ATM Challenges: Resting Multiple Buy and Sell Orders with Stops

[adamdominikneill]

Hi,

As part of my mean reversion strategy, I need to be able to rest 4 orders at the same time in the market, two to buy at two separate prices, and two to sell at two separate prices (i.e. 2 x long and 2 x short orders). I want to be able to set stop losses on all orders if any/all get triggered.

When I try to place these orders using the simple ATM strategy for each, I get an error to indicate that I can't do this: "You can't submit an exit order to a strategy until any of its entry orders has been filled". It appears to confuse my sell short orders with the exit orders, rather than treating them all as distinctly separate buy and sell short orders for which I would like the ATM strategy to apply to individually.

Is there a solution to this please? Sorry if I'm missing something obvious, I am relatively new to ATMs via NinjaTrader8.

Many thanks!

[NinjaTrader_BrandonH]

Hello adamdominikneil,

Thanks for your post.

Do you want to code a NinjaScript strategy that uses Atm Strategy Methods to control the Profit Target and Stop Loss tied to an entry order?

Or, are using the ATM Strategy Template drop-down menu on Chart Trader or the SuperDOM and manually placing your entry orders on the chart?

Note that NinjaScript does not support submitting both Long and Short orders on the same account and same instrument at the same time.

More information about that could be found here: https://ninjatrader.com/support/foru...tures-contract

I look forward to assisting further.