SampleAtmStrategy

[TroyEarth]

Hi,



I looked into other user comments and saw that it is possible to use ATM templates to work with strategies through the SampleAtmStrategy. Is this correct? I was trying to make one such work however i got the following error. this is a SMA crossover strategy just to see it work.

I get following errors when I try to compile:


Strategy\TestAtm.cs 'System.Action' does not contain definition of 'Buy' CS0117 - click for info 79 30


AtmStrategyCreate(Action.Buy, OrderType.Limit, Close[0], 0, TimeInForce.Day, orderId, "StopToEntryStrategy", atmStrategyId);

Strategy\TestAtm.cs 'System.Action' does not contain definition of 'Sell' CS0117 - click for info 90 31


AtmStrategyCreate(Action.Sell, OrderType.Limit, Close[0], 0, TimeInForce.Day, orderId, "StopToEntryStrategy", atmStrategyId);



Thanks in advance,
Troy

[NinjaTrader_RyanM1]

Hi Troy,

I suggest deleting what you have currently and working from the existing sample for this.

Click Tools > Edit NinjaScript > Strategy
Select your custom strategies producing errors and then click delete.

To make a copy of the SampleAtmStrategy, select it first to get to the editor.
Then right click > Save As and provide a new name

You now have a working copy of the sample that you can modify.

[TroyEarth]

Hi Ryan,

Thanks a lot for your reply. I managed to compile the SampleAtmStrategy with a simple SMA CrossOverStrategy with no errors YEZZZZ. However when I test this on strategy analyzer its not really working. Not sure what the problem is, but looks like no trades are being entered. Please tell if you see something wrong with this here:

if (orderId.Length == 0 && atmStrategyId.Length == 0 && CrossAbove(SMA(Fast), SMA(Slow),1))

{
atmStrategyId = GetAtmStrategyUniqueId();
orderId = GetAtmStrategyUniqueId();
AtmStrategyCreate(Cbi.OrderAction.Buy, OrderType.Limit, Low[0], 0, TimeInForce.Day, orderId, "StopToEntryStrategy", atmStrategyId);
}


if (orderId.Length == 0 && atmStrategyId.Length == 0 && CrossBelow(SMA(Fast), SMA(Slow),1))

{
atmStrategyId = GetAtmStrategyUniqueId();
orderId = GetAtmStrategyUniqueId();
AtmStrategyCreate(Cbi.OrderAction.Sell, OrderType.Limit, Low[0], 0, TimeInForce.Day, orderId, "StopToEntryStrategy", atmStrategyId);

Thanks in advance.
Troy

[NinjaTrader_RyanM1]

Unfortunately this is expected. ATM-based strategies are real time only and won't produce trades in a backtest or historical bars.

[TroyEarth]

That´s a shame, would have been nice to test :-(.


Thanks,
Troy

[TroyEarth]

Hi Ryan,


How do I put a simple strategy as the below into action with live data in order to see how it works in the market? and Is it possible to bring it into action with simulated data?


Thanks in advance,
Troy

[NinjaTrader_Bertrand]

Yes, you could use Market Replay, live or simulated data here. Just keep in mind the simulated feed option has no historical data. You can activate the SampleAtmStrategy or your modified one directly from the chart (right click > Strategies > pick yours > doubleclick on it > set 'enabled' to 'true' > OK). Open a SuperDOM of your contract then as well to monitor it working.

[TroyEarth]

Thanks a lot Bertrand, all done. Now curious to see it work:-)

Troy