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TF Order Rejection auto strategy

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    TF Order Rejection auto strategy

    The Strategy is programed to intialy enter with a stop loss of 24 ticks and when price croses below a moving average to exit for a profit target.

    I know that with TF you have to specify an exact price number for stop/profit orders, however i do not know how to do that in a strategy. How can I work around this problem.

    Thanks Tom

    #2
    Hello tomonly23,

    If you use SetStopLoss() with calculation mode ticks or percent, then a stop loss order is placed in relation to your entry price. If you use this, NinjaTrader automatically formats and submits a stop loss order in tick size intervals. If your buy entry is at 800 and you have a 24 tick stop loss defined, NinjaTrader will submit a sell stop order at 797.6

    If you use calculation mode price, then you specify the exact price you want your stop loss submitted at.
    Ryan M.NinjaTrader Customer Service

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      #3
      Thanks for your repply Ryan.
      Well why does it not work and get rejected on TF only all other instruments work very well just TF is the problem?

      Comment


        #4
        I'm not sure. Would have to review your trace / log files to see the specific rejection message you're getting. You can send them using Help > Mail to support feature Attn: RyanM

        There is a lot of information logged, so also indicate either an order ID or exact time to check.
        Ryan M.NinjaTrader Customer Service

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          #5
          Hi Ryan,

          The order that was affected was at 10:48 today

          Comment


            #6
            Thank you for the files. This is the rejection message you received, which is sent by your broker.
            Native error='GTCs must be submitted as limit or stop limit orders. '

            In NinjaTrader, you can either change the TimeInForce to Day, or change your stop loss orders to use methods ExitLongStopLimit() and ExitShortStopLimit() rather than the set statements.
            Ryan M.NinjaTrader Customer Service

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              #7
              Thanks Ryan
              I think changing the time in force to DAY instead of GTC may be easier however where do i do that because on the static super dome it says Day

              Comment


                #8
                Tom, you would need to change the TIF for the strategy then as you start it up on the chart or strategies tab, this would not relate to your DOM setting for manual trading.
                BertrandNinjaTrader Customer Service

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                  #9
                  Thanks Bertand got it now

                  Comment


                    #10
                    I had a similar issue with TF, it has to do with what type of orders NYBOT will accept from Ninja/ZenFire



                    Totally by the picture (thanks for the updated one), your methods appear sound and seem to fit your active family/working lifestyle very nicely. I envy your programming skills, as I'm sure many on this forum do. I believe you've found yourself a nice workable niche in your trading that allows you to enjoy all aspects of your life, that alone is a great accomplishment. I'm intrigued to witness your method unfold to the next level. :) Sorry to hear the news of your wife, I'm sure her/your concern …

                    Totally by the picture (thanks for the updated one), your methods appear sound and seem to fit your active family/working lifestyle very nicely. I envy your programming skills, as I'm sure many on this forum do. I believe you've found yourself a nice workable niche in your trading that allows you to enjoy all aspects of your life, that alone is a great accomplishment. I'm intrigued to witness your method unfold to the next level. :) Sorry to hear the news of your wife, I'm sure her/your concern …

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