OnPositionUpdate with ATM

[tquinn]

My Ninjascript strategy uses only ATMs.

I have noticed that when an ATM entry order is filled the OnPositionUpdate is called.
But when that position is closed OnPositionUpdate is not called.

Is this behavior expected?

Can I rely on the OnPositionUpdate to be called on all Filled ATMs?

[NinjaTrader_Joydeep]

Hello tquinn,
OnPositionUpdate, OnOrderUpdate, OnExectuion events does not works with Atm strategies. The event gets triggered for orders submitted via Managed or the Unmanaged approach only.

[tquinn]

Thanks for the reply.

I understand that is how the documentation reads. But it is getting called on at least some, (today all) of my ATM Fills.

What I'm wondering is, can I depend on it being called for all ATM fills, and design some order handling routines around it?

[NinjaTrader_Joydeep]

Hello tquinn,
You are probably running into a know limitation for OnPositionUpdate.

If you are using Atm strategy then please do not rely on it.