Your strategy will not function if you do not receive real-time data or if NinjaTrader cannot connect to your live account.
You are correct in your assumption.
Unfortunately NinjaTrader does not dictate when a connection is lost. It operates like a radio receiver in that it receives a signal from your broker and then displays/reports these signals back to you the trader. When a connection is lost, it is the broker's API that determines this and reports this to NinjaTrader which in turn reports this back to the trader.
The common problems that contribute to this are:
- ISP issues
- hardware firewall issues changing IP addresses frequently
- Dynamic ISP address switching the address frequently intraday. Usually this happens once a week but you may want to check with your ISP. If they do change daily, a static IP address may work.
- With Windows XP SP2, if you have more than 10 open TCPIP socket connections open (10 programs making connections through the internet) windows will randomly shut down some connections
- Broker servers having problems

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