trying to extract target & STOP price for ATM active strat

[ssylwester]

hey guys,

v 7.1

i've used the code from the ATM section of the manual, but even if there is an existing and active ATM strategy running, the following code only returns 0's; i'm trying to get it to return the target, and the stop


if (atmStrategyIdL.Length>0 && GetAtmStrategyMarketPosition(atmStrategyIdL)==Mark etPosition.Long)
{
... stuff....

string[,] orders = GetAtmStrategyStopTargetOrderStatus("TARGET1", atmStrategyIdL); // "idValue");
//string[,] orders = GetAtmStrategyStopTargetOrderStatus("STOP1", atmStrategyIdL); // try 1, not 2
Print(Time[0].ToString(dFmt)+header+ " **** extract the target/stop for atmStrategyIdL="+atmStrategyIdL);
// Check length to ensure that returned array holds order information
if (orders.Length > 0)
{ for (int i = 0; i < orders.GetLength(0); i++)
{ Print(Time[0].ToString(dFmt)+header+ " (tell us stop?) Avg fill=" + orders[i, 0].ToString()
+ " Filled amt=" + orders[i, 1].ToString()
+ " Current state=" + orders[i, 2].ToString());
}
}


1/6 19:23:32 DevAtm r1 4.01 [CL] **** extract the target/stop for atmStrategyIdL=22f68cc02ddf4c75af2bf8a524724994
1/6 19:23:32 DevAtm r1 4.01 [CL] (tell us stop?) Avg fill=0 Filled amt=0 Current state=Working

[NinjaTrader_Bertrand]

ssylwester, was the ATM strategy started / created from a NinjaScript strategy? Or was the entry done manually by you?

Thanks,

[ssylwester]

it was created by the ninja strategy


private void SubmitOrderL(string atmSetup)
{ if (backtest)
{ if (Position.MarketPosition == MarketPosition.Long) return; // existing position
else if (entryOrderL != null) return; // existing order already
stopLong = 0;
isNewStop( ref stopLong, longEntry-maxStopLoss*TickSize, true); // moves stop
entryOrderL = EnterLongLimit(0, true, DefaultQuantity, longEntry, nameLong); // change to nameLongAct in a few lines
}
else // atm strategy
{ if (orderIdL.Length>0 || atmStrategyIdL.Length>0 ) return; // already open order
if (myMktPosition=="Long") return;
atmStrategyIdL = GetAtmStrategyUniqueId();
orderIdL = GetAtmStrategyUniqueId();
AtmStrategyCreate(OrderAction.Buy, OrderType.Limit, longEntry, 0, TimeInForce.Day, orderIdL, atmSetup, atmStrategyIdL);
}
nameLongAct=nameLong;
if (devEnv && sounds) PlaySound(@"C:\Program Files\NinjaTrader 7\sounds\alert3.wav"); // ricochet
else if (sounds) PlaySound(@"C:\Program Files\NinjaTrader 7\sounds\gong.wav");
}

[NinjaTrader_Bertrand]

Thanks for clarifying, you could only check the order state / status - which is 'working' and none are filled yet, so a 0 is correctly shown in your prints.

[ssylwester]

I'm confused. I thought that code could be used to check the status of the STOP level for an existing position, a position that was launched by the NT strategy, and is being controlled by an ATM strat. What am i missing? I want to be able to check the current STOP level, as there are some code-level decisions i would like to apply, such as tightening stop further on other indicator outputs.

[NinjaTrader_Bertrand]

Correct, you could check the status, unfortunately not the price level - if you need it you would need to custom track any adjustments to your stop to know where you're current at.