Problem with quick change in zen fire data feed

[EWallace]

Hi,

I have a problem when I trade in live with zen-fire data feed. My strategy run well but when exchange is very nervous and if my stoploss is fired before the order is placed. Then There is a strategy error and strategy is stopped and my position go ahead without stoploss and strategy is off (very dangerous).

What can I do for this ?

Can you help me ?

Eric

[NinjaTrader_Jason]

Hello Eric,

Not sure what you mean by a "nervous exchange", I assume you mean high volatility in the market.

Are you using an ATM strategy in your NinjaScript strategy? If so, your stop loss will only trigger once your entry order is filled.

Please tell me what the error exactly states.

[EWallace]

Problem with quick change in zen fire data feed

I didn't use ATM strategy. I use Ninjascript with SetStopLoss() instruction.

Sometimes Ninjatrader could'nt execute SetStopLoss() instruction and the strategy stop to run with position engaged.

Eric

[NinjaTrader_Ben]

Hello,

Do you have the SetStopLoss() in the Initialized() method?

This link may help:

http://www.ninjatrader-support.com/HelpGuideV6/SetStopLoss.html

[EWallace]

Stoploss in volatil market

No

I use it in OnBarUpdate() method just after buy or sell order.

[NinjaTrader_Ben]

Hello,


I suggest putting it in the Initialize method if that is possible.

If not, I suggest using TraceOrders to see if there is an order in place prior to calling SetStopLoss(). This link will help:

http://www.ninjatrader-support.com/HelpGuideV6/TraceOrders.html