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ATM strategy currency and price parameter type

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    ATM strategy currency and price parameter type

    Hello,

    if i create an ATM with the parameter type set to price it seems that take profit and stop loss become absolute values and are not relative.
    Is that intended? Seems wrong to me. I would like to have a stop loss $10 below my entry and a take profit $10 above my entry.

    If i use currency as parameter type and have i.e. quantity set to 100 and two partial stop loss and take profit orders with quantity 50 and take profit set to 200
    and stop loss set to 200. The ATM will not place the stop and take profit $4 away from entry but $2! Same for the second partial order.
    So it seems the absolute quantity is used for the calculation instead of the quantity for the partial order. See Screenshot_1.png

    IMHO these are bugs.

    with kind regards
    Attached Files

    #2
    Hello autogenix,


    Thank you for your post.


    Both parameter types that you have described are behaving as expected; the Price parameter type is defined as "The absolute price point specified." The Currency parameter type is "PnL away from average entry. Calculated by the dollar per tick value for the order quantity used." This is based on the total order quantity for the entry and is not based on the partial order. In your example, for both target 1 and target 2 the Stop Loss and Profit Target calculations are based on the total order quantity of 100.

    These definitions may be found in the help guide section here:
    https://ninjatrader.com/support/help...ndTargetValues

    As an additional resource for ATM Strategies, we also have the ATM 201 and ATM 301 webinars available on our YouTube Channel:

    ATM 201 - https://youtu.be/Gnyx8RSp3EI
    ATM 301 - https://youtu.be/DH9y-j64X1U



    If you have any additional questions, please feel free to ask them here.
    Emily C.NinjaTrader Customer Service

    Comment


      #3
      ok thanks. So how about a feature request then :-)

      Comment


        #4

        Hello autogenix,


        Thank you for the suggestion.


        I have submitted this as a feature request to the Development Team. I will follow up with an internal tracking number for your reference as soon as it is created.


        Thanks in advance for your patience.
        Emily C.NinjaTrader Customer Service

        Comment


          #5

          Hello autogenix,



          Thanks for your patience.



          The internal tracking number for your feature request is SFT-5212. Please reference this internal tracking number when contacting Platform Support if you ever have questions regarding this feature request.


          When a feature request is implemented, you'll find a description of the new feature in the release notes:
          Please feel free to reach out with any future NinjaTrader items we may assist you with.
          Emily C.NinjaTrader Customer Service

          Comment

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