Multiple targets with AtmStrategyCreate

[roland_nt]

1)Is the DefaultQuantity used for any thing when you use
AtmStrategyCreate()?

2) if the ATM strategy referenced in the DOM has 3 target positions and you adjust the stop with AtmStrategyChangeStopTarget() for the first, are all the stops for all the 3 position set to the new value? Or do STOP2 and STOP3 etc need to be adjusted each separately?

3) Same question if you adjust 3 targets with AtmStrategyChangeStopTarget() - are all targets brought to the same value ?

4) For a quantity of say 10, when a market order is filled at an "average price" for the 10 rather than the identical price (say 1200.00), is the stop price value portion of the order set relative to the average price (say 1200.25) or the first fill price for partial fills say 5 at 1200 and 5 at 1200.50

5) Since the target is a LIMIT order, if only 5 of a quantity 10 of first target get filled, is the order still treated as "not closed" and would the stop still be in force for the remaining 5?

6)If there are multiple targets in the ATM strategy, is the order only considered closed when all targets and stops are elected?

[NinjaTrader_RyanM1]

Hi roland_nt,

1) No, DefaultQuantity is not used in ATM strategies. The quantity used is what's saved in the ATM strategy template that you reference.

2 & 3) You reference a particular stop or target with the order name passed into this method. These names are consistent across all ATM strategies: Stop1, Stop2, Stop3 and Target1, Target2, Target3. Names are not case-sensitive.

4) Stops and target orders are placed in relation to the first partial fill received.

5) Yes, internal logic keeps track of actual fills and will update stop loss quantity.

6) The position is only considered closed when you are flat. It's this line below that checks this and resets the string value.

else if (atmStrategyId.Length > 0 && GetAtmStrategyMarketPosition(atmStrategyId) == Cbi.MarketPosition.Flat)
				atmStrategyId = string.Empty;

[roland_nt]

ATMStrategyCreate

Thanks for quick answer.