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Old 07-16-2009, 01:05 PM   #1
Prospectus
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Question ATMStrategyCreate and Multi-Instrument Calculations

I'm using calculations on one data series to trigger trades on another using AtmStrategyCreate(). I want to use CalculateOnBarClose = true; also.

If I trap only the BarsInProgress of the analysis data series, then the AtmStrategyCreate() submits orders in the analysis data series, not the traded data series. I've found the overrides on the standard "enterLong" type order triggers, but I don't see an override for AtmStrategyCreate().

How can I use AtmStrategyCreate() to submit an order for the traded instrument immediately after a bar completes on my analysis series?
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Old 07-16-2009, 01:28 PM   #2
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Prospectus, unfortunately there's no overload for this - you would have to work with CalculateOnBarClose = false to submit an order on the next available tick. To do trigger calculations on the bar close, you can work with FirstTickOfBar and referencing then one bar back further in your conditions to make up for calling those on the open of the next bar.
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Old 07-16-2009, 02:05 PM   #3
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Thanks for the tip. Changing CalculateOnBarClose will work for me. Ninja support rules!
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