How do I get an ATM strategy to work on the average price of multiple fills? For instance, I want an 8 tick stop and and an 8 tick profit target:
Sell 1 @ 938.00, orders would be buy stop @ 940 and limit bid @ 936
Sell 1 @ 939.00 exits should now be buy stop @ 940.50 and limit bid @ 936.50
etc, etc.
Thank you.
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