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Submitting order to an active strategy id

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    Submitting order to an active strategy id

    When using the ChartTrader, I can easily scale into a position using an ATM yet keep the stops, targets, auto trail, etc of the first leg when I have SelectActiveAtmStrategyOnOrderSubmission selected where I see "Submitting order to an active strategy id" message in the Log. However, when I try to replicate this functionality using the OIF builder to test the ATI, I am unable to do so. When I use the ChartTrader I see the active strategy id is reused in the Log, however when I try to PLACE another order under the same strategy id, I get the message "strategy id xxxxx already in use".

    1) Is the functionality to scale into the same active strategy id not available to the ATI as it is under the ChartTrader and DOM?

    2) Can multiple orders be added to the same ATM strategy id in NinjaScript to retain the initially placed strategy's stop, target, autotrail, etc levels?

    Thanks
    Last edited by whitmark; 11-29-2008, 05:28 AM.
    whitmark
    NinjaTrader Ecosystem Vendor - Whitmark Development

    #2
    From the Help Guide, have you tried what I have highlighted in red?

    This command will place orders, place orders that initiate a NinjaTrader ATM strategy or place orders that are applied to an active NinjaTrader position strategy. Providing the optional strategy name field with a valid strategy template name will result in execution of that strategy once the order is partially or completely filled. Pass in an optional unique string value for the strategy id in order to reference that strategy via other commands. To apply an order to an active strategy (existing strategies stop loss and target orders are amended) pass in the active strategy id value and leave the strategy name field blank. Pass in an optional unique string value for the order id in order to reference that order via other commands. If specifying a strategy template name, there is no need to pass in an order id as the strategy based orders can be referenced by their internally generated names such as TARGET1, STOP1 and so on.
    RayNinjaTrader Customer Service

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      #3
      Leaving the Strategy Template Name out on subsequent orders did the trick. Thanks.
      whitmark
      NinjaTrader Ecosystem Vendor - Whitmark Development

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