how to handle partial fills with ATM automation

[pepelucho]

hello,

I am working towards automating my ATM strategy.
my ATM strategy is basically a stop order to enter the trade and sets up a bracketed OCO exit (one profit, one loss).

I would like to know what happens if I automate the trading to automatically call up the ATM strategy and the exits don't have 100% fill. Is there a way to catch a partial fill and send out a market order for the orders still open ?

[NinjaTrader_Ben]

Hello,

The order will keep trying to exit the entire order until the market allows for it. In other words, the order will be completely closed as soon as possible illregardless.

[pepelucho]

thank you for your reply.

I am still wondering how I could force a complete fill by making the unfilled contracts be closed as a market order.

My main concern is that my profit target exits are limit order, and there will be a point where if I am trading enough contracts, only a partial fill will happen. Sometimes the profit target is reached and there is a reversal, so in that case if I only get a partial fill I will not be fully out of my position since the reversal will take me to the stop loss side.

I would like to be able to automate the ATM so that if after a number of seconds from a partial fill, it hasn't been able to fully exit at the profit target, I force it to exit the remaining contracts at market.

I used to trade with Tradestation, and their automation had a setting that would make it do this, that is, after X seconds exit at market if exit not fully filled.

I'm sure there must be a way to do this in NT ?

[NinjaTrader_Ben]

Hello,

This feature is not available in NT.