feature request ATM exit bracket prices

[pepelucho]

I have an automated strategy that enters trades via the ATM. When a trade fills, the ATM sets up up a bracketed exit (one profit and one loss). The issue is that the exits are calculated on the fill prices rather than the price the ATM was programmed to enter the trade. So if there's slippage on entering the trade, that slippage will be calculated into the exit prices. It would be nice to be able to chose how those exit traces get set, on the actual fill price or the programmed price.

[NinjaTrader_DaveI]

Hello,

There will not be a way to get around this when using ATM strategies or ATM strategy methods. To get around this issue, I recommend recreating the ATM logic in your code, using the order-entry and order-modification methods built into NinjaScript or the Strategy Wizard.

Are you using the Strategy Wizard or using NinjaScript to create your strategy? If you have unlocked the code, are you using the Managed or Unmanaged approach? With the answers to these questions, I can point you in the right direction as to how to accomplish this.