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zepplin · 02-22-2009, 05:29 PM

Anyone know if I can create a staggered ATM entry for my trades. Currently I am getting a lot of slippage on my orders because of the number of contracts involved. I would like to spread out my order (number of contracts) over a few ticks and thus control the slippage to a degree. I would like to use the same ATM for all orders, but have their initiation point at different prices. Thanks

NinjaTrader_Ben · 02-23-2009, 12:27 AM

Hello,

You will need to use multiple orders using the same or different ATM's to do this.

zepplin · 02-23-2009, 07:06 AM

Thank you, I have done this already, but it is too time consuming to place orders in such a way, in fact its better to accept the slippage then try this as you will miss your entry by more then four or five ticks if you try to place your order with several ATM's

I was looking to place a basket of ATM's around the same price point.

NinjaTrader_Jason · 02-23-2009, 07:09 AM

Unfortunately this is not possible other than using multiple entry orders.

02-22-2009, 05:29 PM	#1
zepplin Junior Member Join Date: Nov 2007 Location: CA Posts: 6 Thanks: 0 Thanked 0 times in 0 posts	Staggered ATM entry Anyone know if I can create a staggered ATM entry for my trades. Currently I am getting a lot of slippage on my orders because of the number of contracts involved. I would like to spread out my order (number of contracts) over a few ticks and thus control the slippage to a degree. I would like to use the same ATM for all orders, but have their initiation point at different prices. Thanks
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02-23-2009, 12:27 AM	#2
NinjaTrader_Ben NinjaTrader Customer Service Join Date: May 2008 Location: Denver, CO Posts: 3,157 Thanks: 0 Thanked 3 times in 3 posts	Hello, You will need to use multiple orders using the same or different ATM's to do this. Ben NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
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02-23-2009, 07:06 AM	#3
zepplin Junior Member Join Date: Nov 2007 Location: CA Posts: 6 Thanks: 0 Thanked 0 times in 0 posts	Thank you, I have done this already, but it is too time consuming to place orders in such a way, in fact its better to accept the slippage then try this as you will miss your entry by more then four or five ticks if you try to place your order with several ATM's I was looking to place a basket of ATM's around the same price point.
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02-23-2009, 07:09 AM	#4
NinjaTrader_Jason NinjaTrader Customer Service Join Date: Aug 2007 Location: Breda, Netherlands Posts: 11,232 Thanks: 83 Thanked 334 times in 326 posts	Unfortunately this is not possible other than using multiple entry orders. Jason NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
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