It seems the futures commissions are incorrectly calculated when using a scale in, scale out strategies. NT charges a multiple contracts entry order as a single order commission... If I use an ATM strategy set for 3 contracts, comms set at 2$ per side in the instrument manager, and scale out each of the 3 cars, my total commission will be $8 ($2.67 per contract) while it should be $12 ($4/contract)...
How can I fix this?
Thanks
Comment