Bug or desired behavior - getting out early on ATM strategy

[cunparis]

I don't know if this is a bug but it's a problem for me.

I didn't think my target would fill so I clicked to put a sell limit order 1 tick under my target (I was long). Apparently both orders filled because I then became short 1 contract. I quickly closed it out for a small profit. But this worries me. I've had this happen once before but can't remember if it was NT7 or 6.5.

What's the desired behavior here? I'd expect that when my newly added target would fill then the original target would cancel. Could it be that price moved so fast the original didn't have time to cancel?

I know I should move my original target instead of adding new targets but it's easier for me to add targets and then cancel them if I change my mind plus I don't lose my place in the queue.

[NinjaTrader_Jason]

Hello cunparis,

Yes, I suspect the market traded fast so that before your broker received the cancel requests for the ATM orders, your profit target was filled as well. The two orders were located on subsequent prices as well, which increases the chance of an inflight execution. More information can be found at the link below.

http://www.ninjatrader-support.com/HelpGuideV6/RisksOfElectronicTradingWithNinjaTrader.html

If you are going to make use of additional manually submitted orders, I suggest to submit them not too close to your ATM orders.