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Showing different order entry prices
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Showing different order entry prices
Morning all...I have searched high and low and can't seem to find the option to have orders that are filled at different prices (using the same ATM) show with different targets/stops rather than aggregating them to the average price. If someone could point that out I would appreciate it, thanks.
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Hi 90bideven,
You can active in Data Series to show "Plot executions" with "Text" or "Text and Marker" but the entry price with several entries to the market in the same instrument will be always based in the average, no matter the ATM Strategy used. I understand than this is because the first order in the market will be the first order to close if any stop or target order is touched.
This is known as First In, First Out (FIFO).
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Hello 90bideven,
Thank you for your post.
It looks like you may have figured it out before we had a chance to respond but I just wanted to reaffirm that the ATM Strategy Selection Mode is indeed what controls this behavior for any other users that may be viewing this thread.
The default setting will automatically select the active ATM Strategy on entry order submission, and thus will add to the existing profit target and stop loss rather than create a new strategy. To create a new set of profit target and stop loss with each new order placed, you'd want to change this setting to 'Keep Selected ATM Strategy Template on Order Submission'. To change this setting;- Right-click within the background of your order entry window (if using Chart Trader, right-click on the Chart Trader panel)
- Select Properties
- Change the 'ATM Strategy Selection Mode' to 'Keep Selected ATM Strategy Template on Order Submission
- Select Apply and OK
https://ninjatrader.com/support/help...ction_mode.htm
Please let us know if we may assist you any further.
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