In your SampleATMStrategy, what does this line of code do please;
// You can change the stop price
if (GetAtmStrategyMarketPosition(atmStrategyId) != MarketPosition.Flat)
AtmStrategyChangeStopTarget(0, Low[0] - 3 * TickSize, "STOP1", atmStrategyId);
I've seen some stops moved after the ATM has been launched and am thinking this is the culprit.
What would be a typical usage for AtmStrategyChangeStopTarget?
Thanks.
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