I noticed on several occasions that when TS sends a 'Strategy Active Order' email notification to Ninja Trader for a limit order, it's possible that NT will fill the order but TS will not and cancel it instead. In this case, TS will not send the email notifications to NT for the OCO stop loss and profit target orders. I know there is an option for 'Submit Market order on TS fill', but I'm wary of using this because of slippage. Does anybody have any idea to avoid this from happening?
Announcement
Collapse
No announcement yet.
Partner 728x90
Collapse
NinjaTrader
TS - NT Automated Strategy
Collapse
X
-
TS - NT Automated Strategy
On the Order Handling Options for Tradestation I have a setting of 'Submit As-Is' and convert unfilled amount to market after 5 seconds.
I noticed on several occasions that when TS sends a 'Strategy Active Order' email notification to Ninja Trader for a limit order, it's possible that NT will fill the order but TS will not and cancel it instead. In this case, TS will not send the email notifications to NT for the OCO stop loss and profit target orders. I know there is an option for 'Submit Market order on TS fill', but I'm wary of using this because of slippage. Does anybody have any idea to avoid this from happening?Tags: None
Latest Posts
Collapse
Topics | Statistics | Last Post | ||
---|---|---|---|---|
Started by fitspressoburnfat, Today, 04:25 AM
|
0 responses
2 views
0 likes
|
Last Post Today, 04:25 AM | ||
Started by Skifree, Today, 03:41 AM
|
1 response
4 views
0 likes
|
Last Post
by Skifree
Today, 03:42 AM
|
||
Started by usazencort, Today, 01:16 AM
|
0 responses
1 view
0 likes
|
Last Post
by usazencort
Today, 01:16 AM
|
||
Started by kaywai, 09-01-2023, 08:44 PM
|
5 responses
604 views
0 likes
|
Last Post Today, 12:32 AM | ||
Started by xiinteractive, 04-09-2024, 08:08 AM
|
6 responses
23 views
0 likes
|
Last Post Today, 12:31 AM |
Comment