ATM Strategy

[brucerobinson]

Hello,
On occasion, I find that when I seek to add to or close individual Contracts within an ATM Strategy position, rather than entering a 'stand-alone' contract, another ATM Strategy is placed.
Please see attached snips of my DOM Properties and example ATM Strategy.

So, let's say I have a trade running, entered with the ATM Strategy. I may subsequently wish to add to and/or take off contracts subsequently by clicking on the DOM. On occasion, rather than this adding or taking off a contract, a subsequent ATM Strategy is 'added' to the existing one. i.e. with the example ATM Strategy attached, a further 3 contracts with the corresponding stops and targets.

I can only imagine this is in some way to do with ATM Strategy Selection Mode setting, however I cannot fathom the circumstances under which this behaviour could come about.
It is not consistent, i.e. normally behaves as expected - enter trade with ATM Strategy and either let it run until all positions exited per strategy, or manage the trade manually by intervening.

Except when, occasionally, it doesn't, and I have two ATMs entered concurrently

Any ideas?

Kind regards
Bruce

[NinjaTrader_Kate]

Hello brucerobinson,

Thank you for your post.

Please write in to PlatformSupport(AT)NinjaTrader(DOT)com and reference this forum post with RE: Kate in the subject line. Please attach your Log and Trace files to your email so that I may investigate this matter further. You may follow the steps below to attach those files.

• Open your NinjaTrader folder under My Documents.
• Right click on the 'log' and 'trace' folders and select Send To> Compressed (zipped) Folder.
• Send the 2 compressed folders as attachments to this email.
• Once complete, you can delete these compressed folders.

Hello,
On occasion, I find that when I seek to add to or close individual Contracts within an ATM Strategy position, rather than entering a 'stand-alone' contract, another ATM Strategy is placed.
Please see attached snips of my DOM Properties and example ATM Strategy.

So, let's say I have a trade running, entered with the ATM Strategy. I may subsequently wish to add to and/or take off contracts subsequently by clicking on the DOM. On occasion, rather than this adding or taking off a contract, a subsequent ATM Strategy is 'added' to the existing one. i.e. with the example ATM Strategy attached, a further 3 contracts with the corresponding stops and targets.

Any details you can provide with your reply regarding what exactly is going on when the unexpected behavior occurs would be helpful. How are you placing the order? When was the last time this occurred? Do you have the time and date of the last order this occurred on?

Thanks in advance; We look forward to resolving this for you.

[brucerobinson]

Hello Kate,
Some further info.
I had this occur again today.
This time on NG.
I have FDAX (previous example) and NG in different Workspaces (both open at the same time), each with their own charts and DOMs.
i.e. it is not specific to a particular instrument, it is not specific to a particular DOM, DOM tab etc
The only thing I can think of that may be common is the ATM Strategy template, and the operator.

Hope this helps

Kind regards,
Bruce

[NinjaTrader_PatrickH]

Hello brucerobinson,

Thank you for your update.

If the active ATM Strategy is not selected on your Order Entry window when you scale in or out and you have another template selected then you will see a new ATM Strategy instance used.

An active ATM Strategy has a lightning bolt on it to indicate it is active. If you do not see this then it would be a new template and instance.

Please let me know if you have any questions.

[brucerobinson]

Hello Patrick and thanks.
With respect I don't think, or at least can't understand, how what you wrote is directly relevant to what I have described and the information I have provided on the issue I am encountering.
I.e. you refer to Order Entry Window, lightening bolt denoting active. I refer to & posted DOM. Etc. etc. Etc. ?
I'm aware of order entry window but not familiar as have never used it.

However, the gist of your explanation, applied to the Dom could make sense in some shape or form.
When I place an order and have an ATM Strategy trade working, then Ninja recognises that/which template is active (denoted by lightening bolt in order entry window, but not in Dom). It retains this until either the trade is closed, or another/different strategy/template is selected, if I understand you correctly and applying your explanation to a Dom.

With a Dom, I have the strategy 'pre-selected' when I place the trade and never touch it (I have a separate Dom tab for a different strategy).

So it seems to me that on occasion it is 'not recognising' the active strategy that the current trade is using, and thus 'applying' the preselected one to what should be an add-on single contract.

I think your explanation would fit. The thing is, I never, repeat never, touched the ATM Strategy during the trade. I don't use the drop-down selection menu - I have two strategies in two tabs and switch between the tabs if I want use the other one. But I don't do that during a trade.

I'm not doing anything during a trade re-strategies. I select the appropriate Dom tab with the strategy I want to use, place the trade, then manually click on the Dom to close contracts, add singles etc. I never touch the tabs or ATM drop down.

Kind regards
Bruce

[NinjaTrader_PatrickH]

Hello Bruce,

Thank you for your response.

An 'Order Entry' window can be the SuperDOM, Chart Trader, etc. The functionality of the ATM Strategies are the same in all Order Entry windows.

Were you able to send over the Log and Trace files? Are you working with one of our representatives at platformsupport[at]ninjatrader[dot]com already on this matter?

I look forward to assisting you further.

[brucerobinson]

Hello Patrick and thanks for the explanation.
Yes, re: working with someone, Kate who first responded & yes, sent log & trace at the time.
The post you responded to was to Kate's request for any further info. When it happened the second time I had a little further info to share such as not same instrument, not same Dom etc
Kind regards
Bruce

[NinjaTrader_PatrickH]

Hello Bruce,

Thank you for your response.

I am asking if you have a response via email to your email with the Log and Trace files attached and if so who are you working with via email. I am referring to who you have worked with on this thread. I see no email in our system addressed to Kate or any other members of our team concerning the matter of this forum thread.

Can you send me the Log and Trace files again with 'ATTN: Patrick H' in the subject line?

[pjsmith]

Hello,
On occasion, I find that when I seek to add to or close individual Contracts within an ATM Strategy position, rather than entering a 'stand-alone' contract, another ATM Strategy is placed.
Please see attached snips of my DOM Properties and example ATM Strategy.

So, let's say I have a trade running, entered with the ATM Strategy. I may subsequently wish to add to and/or take off contracts subsequently by clicking on the DOM. On occasion, rather than this adding or taking off a contract, a subsequent ATM Strategy is 'added' to the existing one. i.e. with the example ATM Strategy attached, a further 3 contracts with the corresponding stops and targets.

I can only imagine this is in some way to do with ATM Strategy Selection Mode setting, however I cannot fathom the circumstances under which this behaviour could come about.
It is not consistent, i.e. normally behaves as expected - enter trade with ATM Strategy and either let it run until all positions exited per strategy, or manage the trade manually by intervening.

Except when, occasionally, it doesn't, and I have two ATMs entered concurrently

Any ideas?

Kind regards
Bruce

Not sure if the same issue, but I had a similar confusion for a while. You are not entering a trade on chart, or order entry, then managing via the DOM are you? It seems I didn't understand that charttrader and dom are not synced, so whilst positions show up in both, any changes/further orders are treated differently than if you entered them via the original source. Not what I wanted, but seems to be the case. Maybe you are doing the same?

[brucerobinson]

Hello pj & thanks.
I think I recall something about that issue (probably your Post) when searching here about my issue.
But no, I simply have a Dom tab with an ATM Strategy pre-selected, then click on the ladder thereafter. Nothing more, nothing less. Don't (knowingly) touch the ATM Strategy, no chart trader, no order entry window. Dom only. Simples.
Thanks for the contribution though, I appreciate it.
Kind regards