ATM orders are aggregating

[Turtle Trader]

Hello,

I have a scalping ATM that sets the initial stop at 10.

I often put in both a long and a short order. Short on the downside, and Long on the upside.

These are not OCO orders as I want to manage that manually.

When the long and short orders are 10 apart and one hits, the Initial Stop of the one triggered is aggregated into the order with the order in the opposite direction.

For example:

Long at 110, Short at 100.

When the Short enters the Initial Stop of the Short is aggregated with the Long Order at 110 into just one order

the problem is...if I want to pull the Initial Stop of the Short closer to the price, it now has double the contracts, because it has been aggregated into the Long order. In this way I am unable to manage the Short Stop as a distinct order.

Is there any way to prevent this aggregation and to have two distinct orders at 110, one the Long Entry, and one the Short Initial Stop?

Thanks

[NinjaTrader_RyanO]

Hi Turtle Trader,

Thank you for your post.

Even though the orders reside at the same price since they are different order types you can modify the individual order depending on where you left click to modify.

So if you wish to modify the Stop Loss order you can left-click in the price column at the price level of the Stop Loss order and then left-click on the price where you wish to move that order to, and it would only move the order tied to the ATM strategy.

You can then also edit the order that resides on the buy side, from your example by left clicking on the order in the buy column once to initiate the order movement and then left-clicking once to place the order at a new level.

So for ATM strategy orders you can modify those only by left-clicking in the price column, and then modify entry orders at the same level by left-clicking on the order in the buy or sell column.

[Turtle Trader]

reply

Hello,

Do you mean on the DOM?

Is there a way to re-segregate the orders that are aggregated by ChartTrader?

There they show up as just one order.

[NinjaTrader_RyanO]

Turtle Trader,

Yes, those steps were for the SuperDOM, and within the chart once orders are unified they can not be separated in the same way as a DOM, and so I would recommend that if you wish to split those orders then you can link a SuperDOM and chart and use the SuperDOM to split the orders that would be displayed on Chart Trader.