Changing Quantity

[cicondo]

Hi Developers....

is it possible to change the quantity of an ATM strategy template on runtime?
e.g. I have a template named 3TargetBreakEven, which handles 3 targets and a quantity of 6 lots (fx trading). Depending on my moneymanagement rules I want to increase or decrease the positionssize.
The stops and taregts are changeable...but the size...mmmhhhh

I'm a little bit confused about because ATM is able to handle multiple orders with paired OCO's (target/stop). But with the most flexible NT script there is no way to implement an elegant exit strategy like the ATM does!!!

Who knows the answer?

Thx guys
Markus

[NinjaTrader_Jason]

Hello Markus,

The Order qty-field will allow you to change the order quantity before submitting the entry order with the ATM strategy attached.

If you are already in a position with an ATM strategy, you can submit an additional entry order with the same ATM strategy attached to scale in. To scale out you can submit an order with the order quantity ( Order qty: ) set to your liking.

Upon scaling in, the ATM strategy selection setting in the properties menu is important to understand. Please see the link below for more information.
http://www.ninjatrader-support.com/HelpGuideV6/StrategyMode.html

[cicondo]

Hi Jason!

Sorry, but I had forgotten to say that I'm triggering the ATM via NinjaScript. I do not use the DOM or ChartTrade to place an order based on an ATM template.
I'm famillar to use the scale in/out functionality with DOM/ChartTrader.

In the API ther is no way to change the quantity of a template. Right?

Greetings
Markus


Hello Markus,

The Order qty-field will allow you to change the order quantity before submitting the entry order with the ATM strategy attached.

If you are already in a position with an ATM strategy, you can submit an additional entry order with the same ATM strategy attached to scale in. To scale out you can submit an order with the order quantity (Order qty:) set to your liking.

Upon scaling in, the ATM strategy selection setting in the properties menu is important to understand. Please see the link below for more information.
http://www.ninjatrader-support.com/HelpGuideV6/StrategyMode.html

[cicondo]

Is it possible to get informed within the "OrderUpdate" or OnExecution" methods if an order was executed/updated by an ATM order?

Or do I get information about the time the order was executed?

I'm using NT script to start an ATM, please remark!

Thanks
Markus

[NinjaTrader_Ray]

In the API ther is no way to change the quantity of a template. Right?


Correct, this is not possible.

[NinjaTrader_Ray]

Is it possible to get informed within the "OrderUpdate" or OnExecution" methods if an order was executed/updated by an ATM order?

Or do I get information about the time the order was executed?

I'm using NT script to start an ATM, please remark!

Thanks
Markus

Unfortunately this is not possible.