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Amending the target/stop of an ATM Strategy when it's been filled in steps

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    Amending the target/stop of an ATM Strategy when it's been filled in steps

    Hello,

    I had an ATM Strategy with 3 contracts and 3 different targets and stops. I've now seen for the 1st time that NT was able to fill the 1st of the orders but not the 2nd and 3rd, then a few seconds later it filled the other two and the problem was that all 3 contracts had exactly the same target/stop rather than different values.

    E.g. I had the strategy with 3 contracts and target/stop of 5, 10 and 15, but NT after filling these 3 contracts independently presented 3 contracts where all of them had target/stop of 5.

    I was then trying to adjust the values for the 2nd and 3rd contract but I'm unable to do so.

    If I try to amend the size of the 3 contracts in the charts I get the error:

    "You can't change the size of a pre-definced strategy stop/target order."
    Is NT supposed to work like this? ie, using the target/stops of the 1st contract when filling the 2nd and 3rd if it could not filled all of them at the same time?

    And, could I amend the target/stops of the contracts in this strategy somehow as they were not filled as planned?

    Many thanks.

    #2
    Hello,

    Thank you for your post.

    Is this ATM Strategy something which you're entering with manually or something that is being called by an automated NinjaScript strategy of some kind?
    KyleNinjaTrader Customer Service

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      #3
      Hi Kyle,

      It was an ATM STrategy that I configured manually from the right hand side panel in the charts. I've seen seen that partially filled situation once but I couldn't amend the values once they were filled and it messed things up as I was not expecting that...

      Cheers.

      Comment


        #4
        Hi Tronader,

        Thanks for clarifying.

        Please contact me with a note to Support [AT] NinjaTrader [DOT] com. In your note, please include the following:

        1.) A link to this thread.

        2.) A copy of your log file from today.
        You'll find the file in the Documents > NinjaTrader 7 > Log folder. I need a copy of the 'log.20121125.txt' file.

        3.) The time this took place so I can check this section of the log.
        KyleNinjaTrader Customer Service

        Comment

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