concurrent 'multiple ATM strategy' questions..

[sev888]

NT support,

I have a couple questions:

1) If I have an open position with a stop loss and target stop in place, and I want to move the stop loss, I left mouse click it, and then I get a hand icon (and I can move and place the stop), but if I change my mind and no longer want to move the stop (or if I forget whether it is the stop loss or target that was clicked), how can I make the hand icon go away without moving the stop?

2) If I want to trade ATM strategy 1 and ATM strategy 2 on the same product, but want to watch each strategy independent of the other, I can select in the "Properties" window's ATM Strategy selection mode field: "DisplaySelectedAtmStrategyOnly". But then when I try to submit an OCO stop entry above the market and below the market, I get an error message "You can't submit an exit order to a strategy until any of its entry orders has been filled." I don't understand why there's a problem, I'm just trying to place a buy stop above the market connected OCO to a sell stop below the market, and there's no problem doing this when I am in "KeepSelectedAtmStrategy.." mode, so what's going on?

3) Also when I goto the "Strategies" tab, it does not show me the difference in ATM strategy 1 and ATM strategy 2, it just lists all strategies as active or not, how can I see what each strategy is cumulatively doing? why does it not distinguish between different strategies and allow me better insight into which is working better?

4) Also when I then try to go to the "Account Performance" tab, it seems that when NT software renames certain ongoing strategies with new names e.g. Active ATM Strategy 21, then that changes the results such that I can analyze it as one strategy?

5) Also in "Account Performance", when I generate a report, and I go down to "Total # of trades", it does not give me the actual number of contracts traded. If I trading in 25 lots, and the Total # of trades" says 20, then does that mean that I had 500 contracts traded? or is a partial fill considered a trade, and therefore it's not a straight conversion? Please have the programmers add in some simple line that shows the total number of contracts traded (since that's way more important than the number of trades as you currently have it).

6) Can the Strategy Analyzer, show me comparative analysis of ATM strategy 1 and ATM strategy 2 that I run concurrently on the same product (in Sim101 account)? If so how do I set such up?

7) So that I can better observe ongoing profits and isolated reactions of 2 ATM strategies on one product, I'm thinking maybe that I can use a second computer and a free NT account, to test out these different strategies on same product without the crossover effect or no distinction in cumulative PnL on the fly. Can I use a second computer to sign on to NT with a free demo account (or does it not allow me to test ATM strategies on free account?) to do this?


Thank you for your time and assistance..

[NinjaTrader_Jason]

Hello sev888,

1. You will need to click the initial price the stop loss was submitted at. The initial price should still be relfected by the red row.

2. I could not reproduce the error on my end. Could it be you have 'SelectActiveAtmStrategyOnOrderSubmission' enabled as per the SuperDOM. If so, please re-select your ATM strategy before submitting the second entry order.

3. Each ATM strategy should be listed in a separate row in the Strategies-tab. I tested two ATM's running on my end with 'DisplaySelectedAtmStrategyOnly' selected in both DOM's and each ATM strategy had its own row under the Strategies-tab.

4. This is the case when you enable 'Group trades by ATM strategy' in the Account Performance-tab. More information can be found at the link below.

http://www.ninjatrader-support.com/HelpGuideV6/Overview8.html

5. The value does not use contracts but orders to determine the amount of trades.

I will forward your suggestion to our development team and ask them if they can add this to the list of future considerations for the software.

6. Unfortunately this is not supported; you can only use automated strategies in the Strategy Analyzer.

7. Yes, you can install NinjaTrader for this purpose on a second PC.

[sev888]

Dear NT support,

Here are my follow up questions to your replies:

> 1. You will need to click the initial price the stop loss was
> submitted at. The initial price should still be reflected by the red
> row.
>
1) What if you forget whether you pressed the target stop (green) or stop loss (red) to get the hand icon? putting it on the wrong location will exit you from the trade- is there no way to disengage the hand icon?, or tell which stop you clicked to get the icon? If not, please ask your programmers for a way to do so.

