My ATM strategies are standard OCOs 1 target fills (ie, one stop loss and one target limit for every filled entry order).
I am trying to figure out the functionality of RealtimeErrorHandling with regards to automated ATM strategies.
if my ATM fills on entry, but for whatever reason the OCO exits get Rejected (like a margin problem, or fast moving instrument with tight exits), will RealtimeErrorHandling close the open position and terminate the ATM strategy ?
Or does RealtimeErrorHandling only work for automating non ATM strategies ?
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