RealtimeErrorHandling and automated ATM strategies

[pepelucho]

I am running some automated strategies using the Ninjascript ATMStragy APIs.

My ATM strategies are standard OCOs 1 target fills (ie, one stop loss and one target limit for every filled entry order).

I am trying to figure out the functionality of RealtimeErrorHandling with regards to automated ATM strategies.

if my ATM fills on entry, but for whatever reason the OCO exits get Rejected (like a margin problem, or fast moving instrument with tight exits), will RealtimeErrorHandling close the open position and terminate the ATM strategy ?

Or does RealtimeErrorHandling only work for automating non ATM strategies ?

[NinjaTrader_Tim]

Hi pepelucho,

Correct in your last statement, rejections from an ATM Strategy called from an NinjaScript will not be handled through the RealTimeErrorHandling, for executions beyond the initial entry of the ATM order.