Can I use ATM Strategies to place orders?

[cassb]

Instead of entering just a market or limit order with a stop or trailing stop, can I use one of my ATM strategies instead when the Strategy Analyzer enters an order? How do you do this?

Thanks,
Bryan

[NinjaTrader_Jessica]

Thank you for your post.

The ATM strategies cannot be included in your Strategy but you can use the OCO function to protect your open position.

Here is a link with instructions:

http://www.ninjatrader-support.com/vb/showthread.php?t=6197

[cassb]

Hi Jessica. What I am most interested about in using ATM strategies in Strategy Analyzer is having two targets and a two-step auto trail. So do I have to set this up manually in the Strategy to place this kind of order? Is there a help guide page that shows how to do this?

Thanks!

[NinjaTrader_Ray]

Unfortunately there are no reference samples specific to this.

[ATI user]

I took the original post to mean "can I use atm strategies when running Strategy Analyzer"

which is exactly what I would like to do also...meaning I would like to do EntryLong and specify an atm

My cs uses AtmStrategyCreate for real-time trading...however this will not work when testing my cs in Strategy Analyzer.

So I am writing additional code to enter/manage trades such as EnterLong and SetTrailStop

I would prefer to use the same atm strategies I use in real-time trading.

Based on the posts below I assume this is not possible.

[cassb]

I took the original post to mean "can I use atm strategies when running Strategy Analyzer"

which is exactly what I would like to do also...meaning I would like to do EntryLong and specify an atm

My cs uses AtmStrategyCreate for real-time trading...however this will not work when testing my cs in Strategy Analyzer.

So I am writing additional code to enter/manage trades such as EnterLong and SetTrailStop

I would prefer to use the same atm strategies I use in real-time trading.

Based on the posts below I assume this is not possible.

Hey... looking through the Help Guide, I found this method: AtmStrategyCreate()

You said you already use it in a strategy -- doesn't it open an order using an existing ATM strategy you've created in the SuperDOM? That's what I was asking about.

[NinjaTrader_JoshP]

I suggest you check out the SampleAtmStrategy preinstalled with your NinjaTrader for an idea of how the Atm() methods work together.

[ATI user]

Josh

Ok. I have a different problem then.

First, if you run SampleAtmStrategy in Strategy Analyzer, it does not make any trades.

If you comment out the historical code:

// if (Historical)
// return;

then it makes trades....however not using an atm strategy (even though the correct atm exists)

it will make a trade and exitonclose.

if you add:

SetTrailStop(CalculationMode.Ticks, 30 );

it will make the proper trailing stop trade and exit accordingly

however, I could not get it to run an atm...please confirm if you can

In the case of my cs, I am in the process of making sure it does not check order status prior to making its first trade as I get errors saying an id does not exist. The first error in the log however is "ATM strategies can not be created on historical data"....any ideas on that one?

Thanks

[ATI user]

Josh

If you run the sample as I suggest, you will get the exact same atm errors in the log that I am getting.

So...both the sample and my cs have the same problem running atms in Strategy Analyzer

Thanks

[ATI user]

correction....

I forgot that I forced the sample to make trades by using EnterLong()...

It will not make a trade due to atm id errors in log...

same problem I was having with my cs...which is why I added the EnterLong() and SetTrailStop to mine

[whitmark]

NinjaScript strategies that "create" ATM strategies cannot be backtested (in the Strategy Analyzer) only forward tested (in Market Replay or Realtime) hence the required if (Historical) return; statement in the SampleAtmStrategy. ATMs operate largely on an update-by-tick basis whereas Strategy Analyzer backtesting is limited to on-bar-close operations with certain intrabar exceptions (e.g., Set exits, IOrder processing).

Regards,

Whitmark

[ATI user]

thought so...thanks.

[gkinlaw]

Using ATM with strategy

Is there a way to use ATM's as an exit strategy for a trade that is running from a strategy. I don't see a way in the 'stops' section of the wizard to have a b/e stop after n ticks. I think I have used othere strategies that allow use of the atm.

thanks

[NinjaTrader_JoshP]

gkinlaw,

You can, but to do so requires custom programming in NinjaScript. This cannot be done from the Strategy Wizard.

[gkinlaw]

Atm

I guess I can enter it manually on the dom. turn OCO on , put in b/e stop and turn OCO off (thats what I read a while ago)???