I would love to see the ATM strategies enhanced. When creating the strategy, it would be great to be able to select Points, Percent, Currency or ATR units for stops and targets.
So instead of making a strategy with a stop 10 points away, we could make it 3xATR away or 5% away which would adapt to the current market.
This would make the ATM strategy much more flexible IMO.
OR...
If calling an ATM Strategy from a NinjaScript strategy, it would be great to set the stops, targets and quantities on demand. The calculations could then be carried out in a script and then sent to the ATM strategy for implementation.
Cheers,
Tim
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