I would like to be able to place an ATM Strategy order and have it canceled if it is not filled within a specified amount of time.
The amount of time should be specifiable as a time duration with resolution up to tenths of seconds (so it can be used for scalping). If specified as zero, there would be no order cancellation time (i.e., an ATM Stragey order with a zero cancellation time would work just like it does now.)
The order cancellation time would not apply once the order has been filled.
If the order has not been filled, and it is moved to another price by using mouse clicks on the SuperDOM or chart trader, the cancellation time would be restarted back to what it was when the original order was placed (if it was specified as non-zero).
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