ATM strategy enhancement requests

[caa421]

Regarding ATM strategies:

Is it currently possible, or would it ever be made possible, to assign a default ATM strategy automatically on startup against all open positions?

The NinjaTrader client can’t be expected to be left open indefinitely.

Quality of the connection to the brokerage, running strategies, database maintenance, memory leaks, Windows patches, etc. all sometimes force us to close NinjaTrader,

which leads to the nuisance and potential account damage of forgetting to reapply previous ATMs.

Providing native automation whose recovery can’t be automated after routine inevitabilities seems shortsighted.


Is it currently possible, or would it ever be made possible, to allow for not only hard-coded values in the ATM setup for Stops, Trails, and Break-evens, to instead use dynamic, indicator-derived values (like ATR for Trails).

Having a dynamic, virtual trail could be far more profitable across different instruments, or even the same instrument at different times.


Thanks!!

[NinjaTrader_Marco]

Hello caa421,

Thank you for posting to the forums.

When testing on my end, I create an ATM with Stop Loss and Profit Target, fill the entry order and get these orders pending, and then shut down NinjaTrader. Upon starting NinjaTrader again, the Stop Loss and Profit targets remain pending. If there was such a movement that would cross either of these orders while the platform was closed, the action taken would depend on your brokerage technology:

https://ninjatrader.com/support/helpGuides/nt8/where_do_your_orders_reside_.htm

If you are seeing something different, I'd like to take a look at your log and trace files for this issue. These files contain diagnostic information related to what is occurring on your platform that will help us resolve this issue in a timely manner.

Please follow the steps below to manually attach your log and trace files to an email to platformsupport[AT]ninjatrader[DOT]com with "2391421 ATTN Marco G" in the subject line and a link to this forum post in the message body so I may investigate this matter further.

Open your NinjaTrader folder under 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 you have emailed these to us, you may delete these compressed folders.


Lastly, you would be able to create a NinjaScript Strategy with the Strategy Builder to achieve a scenario where the stop follows an indicator based value:

https://ninjatrader.com/support/helpGuides/nt8/strategy_builder.htm

Please let me know if I may be of any further assistance.

[caa421]

Sorry if I wasn't clear. The ATM in question, that I'd like to apply automatically to all open positions at NinjaTrader startup, uses simulated stops. Virtual/Simulated Stops, Virtual Trails, Virtual Break-Evens don't actually post to the exchange until an actionable threshold is crossed.

When they're applied to an open position, the Orders tab shows "Trigger pending". However if you close NinjaTrader, when you reopen NinjaTrader all your ATMs are gone--your PC-held virtual orders are all lost.

So, if you had a 100 open positions the previous day, you have to one-at-a-time right-click all 100 open positions to reapply your ATM.


And regarding Strategy Builder, I've built many over the years for my entry logic, but figured it might be a nice enhancement to handle more dynamic values for exits via your otherwise neatly packaged ATM interface.

[NinjaTrader_ChristopherJ]

I have tested this on my end and with a simulated stop order in place in a state of "Trigger pending" after restarting NinjaTrader the order remains. So I may look into this further please go to Help->Email Support and be sure to include Attn: Chris Jameson in the Subject line, a link to this thread in the body and a check in the box for "Log and trace files". Also can you tell me a time that you tested this last when the order was removed after restarting NinjaTrader.