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ATM generated Stop Limit orders

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    ATM generated Stop Limit orders

    Hi

    I just noticed that the ATM strategies are generating stop limit orders as opposed to stop orders.



    The limit order has an arbitrary 20 tick offset from the stop price.

    Is there a reason it does this?
    Is it something that can be switched off so that regular stop orders are used?

    Thanks

    Pete

    #2
    Note that I am submitting orders with ATI and attaching an ATM strategy to them....

    Comment


      #3
      Hello Pete,

      Can you please right click in the SuperDOM and select 'Properties'. Set 'Use stop market for stop loss' to True and click OK.

      Subsequently, stop loss orders will be submitted as stop market orders instead of stop limit orders. This setting is ignored for the Ecbot and Eurex exchanges and trading forex - it will always submit a stop market order.
      JasonNinjaTrader Customer Service

      Comment


        #4
        Doesn't help me Jason.

        For these orders, I am using your ATI interface.

        This allows me to specify an ATM Strategy for a particular order but the stop orders are then generated as StopLimit with a default offset of 20 ticks.

        Changing settings in SuperDOM doesn't impact orders submitted through ATI.

        Comment


          #5
          Does it make a difference if you click Set Default in the SuperDOM Properties menu?
          JasonNinjaTrader Customer Service

          Comment


            #6
            Just tried it, doesn't help - I'm getting SL orders with a 20 tick offset regardless right now.

            Comment


              #7
              Ok, I have sent an email to our techincal support lead for clarification. He is not in the office yet, but will be later today.
              JasonNinjaTrader Customer Service

              Comment


                #8
                OK - much appreciated!

                Comment


                  #9
                  Unfortunately it is not possible at this time. Stop loss orders of an ATM strategy will be submitted as stop limit order when using the AT interface. We have put it on the list to look into for our next major release.
                  JasonNinjaTrader Customer Service

                  Comment

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