Go Back   NinjaTrader Support Forum > NinjaScript Educational Resources > Reference Samples

Reference Samples Official NinjaScript reference code samples

NinjaTrader
Reply
 
Thread Tools Display Modes
Old 07-28-2009, 04:19 PM   #1
NinjaTrader_JoshP
NinjaTrader Product Manager
 
NinjaTrader_JoshP's Avatar
 
Join Date: May 2007
Location: Denver, CO
Posts: 17,459
Thanks: 1
Thanked 387 times in 108 posts
Default Strategy: Getting PnL from an ATM strategy

When integrating Advanced Trade Management templates into NinjaScript Strategies, the procedure for obtaining trade performance and order status is a little different than for strategies without ATM templates. The difference is that ATM templates basically take over and manage the trade separately from the NinjaScript portion of the strategy. Until the ATM trade terminates, the NinjaScript portion just observes and waits for another trading opportunity. Accessing all the trade data is still possible, but the set of commands to use differ from the traditional NinjaScript commands. This sample borrows code from the built-in strategy SampleAtmStrategy and doesn't include all the references specific to that strategy. In addition, this sample draws some profit/loss information right on the chart.

NOTE: This is a real-time strategy only. You will also need to first setup an ATM template titled "AtmStrategyTemplate" for this sample to work. You can set this up in the SuperDOM or Chart Trader windows.

Key concepts in this example:
  • Obtaining unrealized and realized profit/loss from ATM templates initiated by a NinjaScript strategy
  • Keeping a running total of all the realized profits/losses

Important related documentation:

NinjaTrader 8
NinjaTrader 7
Import instructions:

NinjaTrader 8
  1. Download the file contained in this thread to your PC desktop
  2. From the Control Center window, select the menu Tools > Import > NinjaScript
  3. Select the downloaded file

NinjaTrader 7
  1. Download the file contained in this thread to your PC desktop
  2. From the Control Center window, select the menu File > Utilities > Import NinjaScript
  3. Select the downloaded file and click Import.
Attached Files
File Type: zip SampleATMPnL_NT8.zip (2.1 KB, 398 views)
File Type: zip SampleATMPnL_NT7.zip (2.2 KB, 402 views)
Last edited by NinjaTrader_Jesse; 09-30-2015 at 03:27 PM.
NinjaTrader_JoshP is offline  
Reply With Quote
The following 2 users say thank you to NinjaTrader_JoshP for this post:
Reply

Thread Tools
Display Modes

Posting Rules
You may not post new threads
You may not post replies
You may not post attachments
You may not edit your posts

BB code is On
Smilies are On
[IMG] code is On
HTML code is Off

Forum Jump

Similar Threads
Thread Thread Starter Forum Replies Last Post
Backtesting w/ PnL Strategy Halt insomniac Strategy Development 4 03-15-2015 12:11 AM
Strategy will not put a ATM Strategy in play when order filled m3power222 Strategy Development 9 06-09-2009 01:13 PM
ATM strategy and Stop strategy dialogs OK vs Save ATI user Strategy Development 1 01-24-2009 02:50 PM
Need API to select ATM strategy as a parameter to strategy GaryAlbers Suggestions And Feedback 1 10-13-2008 03:00 AM
Strategy wizard & existing ATM Strategy thepcmd Platform Technical Support 12 05-16-2008 07:15 AM


All times are GMT -6. The time now is 04:39 AM.

Futures, foreign currency and options trading contains substantial risk and is not for every investor. An investor could potentially lose all or more than the initial investment. Risk capital is money that can be lost without jeopardizing ones financial security or lifestyle. Only risk capital should be used for trading and only those with sufficient risk capital should consider trading. Past performance is not necessarily indicative of future results. View Full Risk Disclosure.

CFTC Rules 4.41 - Hypothetical or Simulated performance results have certain limitations, unlike an actual performance record, simulated results do not represent actual trading. Also, since the trades have not been executed, the results may have under-or-over compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profit or losses similar to those shown.

This website is hosted and operated by NinjaTrader, LLC (“NT”), a software development company which owns and supports all proprietary technology relating to and including the NinjaTrader trading platform. NT is an affiliated company to NinjaTrader Brokerage (“NTB”), which is a NFA registered introducing broker (NFA #0339976) providing brokerage services to traders of futures and foreign exchange products. This website is intended for educational and informational purposes only and should not be viewed as a solicitation or recommendation of any product, service or trading strategy. No offer or solicitation to buy or sell securities, securities derivative or futures products of any kind, or any type of trading or investment advice, recommendation or strategy, is made, given, or in any manner endorsed by any NT affiliate and the information made available on this Web site is not an offer or solicitation of any kind. Specific questions related to a brokerage account should be sent to your broker directly. The content and opinions expressed on this website are those of the authors and do not necessarily reflect the official policy or position of NT or any of its affiliates. 

Vendors along with their websites, products and services, collectively referred to as (“Vendor Content”), are independent persons or companies that are in no manner affiliated with NT or any if its affiliates. NT or any of its affiliates are not responsible for, do not approve, recommend or endorse any Vendor Content referenced on this website and it’s your sole responsibility to evaluate Vendor Content. Please be aware that any performance information provided by a vendor should be considered hypothetical and must contain the disclosures required by NFA Rule 2-29(c). If you are interested in learning more about, or investigating the quality of, any such Vendor Content you must contact the vendor, provider or seller of such Vendor Content. No person employed by, or associated with, NT or any of its affiliates is authorized to provide any information about any such Vendor Content.