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Multi Target ATM Strategy
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Multi Target ATM Strategy
Hi - I have an ATM strategy as follows:- Qty 5, Target 1 is 1 at 5ticks, Target 2 is 2 at 10 ticks and Target 3 is 2 at 15 ticks. This obviously works fine with a quantity of 5 but if I change my qty to 10 for instance, it just adds the additional 5 to my first target. Is there any way of splitting the additional contracts into the same ratio ie 1:2:2?
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