ATM – Multiple Exits Generation

Gestione avanzata del commercio (ATM) introduces functionality for defining multiple exit targets within a single trading strategy in StrategyQuant X. This allows traders to partially close positions at different profit levels, aiming to improve trade efficiency and reduce risk.

This feature is available starting in StrategyQuant X Build 130 and is currently marked as experimental.

Overview: What is Multiple Exits Logic?

The logic of ATM with multiple exits is as follows:

1. Trade entry is initiated as usual.
2. A portion of the position is closed early at a smaller target to reduce risk and cover costs.
3. Il remaining position is left to run toward a more ambitious target — now effectively a risk-free trade.

This approach can be configured manually in the strategy code or through AlgoWizard, but ATM makes it accessible via the standard StrategyQuant interface and usable with existing strategies.

Example Configuration

Let’s consider a setup with two exit points:

• Exit 1: Close 50% of position at 0.5 × original Profit Target
  
• Exit 2: Close remaining 50% at 2 × original Profit Target
  

Note: When ATM is enabled, it will override all other exits, come ad esempio:

• Obiettivo di profitto
• Trailing Stop
• Exit After X Bars

Solo il Stop Loss remains active by default, alongside the custom ATM-defined exits.

ATM Size Constraints

ATM requires specific size boundaries to properly allocate positions across multiple exits:

• Minimum position size
• Decimal precision of trade size

Important Notes:

• Se il money management output (e.g., 0.1 lot fixed size) cannot be split among multiple exits while meeting the minimum size requirement, only the valid exit(s) will be executed.
• For instance, with:
  • Trade size = 0.1
  • Two exits = 50% each
  • Minimum size = 0.1
  • ➤ Only the first exit will be used.

ATM Configuration Source

ATM configuration can be sourced from two places:

• ATM saved within the strategy
• ATM settings defined in the optimization panel

If ATM settings are defined manually during optimization, they will be saved with the strategy upon export or saving.

Exit Types and Setup Options

Each exit defined in ATM can use various types of exit logic:

• Fixed profit target
• Multiple of original Stop Loss (SL) or Profit Target (PT)
• Trailing Stop
• Time-based exit (X bars after entry)

This flexibility allows tailoring exits to fit diverse market scenarios and strategy profiles.

Performance Expectations

ATM is not guaranteed to improve every strategy, but it introduces potential for:

• Migliorato risk-adjusted performance
• Better trade management flexibility
• Potenziato profit capture across different market movements

Internal testing has shown potential improvement in 10–30% of strategies, especially with well-structured multi-exit configurations.