Unable to call ATM from within a strategy.

[Gille1983]

Paul, can you please tell me is it normal that market replay under the strategies tab will not record P&L and performance "real time" of a strategy using ATM? I now have the script working as should but, I can see the trades opening, the trail and profit but it does not register in the control center strategies tab nor in strategy performance.

[Gille1983]

for example here is the output

The entry order average fill price is: 2963
The entry order filled amount is: 1
The entry order order state is: Filled
The current ATM Strategy market position is: Flat
The current ATM Strategy position quantity is: 0
The current ATM Strategy average price is: 0
The current ATM Strategy Unrealized PnL is: 0

[NinjaTrader_PaulH]

Hello Gille1983,

Thanks for your replies.

Correct, it is expected that any strategy that uses ATM methods will not report PNL in the strategies tab. You can verify this by running the SampleATMstrategy as is.

The SampleATMstrategy will output its values, here is an example;

Enabling NinjaScript strategy 'Sample ATM strategy/198933936' : On starting a real-time strategy - StartBehavior=WaitUntilFlat EntryHandling=All entries EntriesPerDirection=1 StopTargetHandling=By strategy position ErrorHandling=Stop strategy, cancel orders, close positions ExitOnSessionClose=True / triggering 30 seconds before close SetOrderQuantityBy=Strategy ConnectionLossHandling=Keep running DisconnectDelaySeconds=10 CancelEntriesOnStrategyDisable=False CancelExitsOnStrategyDisable=True Calculate=On bar close IsUnmanaged=False MaxRestarts=4 in 5 minutes
The entry order average fill price is: 8916.5
The entry order filled amount is: 1
The entry order order state is: Filled
The current ATM Strategy market position is: Long
The current ATM Strategy position quantity is: 1
The current ATM Strategy average price is: 8916.5
The current ATM Strategy Unrealized PnL is: -15
The current ATM Strategy market position is: Long
The current ATM Strategy position quantity is: 1
The current ATM Strategy average price is: 8916.5
The current ATM Strategy Unrealized PnL is: -25
The current ATM Strategy market position is: Long
The current ATM Strategy position quantity is: 1
The current ATM Strategy average price is: 8916.5
The current ATM Strategy Unrealized PnL is: 0
The current ATM Strategy market position is: Long
The current ATM Strategy position quantity is: 1
The current ATM Strategy average price is: 8916.5
The current ATM Strategy Unrealized PnL is: -15

If your strategy is not working as expected then you would need to debug to find out why. For clarification we do not provide debugging services.

Here is a link to our debugging tips: https://ninjatrader.com/support/help...script_cod.htm

If you would like your strategy created for you, we can provide a link to 3rd party programmers available through the NinjaTrader Ecosystem.