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Back Testing a Strategy that uses ATM

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    Back Testing a Strategy that uses ATM

    Now that Strategy Analyzer offers Tick Replay is it possible to back test a strategy which uses an ATM to actually execute the trades? If so, is there anything special one has to consider when doing it?
    Thanks
    DaveN

    #2
    Hello DaveN,

    No, when an order is placed with Atm Strategy methods, these are no longer tracked by the strategy and do not affect the strategy position.

    Basically, think of Atm Strategy methods as a way for a strategy to place a manual order and this would follow all of the rules of a manual order.

    Manual orders cannot be placed historically.

    Orders placed by Atm Strategy methods cannot be placed historically.
    Chelsea B.NinjaTrader Customer Service

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      #3
      Bummer, so I do what I used to do. Test a strategy using built in stops and targets, but run it with the atm capability.
      Thanks for letting me know.
      DaveN

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