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Staggered ATM entry

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    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

    #2
    Hello,

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

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      #3
      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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        #4
        Unfortunately this is not possible other than using multiple entry orders.
        JasonNinjaTrader Customer Service

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