//variables for ATM private string atmStrategyId = string.Empty; // Variable to hold the atmStrategyId private string orderId = string.Empty; // Variable to hold the orderId private string aTMStrategy = string.Empty; // select ATM strategy from your saved ones private OrderType typeEntry = OrderType.Market; //select type of entry prder private int limitOffset = 1; // Limit order offset private int stopOffset = 1; //stop order offser //OnBarUpdate content AtmStrategyCreate(OrderAction.Buy, TypeEntry, (TypeEntry != OrderType.Market ? Close[0]+LimitOffset*TickSize : 0), (TypeEntry != OrderType.StopLimit ? 0 : (Close[0]+StopOffset*TickSize)), TimeInForce.Day, orderId, "ATMStrategy", atmStrategyId); //properties panel [Description("Type of order to be placed")] [Gui.Design.DisplayName("\t\tATM Strategy, Order Type")] [Category("Parameters")] public OrderType TypeEntry { get { return typeEntry ; } set{typeEntry = (value == OrderType.Market ? OrderType.Market : (value == OrderType.StopLimit ? OrderType.StopLimit : OrderType.Limit));} } [Description("Number of ticks for Limit Order from the trigger bar CLOSE (1 tick should equate to next bar open).")] [Gui.Design.DisplayName("\t\tOrder Offset, Limit")] [Category("Parameters")] public int LimitOffset { get { return limitOffset ; } set{limitOffset = value;} } [Description("Number of ticks for the StopLimit Order Stop price from the trigger bar projected High or Low (1 tick should equate to next bar open).")] [Gui.Design.DisplayName("\t\tOrder Stop Offset, StopLimit")] [Category("Parameters")] public int StopOffset { get { return stopOffset ; } set{stopOffset = value;} }
Announcement
Collapse
No announcement yet.
Partner 728x90
Collapse
NinjaTrader
ATMStrategyCreate query
Collapse
X
-
ATMStrategyCreate query
I want to keep type of order entry selectable from ATMStrategyCreate method but it seems there is some problem with the code. Can anybody correct the code so that it selects market/limit orders as a user variable.
Code:Tags: None
-
Hi
This is the entry order when ATM is called for.
There is a variable ATMStrategy and TypeEntry for choosing ATM strategy and the market/limit/stop order on main strategy entry signal. It works with market or limit order only but I want to keep it selectable from these three orders.
Comment
-
Hello,
Only recommendation I would have here in this case is to allow this is to have 2+ separate ATMStrategyCreate() calls. One for stoplimit, the other for stop market.
Then when the user selects a mode, check that condition that the user selected. For example have the user set a string or a number to 1 for stop limits. the number 2 for stop markets.
Then do an if statement to submit the correct order statement depending on the users selection.
Let me know if I can be of further assistance.
Comment
Latest Posts
Collapse
Topics | Statistics | Last Post | ||
---|---|---|---|---|
Started by judysamnt7, 03-13-2023, 09:11 AM
|
4 responses
59 views
0 likes
|
Last Post
by DynamicTest
Today, 08:25 PM
|
||
Started by ScottWalsh, Today, 06:52 PM
|
4 responses
36 views
0 likes
|
Last Post
by ScottWalsh
Today, 07:40 PM
|
||
Started by olisav57, Today, 07:39 PM
|
0 responses
7 views
0 likes
|
Last Post
by olisav57
Today, 07:39 PM
|
||
Started by trilliantrader, Today, 03:01 PM
|
2 responses
21 views
0 likes
|
Last Post
by helpwanted
Today, 07:25 PM
|
||
Started by cre8able, Today, 07:24 PM
|
0 responses
10 views
0 likes
|
Last Post
by cre8able
Today, 07:24 PM
|
Comment