NinjaTrader_Josh
07-28-2009, 05:19 PM
Reference sample for NinjaTrader 6.5.xxxx.x or greater.
When integrating Advanced Trade Management templates into NinjaScript Strategies, the procedure for obtaining trade performance and order status is a little different than for strategies without ATM templates. The difference is that ATM templates basically take over and manage the trade separately from the NinjaScript portion of the strategy. Until the ATM trade terminates, the NinjaScript portion just observes and waits for another trading opportunity. Accessing all the trade data is still possible, but the set of commands to use differ from the traditional NinjaScript commands. This sample borrows code from the built-in strategy SampleAtmStrategy and doesn't include all the references specific to that strategy. In addition, this sample draws some profit/loss information right on the chart.
NOTE: This is a real-time strategy only. You will also need to first setup an ATM template titled "AtmStrategyTemplate" for this sample to work. You can set this up in the SuperDOM.
This reference sample demonstrates the following concepts:
Obtaining unrealized and realized profit/loss from ATM templates initiated by a NinjaScript strategy
Keeping a running total of all the realized profits/losses
Important methods and properties used include:
GetAtmStrategyRealizedProfitLoss() (http://www.ninjatrader.com/support/helpGuides/nt7/getatmstrategyrealizedprofitlo.htm)
GetAtmStrategyUnrealizedProfitLoss() (http://www.ninjatrader.com/support/helpGuides/nt7/getatmstrategyunrealizedprofit.htm)
Other methods and properties of interest include:
DrawTextFixed() (http://www.ninjatrader.com/support/helpGuides/nt7/drawtextfixed.htm)
Round2TickSize() (http://www.ninjatrader.com/support/helpGuides/nt7/masterinstrument_ro.htm)
Import instructions for NinjaTrader 6.5.XXXX.X or greater:
Download the file contained in this thread to your PC desktop
From the Control Center window, select the menu File > Utilities > Import NinjaScript
Select the downloaded file
When integrating Advanced Trade Management templates into NinjaScript Strategies, the procedure for obtaining trade performance and order status is a little different than for strategies without ATM templates. The difference is that ATM templates basically take over and manage the trade separately from the NinjaScript portion of the strategy. Until the ATM trade terminates, the NinjaScript portion just observes and waits for another trading opportunity. Accessing all the trade data is still possible, but the set of commands to use differ from the traditional NinjaScript commands. This sample borrows code from the built-in strategy SampleAtmStrategy and doesn't include all the references specific to that strategy. In addition, this sample draws some profit/loss information right on the chart.
NOTE: This is a real-time strategy only. You will also need to first setup an ATM template titled "AtmStrategyTemplate" for this sample to work. You can set this up in the SuperDOM.
This reference sample demonstrates the following concepts:
Obtaining unrealized and realized profit/loss from ATM templates initiated by a NinjaScript strategy
Keeping a running total of all the realized profits/losses
Important methods and properties used include:
GetAtmStrategyRealizedProfitLoss() (http://www.ninjatrader.com/support/helpGuides/nt7/getatmstrategyrealizedprofitlo.htm)
GetAtmStrategyUnrealizedProfitLoss() (http://www.ninjatrader.com/support/helpGuides/nt7/getatmstrategyunrealizedprofit.htm)
Other methods and properties of interest include:
DrawTextFixed() (http://www.ninjatrader.com/support/helpGuides/nt7/drawtextfixed.htm)
Round2TickSize() (http://www.ninjatrader.com/support/helpGuides/nt7/masterinstrument_ro.htm)
Import instructions for NinjaTrader 6.5.XXXX.X or greater:
Download the file contained in this thread to your PC desktop
From the Control Center window, select the menu File > Utilities > Import NinjaScript
Select the downloaded file