I use one ATM strategy, but each has different trigger points. So, for example, I have a buy stop limit at a price above the market and another one above the first buy stop limit. i.e., say the ES ia at 1300, I have a buy stop limit at 1310 and another at 1320, with the same ATM strategy. When both are filled, the stops and targets seem to be averaged based on the average position/price now. I want them to run separately. Make sense? Also I am using "SelectActiveAtmStrategyOnOrderSubmission". The reason for this was that I had problems with once a ATM was triggered and closed, it would close all outstanding ATM orders.
Thanks!
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