Atm

[TroyEarth]

Hi,

When I have created a custom stop strategy in ATM, is it somehow possible to add this strategy to the strategy wizard so that I can test it with a created strategy?


Thanks
Troy

[TroyEarth]

Hi again,
y

[NinjaTrader_Bertrand]

Hi Troy, that could be code as well in the wizard if you're not using the inbuild Set method stops from the 'Stop and Targets section' but directly issue the orders as needed in your conditions - the user variables are needed here as well to keep the flow of the code intact. It would be easier and more flexible to code this approach directly in the NinjaScript editor, we have also have a reference on how to move your stop orders here : http://www.ninjatrader.com/support/f...ead.php?t=3222

You're correct in understand though, the ATM's could not be called from the wizard interface and also could not be backtested (unless you're doing Market Replay).

For your last question, do you mean via the script as well, so the orders are using Bid / Ask data instead of last?

[TroyEarth]

Hi Bertrand,

Thanks for your answer, please disregard the last question. What you are saying is its possible to back test a strategy with the inclusion of the stop strategy from ATM in Market Replay. Is this correct? If so how do I do this please?

It seems I can only replay 1 day at a time is it possible to do more days.


Thanks a lot for you help,

Troy

[NinjaTrader_Bertrand]

Yes, you can replay across session breaks with NT7, it would be essential that you have the needed data available, you can select day after day for your future contract to download the data needed from our server, then select the range of days you wish to replay.

In Market Replay you can test the ATM, correct - what you would need is a strategy script that calls the needed NinjaScript ATM strategy methods like seen in our sample strategy for this area called 'SampleAtmStrategy'. You could review the code in your NinjaScript editor and use it as base for your strategy.

[TroyEarth]

Thanks a lot.