possible to do multiple orders with ATM strategies. To figure out why that code isn't working, I suggest setting TraceOrders = true. There is a great post by Josh that explains how TraceOrders can help you.

[heyligerb]

Okay... what is it telling me? :-)

See attached...

[heyligerb]

I think this might have something to do with it:

2009-08-07 15:15:03:013 ERROR: AtmStrategyId parameter 'dbadaa4676d4431fb051eaf7d35e121e' already used

[NinjaTrader_Austin]

I think this might have something to do with it:

2009-08-07 15:15:03:013 ERROR: AtmStrategyId parameter 'dbadaa4676d4431fb051eaf7d35e121e' already used

I think that might have something to do with it as well. You need a new AtmStrategyId for every ATM strategy order you place. There is a function named GetAtmStrategyUniqueId() that will generate an ID value for you.

[heyligerb]

Yea... tried that too.

if (orderId.Length == 0 && atmStrategyId.Length == 0 && Close[0] > Open[0])
{
atmStrategyId = GetAtmStrategyUniqueId();
orderId = GetAtmStrategyUniqueId();
AtmStrategyCreate(Action.Buy, OrderType.Limit, 940, 0, TimeInForce.Day, orderId, "ESScalpATM1", atmStrategyId);;
}

if (orderId.Length == 0 && atmStrategyId.Length == 0 && Close[0] > Open[0])
{
atmStrategyId = GetAtmStrategyUniqueId();
orderId = GetAtmStrategyUniqueId();
AtmStrategyCreate(Action.Buy, OrderType.Limit, 940, 0, TimeInForce.Day, orderId, "ESScalpATM2", atmStrategyId);
}




Same thing. Only one order. This time no error in the trace.

[heyligerb]

Hold that thought.... a little trial an error never hurt anyone! Got it:

if (orderId.Length == 0 && atmStrategyId.Length == 0 && Close[0] > Open[0])
{
atmStrategyId = GetAtmStrategyUniqueId();
orderId = GetAtmStrategyUniqueId();
AtmStrategyCreate(Action.Buy, OrderType.Limit, 940, 0, TimeInForce.Day, orderId, "ESScalpATM1", atmStrategyId);;

atmStrategyId = GetAtmStrategyUniqueId();
orderId = GetAtmStrategyUniqueId();
AtmStrategyCreate(Action.Buy, OrderType.Limit, 940, 0, TimeInForce.Day, orderId, "ESScalpATM2", atmStrategyId);
}

[NinjaTrader_Austin]

Can you copy + paste the text from the output window and not the actual trace files?

TraceOrders prints information to the output window, not to the trace file.

[heyligerb]

no need... got it working.