I'm using an ATM strategy that has 1 stop level and 1 target level.
After entering my first contract, I continue to scale in and add contracts at different levels. This updates the quantity of the stop and target orders.
Then, a couple minutes later, I begin to scale out of my position in a profit using limit orders, which reduces the quantity of the stop and target order values but the ultimate target order is not hit (so I still have a position on).
Then the market comes back and I add more contracts to my position at better prices. This is where the average price being reported by NT gets screwed up. It displays an average price in both the DOM and the Positions tab of the Control Center that would be true if I had never scaled out any contracts. For example, if I had 5 contracts on before beginning to scale out, then I scale out 3 at a profit (but keep two in the position), then later add 2 more at a better price, the average price reported by NT is doing the math as though I had all 7 contracts, which shows me a worse average price than I really have, since I only have 4 contracts on now.
Does this make sense? Is there any way to fix this? I trade with a scale-in scale-out approach for one of my strategies but I really like using the ATM functionality to automatically enter and adjust the quantities of my stop and target orders. Please help!
FYI, the ATM Strategy selection mode is set to "SelectActiveATMStragetyOnOrderSubmission," if that makes a difference.
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