DOM ATM stop and reverse issue

[Oli]

Hi,
I use NinjaTrader live with IB.
I have the following issue that is perhaps known but still needs to be addressed.
I trade very actively and usually want to reverse manually by limit order. So if a am long one contract I will sell two so that I am now short one contract. However the ATM logic is simply using the amount of contracts being bought/sold to calculate for the quantity of the OCO stop order. This is clearly false. It needs to submit the OCO stop with quantity = order + position existing. So quantity = 2 + (-1) = 1, for example.

Attached are the screen shots clearly showing the ATM putting a stop in for two contracts when my new position is clearly one.

[Oli]

obviously it doesn't put in a stop when a limit order is executed such that the position is flat so it must be checking existing position against order quantity to know not to submit the stop in this situation... so it should be easy for it to calculate the correct stop quantity given an existing position.

[NinjaTrader_Jason]

Hello Oli,

I suggest to use the following workaround. Instead of submitting a buy limit order for 2 contracts, please submit 2 buy limit orders for one contract.

Submit the first limit order at the price you like to reverse.

Select your ATM strategy and submit your second limit order just below the first limit order.

Manually modify the second limit order to the same price of the first limit order.

[Oli]

Jason I will use this work around -

however given the velocity of most mini contracts you can appreciate the extra margin not only for error but also slippage that this introduces. This makes me do two clicks and one drag and drop instead of one click.

Could you please see if there is any possibility of NinjaTrader correctly calculating stop quantities? I am sure Ray knows why it does it the way it does and that there is a good reason for it, but from my perspective it is simply mis-calculating stop quantities and I would prefer if it got them right.

Thanks

[NinjaTrader_Ray]

There is no possibility of changing this.