How to dynamically override ATM strategy template order quantity

[tradewarrior]

Support,

I am developing a strategy that will include position sizing (say 'n' quantity as a measure of x% risk I take per trade based on my account size). This means the quantity will be dynamically determined for each trade I take.

I would like to take advantage of the ATM strategy templates while placing the order so that my stops are managed more efficiently and I can control the Buy/Sell orders using the Chart Trader.

Since the ATM strategy template is predefined with a quantity field, please comment how I can override the quantity setting within an ATM template while placing the order. Also advice on any alternatives, examples, best practices or workarounds.


Thanks in advance.

[NinjaTrader_Jesse]

Hello tradewarrior,

Thank you for the post.

The quantity cannot be changed dynamically in the template, the closest to this would be to make a few variations of the template with different quantities and then use different templates in your logic depending on the situation.



I look forward to being of further assistance.

[tradewarrior]

Jesse,

Thanks for your response. This looks like a reasonable workaround.

Can you comment if there is an option to programatically apply an ATM Strategy on top of an open position. This is similar to what we might otherwise do under the positions tab manually.

If this feature is supported, the strategy code can place a normal Entry and later modify the confirmed position by applying an ATM template on top of it.

Is this something possible?

[NinjaTrader_Jesse]

Hello tradewarrior,

That is currently only a manual feature, or would otherwise be undocumented if there is a way to access it. I am not aware of any specific way to attach it like you would from the control center through code. I will put this in as a feature request if we don't already have this submitted.

I look forward to being of further assistance.

[tradewarrior]

Thanks a lot for your clarification. Let me ask you one last question before I close this subject.

Is there a shortcut key available/configurable to set the ATM Strategy quantity field?

[NinjaTrader_Jesse]

Hello tradewarrior,

The quantity in the ATM strategy would not be able to be set by a shortcut, the ATM is a template file that needs saved so updating it requires going into the template and changing it.

I look forward to being of further assistance.