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ATM strategy events

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    ATM strategy events

    Would ATM strategy fire onPositinUpdate, on Execution, onOrderUpdate events.

    #2
    junkone, for the ATM's in NinjaScript strategy please use the dedicated GetAtmStrategy... methods for those purposes (a coded example would be found in the 'SampleAtmStrategy installed per default).'
    BertrandNinjaTrader Customer Service

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      #3
      i understand which methods that i need to use to manage the ATM strategy. i want to know which of these events would also be fired when i am running a ATM strategy.
      ØOnConnectionStatus() - Called when a connection state changes
      ØOnExecution() - Called when a strategy generated order is filled
      ØOnFundamentalData() - Called on any change in fundamental data
      ØOnMarketData() - Called on any change in a level 1 market data stream
      ØOnMarketDepth() - Called on any change in a level 2 market data stream
      ØOnOrderUpdate() - Called when a strategy generated order changes state
      ØOnPositionUpdate() - Called when a strategy generated position changes
      ØOnStartUp() - Called once when a script first starts up
      ØOnTermination() - Called once when a script is terminated

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        #4
        The ATM strategies you call from your NinjaScript strategy are not event driven, so the OnOrderUpdate and OnExecution relying on passing the IOrders in for reference would not be useful in this context. Other methods you listed would work as regular in any NinjaScript strategy though.
        BertrandNinjaTrader Customer Service

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          #5
          how about onPositionUpdate.
          infact, i was playing around with it and onPositionUpdate was not firing consistently. Did not know if it was supposed to fire on ATM orders.

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            #6
            The ATM equivalent for this would be the GetAtmStrategyMarketPosition() - http://www.ninjatrader-support.com/H...yPosition.html
            BertrandNinjaTrader Customer Service

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              #7
              Guys: unfortunately we would not be able to provide you with trading advice or recommendations.
              BertrandNinjaTrader Customer Service

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