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Calling AtmStrategyChangeStopTarget() with Correct orderName

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    Calling AtmStrategyChangeStopTarget() with Correct orderName

    My question is how this method handles multiple orders with the same orderName (i.e. "Target1") resulting from partial fills of the entryOrder...

    So, for example, let's say entryOrder is a long limit order with target = entry +10 ticks and stop = entry -10 ticks. entryOrder is filled in 2 parts, creating stacked orders at the target/stop.

    GetAtmStrategyStopTargetStatus("Target1", atmStrategyId) returns a multi-dimensional array where the specific ORDER with the given name is referenced by the first parameter of the index. So, GetAtmStrategyStopTargetStatus("Target1", atmStrategyId)[i, 2], would return the orderStatus of the first order with the "Target1" name.

    Circling back to the AtmStrategyChangeStopTarget() method then, what happens in the following call:

    Code:
    AtmStrategyChangeStopTarget(100, 0, "Target1", atmStrategyId))
    Are ALL orders with the associated orderName modified? Referring back to the hypothetical laid out above, would both orders be modified? Is additional logic required to handle the instance of partial-fills thereby resulting in mutliple orders with the same orderName?

    For the purposes of this inquiry the following properties are applied to ATM (to the extent it matters):
    ATM strategy seleciton mode: Keep selected ATM strategy template on order submission

    #2
    Hello TheFil,

    That should modify any order with that name under the ATM. Unfortunately the help guide does not specify that it affects partial filled orders. If you see that the change is not affecting the orders in that use case we could collect a sample of what you had tried to provide to development for further review.

    Comment


      #3
      Originally posted by NinjaTrader_Jesse View Post
      Hello TheFil,

      That should modify any order with that name under the ATM. Unfortunately the help guide does not specify that it affects partial filled orders. If you see that the change is not affecting the orders in that use case we could collect a sample of what you had tried to provide to development for further review.
      In initial testing all appears okay... I'll be sure to flag it if I observe otherwise. Thx.

      Comment

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