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ATM strategy not working properly

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    ATM strategy not working properly

    Hi.

    I can't get ATM strategy to work properly. I'm working with FDAX and so a tick is 0.5 points. I've been working with this ATM strategy for some time and it worked fine. But now the orders are placed at double the points than they should be.

    SL is set at 40 ticks = 20 points. But the SL order is placed at 40 points. Same with the TPs.

    The stop strategy also used to work fine but doesn't work properly any more.

    I've tried different numbers for SL and TP and saving them under different names but it didn't work.

    See the pictures below.

    Thanks.

    Click image for larger version

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    Click image for larger version

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    #2
    Hello,

    Thanks for the post.

    Please keep in mind that the tick size for FDAX has change from .5 to 1, which is the likely cause of this behavior. This change occurred on 21 December 2020.

    You can read more about the new tick size at the following publicly available Eurex link:

    https://www.eurex.com/ex-en/find/cir...rcular-2069732

    Please let us know if we may be of any further assistance.
    Melissa J.NinjaTrader Customer Service

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