When coding an ATM strategy for automatic entries and manual exits, is it possible to adjust position sizing within the strategy code itself or must all sizing be done through the ATM interface (such as chart trader or the superdom)?
If sizing is always done through the ATM interface, does adjusting the number of contracts on the ATM strategy template guarantee that the next automatic entry by the strategy will match the position size on the strategy template? I seem to be getting inconsistent results, even when I save the template before starting the strategy.

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