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ATM TRADING USING SCRIPT STRATEGY
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ATM TRADING USING SCRIPT STRATEGY

  #1 (permalink)
Trading Apprentice
TORONTO, CANADA
 
Futures Experience: Intermediate
Platform: NINJATRADER, IB.
Favorite Futures: STOCKS
 
Posts: 2 since May 2011
Thanks: 0 given, 0 received

ATM TRADING USING SCRIPT STRATEGY

Hello ,
i'm looking to get help with implementing an ATM strategy into script strategy.
very simple stuff for a programmer, or for a person who has NT trading experience.
will really appreciate your time and experience.

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  #2 (permalink)
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  #3 (permalink)
Site Administrator
Manta, Ecuador
 
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demit177 View Post
Hello ,
i'm looking to get help with implementing an ATM strategy into script strategy.
very simple stuff for a programmer, or for a person who has NT trading experience.
will really appreciate your time and experience.

I've written a lot of strategies that use Ninja's ATMs. Post what you have so far and what problems you are running into, and someone will likely help. I'll try to help to, but having not used NT for such a long time I am a bit rusty

If you are wanting someone to do it for you, you should make your request more clear that you are looking to hire a programmer - and they can contact you via PM to discuss details.

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

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  #4 (permalink)
Trading Apprentice
TORONTO, CANADA
 
Futures Experience: Intermediate
Platform: NINJATRADER, IB.
Favorite Futures: STOCKS
 
Posts: 2 since May 2011
Thanks: 0 given, 0 received

than you for prompt reply, Mike.
am looking to have my ATM strategy to be triggered by a Ninja Script, which is very simple.
Go long or short on cross above of two EMA's and exit long or short on a cross of the opposite direction.

when the position is open i need this position to be managed by my ATM strategy. and whatever shares are left open to be closed by NT on the opposite cross.

So far, the script i have triggers on the MA crossover the ATM strategy i need. But it does not close the position in the opposite cross. Please have a look at my script below and advise me how to rectify this problem

Your time and efforts are greatly appreciated. PLEASE let me know.

Thanks

NT SCRIPT:

#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>
/// ENTER LONG & EXIT LONG ONLY
/// </summary>
[Description("ENTER LONG & EXIT LONG ONLY")]
public class LONG : Strategy
{
#region Variables
// Wizard generated variables
private int fAST = 15; // Default setting for FAST
private int sLOW = 35; // Default setting for SLOW
// User defined variables (add any user defined variables below)
#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()
{
// Condition set 1
if (CrossAbove(EMA(15), EMA(35), 1))
{
//string a = "b12345";
string a = GetAtmStrategyUniqueId();
string orderId = GetAtmStrategyUniqueId();
AtmStrategyCreate(Action.Buy, OrderType.Market, 0, 0,TimeInForce.Day, orderId, "TNA 50 SHARES",GetAtmStrategyUniqueId());
Alert("CROSS ABOVE", Priority.High, "ENTER LONG", "", 0, Color.White, Color.Black);
}

// Condition set 2
//if (atmStrategyId.Length > 0 && GetAtmStrategyMarketPosition(atmStrategyId) == Cbi.MarketPosition.Flat)
if (CrossBelow(EMA(15), EMA(35), 1))
{
//AtmStrategyClose(a);
//AtmStrategyChangeStopTarget(0, EMA(15)[0], "STOP1",GetAtmStrategyUniqueId() );
//ExitLong();
Alert("EXIT LONG", Priority.High, " EXIT LONG", "", 0, Color.White, Color.Black);
}
}

#region Properties
[Description("")]
[Category("Parameters")]
public int FAST
{
get { return fAST; }
set { fAST = Math.Max(18, value); }
}

[Description("")]
[Category("Parameters")]
public int SLOW
{
get { return sLOW; }
set { sLOW = Math.Max(25, value); }
}
#endregion
}

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  #5 (permalink)
Site Administrator
Manta, Ecuador
 
Futures Experience: Advanced
Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
 
Big Mike's Avatar
 
Posts: 46,240 since Jun 2009
Thanks: 29,356 given, 83,237 received

Here is a bit of code from an old strategy. Maybe it will help.

 
Code
                            
private void GoLong()

        {
            
            if (
atm_id != null)
            {
                
string[] entryOrder GetAtmStrategyEntryOrderStatus(atm_id);
                
                if (
GetAtmStrategyMarketPosition(atm_id) != MarketPosition.Flat)
                    return;
                
                if (
entryOrder.Length 0)
                {
                
                    if (
entryOrder[2].ToString() != "Filled")
                        return;
                }
                
            }
            
atm_id    GetAtmStrategyUniqueId();
            
AtmStrategyCreate(Action.BuyOrderType.LimitPrice_High0TimeInForce.Dayatm_idATM_Nameatm_id);
            
            
conslong++;
            
        }
        
        private 
void GoShort()
        {
            
            if (
atm_id != null)
            {
                
string[] entryOrder GetAtmStrategyEntryOrderStatus(atm_id);
                
                if (
GetAtmStrategyMarketPosition(atm_id) != MarketPosition.Flat)
                    return;
                
                if (
entryOrder.Length 0)
                {
                
                    if (
entryOrder[2].ToString() != "Filled")
                        return;
                }
                
            }
            
            
atm_id    GetAtmStrategyUniqueId();
            
AtmStrategyCreate(Action.SellShortOrderType.LimitPrice_Low0TimeInForce.Dayatm_idATM_Nameatm_id);
            
            
consshort++;
            
            
        }


        
# onbarupdate

if (Time[0] > end_time)
            {
            
                
// check to see if not flat, close all open orders
                
if (atm_id != null)
                {
                    if (
GetAtmStrategyMarketPosition(atm_id) != MarketPosition.Flat)
                        
AtmStrategyClose(atm_id);
                }
                
                
// otherwise
                
return;
                
            } 
Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

Reply With Quote
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