I'm noticing when running an ATM strategy with multiple lots/stops/tgts the second lot management is independent regarding the 1st lot filling. Example 1st lot target 4 ticks, 2nd lot target 8 ticks and stop to BE after 4 ticks, this can cause 2n lot exits when the first lot is still at market (mkt touched firts limit price[not executed] then 2nd lot stop moved to BE)
Wouldn't be useful to choice betweeb market if touched and order filled?
Thanks in advance
Marcello
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