The reason why the orders would cancel is that you applied OCO Order. If you didn't want the order types to cancel once one was filled, I would advise that you don't use OCO Order. When an order type that has an ATM attached to it fills, then the orders that are submitted such as the stop losses and profit targets are automatically applied with an OCO ID. An example provided below:
If you didn't want your order types to cancel:
- Right-click ensure that "OCO Order" is disabled
- Select an ATM Strategy if need to be
- Place your order types
In this scenario, you will see that the once one of your order types is filled, the ATM's orders will be submitted and the other order type will remain. The ATM orders will be applied with OCO Order by default.
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