> 2. I could not reproduce the error on my end. Could it be you have
> 'SelectActiveAtmStrategyOnOrderSubmission' enabled as per the
> SuperDOM. If so, please re-select your ATM strategy before submitting
> the second entry order.
>
2) Please try this: Goto the "Properties" window's and in the ATM Strategy selection mode field, select "DisplaySelectedAtmStrategyOnly". Then put the OCO Order active. Submit a buy stop entry order above the market and then try to also submit a sell stop entry order below the market- it won't let you- every time it says error message "You can't submit an exit order to a strategy until any of its entry orders has been filled." And if I try to reselect my ATM strategy, then the buy stop disappears, since it has been renamed "Active ATM Strategy 14- ...", and so I can't see both stops on the SuperDom.

> 3. Each ATM strategy should be listed in a separate row in the
> Strategies-tab. I tested two ATM's running on my end with
> 'DisplaySelectedAtmStrategyOnly' selected in both DOM's and each ATM
> strategy had its own row under the Strategies-tab.
>
3)But each line simply says "ATM Strategy" and has a green background to show it's active, but for when I've got a number of strategies working, where does it tell you which strategy is which?

> 5. The value does not use contracts but orders to determine the
> amount of trades.
>
5) So again, my question is does that mean if I'm trading in 25 lots, and the "Total # of trades" says 20, then does that mean that I had 500 contracts traded? or is a partial fill considered a trade, and therefore it's not a straight conversion (if I want to figure out how many contracts traded)?

> 7. Yes, you can install NinjaTrader for this purpose on a second PC.
>
7a) Also I able to run ATM strategies on the free license account?

7b) I want to continue using my computer #1 to test ATM strategies 1 and 2, and then use computer #2 to test ATM strategies 3 and 4, on live data. But once I start up NinjaTrader on my computer#2, using the Free License Key, and then try to connect to ZenFire (it asks me for Username and PW, and I give it my info), but then I get the Message on my computer #1: "Disconnected enforced by broker or 2nd login to the same account." When I tried logging on to ZenFire once again, it now says "Your user name is invalid. Please contact [email protected] for further instructions and reference this message." Does this mean that I need a second separate ZenFire subscription to use the live data on my free license account, or do you just provide me a second username/pw?

[NinjaTrader_Jason]

Hello sev888,

1. I will forward your suggestion to disable the hand cursor by an action to our development team and ask them if they can add this to the list of future considerations for the software.

2. I see, you will need to use two SuperDOM's; one for each entry order. I assumed you submitted buy orders below and above the market.

3. Unfortunately this is not supported.

5. Partial executions will be considered a trade as well

7. a) Yes

7. b) Correct, you will need a second Zen-Fire connection. Unfortunately it is not supported to connect to the same Zen-Fire connection simultaneously. We do not have such information listed on our end nor do we have access to it; please contact the broker that provided you the connection information.

[sev888]

re: #2 reply

I don't understand why there's a problem, I'm just trying to place a buy stop above the market connected OCO to a sell stop below the market (i.e. if the market is going up get in long and if the market is going down get in short)- there's no problem doing this on a single SuperDom when I am in "KeepSelectedAtmStrategy.." mode, why not when I want to display SuperDom strategies independently??? this makes no sense..

[NinjaTrader_Jason]

It will work by re-selecting the ATM strategy before submitting the second entry order. However, this will cause the first entry order to disappear (note that it is still working, just not displayed). This is as expected behavior upon using 'DisplaySelectedAtmStrategyOnly'.

[sev888]

I understand, but realize that is hardly very useful, and almost completely defeats the purpose of trying to use and observe a strategy independent of another on the same product... you should recommend your programmers to improve upon this.. thanks..

[NinjaTrader_Jason]

I have forwarded your comments. Thank you for your feedback.

[claxxical]

On issue #1, you can just hit the Esc key.