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Hello mmocega,
Thanks for the post and welcome to the NinjaTrader forums! Yes, you can connect an ATM strategy to your NinjaScript strategy to manage the exit. The use model for creating an ATM Strategy within a NinjaScript Strategy is when you want to programmatically monitor and generate an entry signal and then manualy manage the resulting open position via an ATM Strategy in one of NinjaTrader's order entry windows.
There is a SampleAtmStrategy built into all installations and documentation for this is available here:
Ryan M.NinjaTrader Customer Service
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