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NT ATM Strategy LAG ISSUES !!

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    NT ATM Strategy LAG ISSUES !!

    I am having serious lag issues with ninja trader's ATM strategies. As I mainly purchased a 6 month lease for this feature, I'm very disappointed.

    For swing and position traders this might not be a dealbreaker, but as a crude scalper this is difficult to trade with. I'm experiencing 4-5 second screen freezes before fills. Imagine the delay and/or slippage during crude inventory releases!

    I understand that entering two limit orders and a stop limit order at once can cause a minor delay but not this is more lag and slippage than its worth.

    Here's a 5 minute video of the lag issue on NT. The first minute and half is to get an idea of what a regular feed would look like. After the 1:30 mark, I demonstrate the order entries a few times with and without ATM. Also demonstrated after turning off charts and other possible data hoggers.





    Is anyone else experiencing this problem?

    #2
    Hello Kyu012,

    I see in your video you are trading the sim101 account. Upon trading the sim101 account, orders will execute as per the simulator fill engine.


    NinjaTrader provides a state of the art internal simulation engine that can be used to test trading ideas and hone your skills. The simulation engine is not a simple algorithm that fills your order once the market trades at your order price. The engine uses a scientific approach to determine fill probability by including a number of variables including: ask/bid volume, trade volume, time (to simulate order queue position), and random time delays for switching between order states.

    You can enable 'Enforce immediate fills' at Control Center-->Tools-->Options-->Simulator-tab. Subsequently orders will execute quicker.

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      #3
      Hello Jason,

      Thanks for the quick reply. Do you mean that the lag I experienced is unique to the sim account and I should not experience the lag that I am getting in the live account?

      Comment


        #4
        Yes, trading the sim and live account is not the same. Upon trading the sim101 account, orders will fill as per the simulator engine. Trading live will fill orders as per market dynamics. Likely you will not experience the lag upon trading live. If you do, please let me know.

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