Feedback for ATAS — Risk Management & Chart Trading Risk-based auto position sizing: Currently there's no way to size an order based on account/DD risk percentage + stop distance. A mode where you input risk % (or $ risk) and stop level, and ATAS auto-calculates lot size, would significantly speed up execution for multi-account traders managing several prop firm accounts with different DD structures. Live risk display while dragging stop/TP: When manually dragging a stop-loss or take-profit line on the chart, there's no real-time $ risk / R-multiple shown during the drag — it only appears after the order is placed. Showing live risk feedback while dragging (before confirming) would prevent costly misplacement, especially on fast-moving instruments like NQ/GC. Server-side OCO orders: OCO orders are currently managed client-side, meaning the ATAS platform must stay running and connected for stop/TP protection to remain active. For traders running multiple accounts via copy trading infrastructure, server-side OCO support (where the broker/exchange itself enforces the linked cancel) would remove a meaningful execution risk during disconnects or platform downtime. Dedicated Limit Buy / Limit Sell buttons in Trading Panel: Trading Panel currently has Market and (via Trading-from-Chart click mode) implicit limit/stop placement, but there's no explicit "Limit Buy" / "Limit Sell" button that instantly places a limit order at the current market price with one click — without needing to switch to chart-click mode or open the DOM. For fast order flow-based entries, a one-click limit order button (like DeepCharts offers) would be much faster than the current click-mode workflow.
Native Bracket Orders for Pending Orders (Server-Side SL/TP)
Please add support for true bracket orders when placing pending orders — meaning the stop loss and take profit are submitted as native OCO orders held on the broker's server, rather than being managed and placed by ATAS after a fill. The current behavior creates a critical risk: if ATAS or the Rithmic connection crashes while a pending order is resting in the book, and that order gets filled in the meantime, the resulting position will be live with no SL or TP in place. In fast-moving markets, this can lead to catastrophic, uncontrolled losses before the platform reconnects and reacts. Server-side bracket orders would eliminate this risk entirely — the SL and TP would exist independently of ATAS's uptime, just like the pending order itself. This is a fundamental risk management gap, and I'd consider it a high-priority safety feature rather than a nice-to-have.
Laurence
•
Aug 1
Hi abdullah I’ve built something like this for ATAS. DM me if you want to be a beta tester. Thanks
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Comments2
Jesper
Sep 23
•Merged request
•1 vote
Native Bracket Orders for Pending Orders (Server-Side SL/TP)
Please add support for true bracket orders when placing pending orders — meaning the stop loss and take profit are submitted as native OCO orders held on the broker's server, rather than being managed and placed by ATAS after a fill. The current behavior creates a critical risk: if ATAS or the Rithmic connection crashes while a pending order is resting in the book, and that order gets filled in the meantime, the resulting position will be live with no SL or TP in place. In fast-moving markets, this can lead to catastrophic, uncontrolled losses before the platform reconnects and reacts. Server-side bracket orders would eliminate this risk entirely — the SL and TP would exist independently of ATAS's uptime, just like the pending order itself. This is a fundamental risk management gap, and I'd consider it a high-priority safety feature rather than a nice-to-have.
Laurence
Aug 1
Hi abdullah I’ve built something like this for ATAS. DM me if you want to be a beta tester. Thanks