I in the process of making a NinjaScript strategy that makes executions and passes them to an ATM Strategy to be managed further.
What I try to achieve is the following:
I enter the market right away when the strategy meets its condition and set a pending MIT order.
Like in 'pendingMIT.jpg'.
As you can see from the screenshot I already calculated the desired Stop for the MIT order.
The thing is that when the MIT order gets executed, the pre-set Stop is not being taken in consideration, still the stop is being set on the distance that's being set in the ATM (i.e. 5 ticks).
Why the previously set Stop is being ignored and howcome this is acceptable behavior?
You can see the outcome of MIT order on hitMIT.jpg
Note: I intentionally moved the Limit price up for the purpose of showing the outcome of entering a MIT order with set Stop.
TLDR:
I want to set MIT order that has it's Stop already calculated, then to be passed in an ATM strategy and waiting for it's (eventual) execution.
Is there an official way of doing so or I have to go for a work-around?
Comment