I have the following problem: I create an ATM strategy using NinjaScript ("NS") and set "Use stop market for stop loss orders" to "True" under dynamic DOM. When I execute the NS and the entry order is triggered, the stop loss order is submitted as a stoplimit order (which seems to have a default limit price of 20 ticks away from stop price), instead of a stop market order.
However, when I execute the same ATM strategy manual in DOM, the stop loss order is correctly submitted as a stop market order.
The above setup/bug is carried out under Simulated Data Feed with the following NS code:
AtmStrategyCreate(isLong ? Action.Buy : Action.Sell, OrderType.StopLimit, limitPrice, stopPrice, TimeInForce.Gtc, orderID, atmTemplate, atmID)
I have tried using "OrderType.Stop" in the above method but to no avail.
Any help will be much appreciated.
Many thanks,
Wilson
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