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Multiple ATMStrategy orders created from Strategy


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 mattbell20 
Tallinn, Estonia
 
Experience: Advanced
Platform: NinjaTrader
Trading: ES, FGBL, FESX, 6E
Posts: 4 since Nov 2020
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I've searched everywhere with no luck, hence a new thread. I have an NT8 strategy that allows multiple orders to be placed on 1 asset. The strategy creates orders using an ATMStrategy. My issue is that when one of the orders gets filled and then hits target or stop - all other pending orders are cancelled. Is this behaviour that someone else has seen and is there a way to ensure that open orders remain when the active order completes?


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  #2 (permalink)
 mattbell20 
Tallinn, Estonia
 
Experience: Advanced
Platform: NinjaTrader
Trading: ES, FGBL, FESX, 6E
Posts: 4 since Nov 2020
Thanks Given: 0
Thanks Received: 0

I should add that when multiple orders are placed manually using the same ATMStrategy, the open ones remain. When creating the orders from a script - after a filled order completes the log shows a category of "Strategy" and a message "Cancelling all remaining orders"


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Last Updated on December 1, 2022


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