Multiple ATMStrategy orders created from Strategy

December 1st, 2022, 10:54 AM

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?

December 1st, 2022, 11:08 AM

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"

Multiple ATMStrategy orders created from Strategy

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Multiple ATMStrategy orders created from Strategy