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NinjaTrader
ATM strategy
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ATM strategy
When i was doing simulation, i noticed that the ATM stop order will get filled immediate once the last traded price hit the stop price. In other word, it looks like the stop was functioning like stop market rather than stop limit and no order queueing required. I wonder will this be the same when trading live? If so, can you provide me a solution for that my stop can queue in the line which act like a true the stop-limit order? Notice also that when using the middle mouse to set a Stop-limit order, the same situation occurs too. Is the order reside in NT, broker server or exchanges? I am using Mirus with NT for ES.Tags: None
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Hello,
The fill and the fill speed will depend on the market. If the market is not very liquid or very fast moving, you may have a little delay. This delay is true for all platforms and not specific to NT, it depends on the market conditions. If you trade in sim mode (file>global simulation mode) with real market data it will become MORE realistic, but there is not subsitute for a real market fill, which you can only experience via the real market. This is true for all orders.
For information about where order reside:
Note: This information is relevant for NinjaTrader 7 only. For NinjaTrader 8, please click here (https://ninjatrader.com/support/helpGuides/nt8/where_do_your_orders_reside_.htm). CQG Orders in a state "Accepted" or "Working" are at the exchange. If the exchange does not support a specific order type, theDenNinjaTrader Customer Service
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HI, Ben
Thank you for your reply. But you did not seem really answered my question. My problem is that even there were >800 orders sitting in front of my stop order it will get filled immediately. So the order was acting as stop-market not stop-limit. This only happens for stop order, whereas when i place a target order it act more realistic because it requires the price to go through the target price in orde to be filled. I wanna know does this thing happens similarly when trading live? You also did not answer about where is the orders reside after i place them.
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