Strategy will not put a ATM Strategy in play when order filled

[m3power222]

Strategy will not put a ATM Strategy in play when order filled. I've seen alot of threads saying look at the SampleATMStrategy for examples. I pretty much took the sample and plugged in my perameters for entry.

It it will put in a limit order at the correct price but not the ATM Strat.

Maybe someone sees something I fat fingered in the code?

//
// Copyright (C) 2006, NinjaTrader LLC <www.ninjatrader.com>.
// NinjaTrader reserves the right to modify or overwrite this NinjaScript component with each release.
//

#region Using declarations
using System;
using System.ComponentModel;
using System.Diagnostics;
using System.Drawing;
using System.Drawing.Drawing2D;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Data;
using NinjaTrader.Indicator;
using NinjaTrader.Gui.Chart;
using NinjaTrader.Strategy;
#endregion


// This namespace holds all strategies and is required. Do not change it.
namespace NinjaTrader.Strategy
{
/// <summary>
/// Trade Automation
/// </summary>
[Description("Trade Automation")]
public class Autotrade : Strategy
{
#region Variables
private string atmStrategyId = string.Empty;
private string orderId = string.Empty;
#endregion

/// <summary>
/// This method is used to configure the strategy and is called once before any strategy method is called.
/// </summary>
protected override void Initialize()
{
CalculateOnBarClose = true;
}

/// <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;

// Condition set 1
if (orderId.Length == 0 && atmStrategyId.Length == 0 && Close[0] > SampleGetHighLowByTimeRange(6, 50, 6, 20).HighestHigh[0])
{
atmStrategyId = GetAtmStrategyUniqueId();
orderId = GetAtmStrategyUniqueId();
AtmStrategyCreate(Action.Buy, OrderType.Limit, SampleGetHighLowByTimeRange(6, 50, 6, 20).HighestHigh[0], 0, TimeInForce.Day, orderId, "DTTW", atmStrategyId);
}

// Condition set 2
if (orderId.Length == 0 && atmStrategyId.Length == 0 && Close[0] > SampleGetHighLowByTimeRange(6, 50, 6, 20).LowestLow[0])
{
atmStrategyId = GetAtmStrategyUniqueId();
orderId = GetAtmStrategyUniqueId();
AtmStrategyCreate(Action.Sell, OrderType.Limit, SampleGetHighLowByTimeRange(6, 50, 6, 20).LowestLow[0], 0, TimeInForce.Day, orderId, "DTTW", atmStrategyId);
}

// Check for a pending entry order
if (orderId.Length > 0)
{
string[] status = GetAtmStrategyEntryOrderStatus(orderId);

// If the status call can't find the order specified, the return array length will be zero otherwise it will hold elements
if (status.GetLength(0) > 0)
{
// Print out some information about the order to the output window
Print("The entry order average fill price is: " + status[0]);
Print("The entry order filled amount is: " + status[1]);
Print("The entry order order state is: " + status[2]);

// If the order state is terminal, reset the order id value
if (status[2] == "Filled" || status[2] == "Cancelled" || status[2] == "Rejected")
orderId = string.Empty;
}
} // If the strategy has terminated reset the strategy id
else if (atmStrategyId.Length > 0 && GetAtmStrategyMarketPosition(atmStrategyId) == Cbi.MarketPosition.Flat)
atmStrategyId = string.Empty;


if (atmStrategyId.Length > 0)
{
// You can change the stop price
if (GetAtmStrategyMarketPosition(atmStrategyId) != MarketPosition.Flat)
AtmStrategyChangeStopTarget(0, Low[0] - 3 * TickSize, "STOP1", atmStrategyId);

// Print some information about the strategy to the output window
Print("The current ATM Strategy market position is: " + GetAtmStrategyMarketPosition(atmStrategyId));
Print("The current ATM Strategy position quantity is: " + GetAtmStrategyPositionQuantity(atmStrategyId));
Print("The current ATM Strategy average price is: " + GetAtmStrategyPositionAveragePrice(atmStrategyId)) ;
Print("The current ATM Strategy Unrealized PnL is: " + GetAtmStrategyUnrealizedProfitLoss(atmStrategyId)) ;
}
}

#region Properties
#endregion
}
}

[NinjaTrader_JoshP]

m3power222,

Please check your Control Center logs for errors. You need to first have an ATM strategy template with the name you are calling in your strategy.

[m3power222]

m3power222,

Please check your Control Center logs for errors. You need to first have an ATM strategy template with the name you are calling in your strategy.

I got it to use my ATM Strategy to work. The issue now is that I have a custom stop strategy but it doesn't work correctly as how I set it up. In the sampleatmstrat near the bottom is:

// You can change the stop price
if (GetAtmStrategyMarketPosition(atmStrategyId) != MarketPosition.Flat)
AtmStrategyChangeStopTarget(0, Low[0] - 3 * TickSize, "STOP1", atmStrategyId);

I've commented it out, removed it but still doesn't work correctly.

Is there something else in the sampleatmstrat that puts a different Stop Strategy in play?

[NinjaTrader_Bertrand]

m3power222, no I don't believe so. Which issues do you have with the custom stop strategy? Does the ATM stop strategy work well by itself if you test this out on the DOM using the Simulated Data Feed?

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

[m3power222]

m3power222, no I don't believe so. Which issues do you have with the custom stop strategy? Does the ATM stop strategy work well by itself if you test this out on the DOM using the Simulated Data Feed?

http://www.ninjatrader-support.com/H...dDataFeed.html

I've tested the autotrade strategy with Simulated Data Feed and Market Reply but what is in the custom stop strategy does not work.

When in a live trade, sim data feed and mkt reply manually entering a trade my atm/stop strat works perfect.

Basically the autotrade strat I put together is combining the SampleAtmStrategy in ninjatrader and this:

http://www.ninjatrader-support2.com/vb/showthread.php?p=44911#post44911

All I'm doing is playing breakouts for a particular range each day. Pretty simple strategy.

Attached is the export of the autotrade and screenshot of atm/stop strat. Maybe someone has time to look at it more in depth? Run the tests above and you'll see that the autotrade makes the 1 Target Stop Strat behave differently then manually entering a trade. When auto it brings up the stop way too soon before it is defined in the stop strat for auto breakeven.

Thanks in advance.

[NinjaTrader_JoshP]

Your code is modifying stop/targets:

if (GetAtmStrategyMarketPosition(atmStrategyId) != MarketPosition.Flat)
AtmStrategyChangeStopTarget(0, Low[0] - 3 * TickSize, "STOP1", atmStrategyId);

Once that occurs your stop strategy may not be applicable anymore.

[m3power222]

Your code is modifying stop/targets:

if (GetAtmStrategyMarketPosition(atmStrategyId) != MarketPosition.Flat)
AtmStrategyChangeStopTarget(0, Low[0] - 3 * TickSize, "STOP1", atmStrategyId);

Once that occurs your stop strategy may not be applicable anymore.

Josh,

I removed it and still the same issue. I threw it back in when up loading the export here.

Could it be a caching issue?

Even tried commenting out that code and no dice.

[NinjaTrader_JoshP]

Please ensure you are on a fresh instance of the strategy. Remove it from the chart and add it back after you compile your new code.

[m3power222]

Please ensure you are on a fresh instance of the strategy. Remove it from the chart and add it back after you compile your new code.

Do I leave what is above it in?

if (atmStrategyId.Length > 0)
{

[m3power222]

Please ensure you are on a fresh instance of the strategy. Remove it from the chart and add it back after you compile your new code.

Josh thank you, I didn't compile. Works great now!