NinjaScript ATM Multiple instruments

[heyligerb]

Hi all..

With my code below, it keeps submitting the order on the ^TICK instead of the ES contract. Any idea why?

// Add a 100 tick Bars object for the ^TICK - BarsInProgress index = 1
Add("^TICK", PeriodType.Minute, 1);
Add(PeriodType.Minute, 1);

}

/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{

// Make sure this strategy does not execute against historical data
if (Historical)
return;


// check if TICK closed above 'X' for short trades
if (Closes[1][0]>shorttickvalue
&& Position.MarketPosition == MarketPosition.Flat
&& tradeshort == true && orderId.Length == 0 && atmStrategyId.Length == 0)

{
// Enter SHORT if true
atmStrategyId = GetAtmStrategyUniqueId();
orderId = GetAtmStrategyUniqueId();
AtmStrategyCreate(Action.Sell, OrderType.Limit, Closes[0][0], 0, TimeInForce.Day, orderId, "ESTICKATM", atmStrategyId);
}

[NinjaTrader_Bertrand]

Hi heyligerb, so your BarsInProgess 0 is the ES chart? Have you tried entering just Close[0] as the ATM limit price?

[heyligerb]

yes... and yes. Would you like to see the whole script?

[heyligerb]

I've even tried to put ES on bip=2, and use closes[2][0]... that didn't work either.

[NinjaTrader_Bertrand]

heyligerb, sure, if you don't want to post it, just contact me at support at ninjatrader dot com and attach the cs / zip - thanks

[huracan]

Post the answer

Bertrand - I'm interested in what the problem was. I don't need to see the script, but would like to know what the issue was if possible.

Thanks.

[NinjaTrader_Bertrand]

Sorry don't remember exactly how it was resolved - which issue do you have? If possible please post the code so we can have a look, thanks