ATM TRADING USING SCRIPT STRATEGY

May 26th, 2011, 01:32 PM

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.

May 28th, 2011, 12:26 AM

demit177

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

May 29th, 2011, 06:57 PM

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
}

May 29th, 2011, 09:37 PM

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.Buy, OrderType.Limit, Price_High, 0, TimeInForce.Day, atm_id, ATM_Name, atm_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.SellShort, OrderType.Limit, Price_Low, 0, TimeInForce.Day, atm_id, ATM_Name, atm_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

ATM TRADING USING SCRIPT STRATEGY

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ATM TRADING USING SCRIPT STRATEGY