Error en estrategia automatizada con barras ninzarenko.

[enriqueg_perdomo1]

Buenas tardes,


Tengo un problema. He creado una estrategia automatizada utilizando las barras ninzarenko. Se basa en el cruce de dos emas. Una rápida y una lenta.

Está cuando hay mucho volumen me suele marcar unos errores que hacen que la estrategia base desactive. Que puedo hacer ?

los errores son los siguientes:

1) Sim, vender stop or vender órdenes stoplimit no pueden ser sometidas a precio arribe de precio del mercado. Orden afectada :sello 1 stop market @18122,25.

2) La estrategia 'estrategiaRara/319839760' presentó un pedido que generó el siguiente error 'orden rechazada'. La estrategia ha enviado la cancelación de las solicitudes., se intentó encerrar la posición se dio por terminado .

3) sim101, la orden 9c76791fecda41daa6d582baa5afb737 "no puede ser sometida: OCO ID "70B01F6376AE4EB0B3EB58E427B47A1A" no puede ser reutilizado. Por favor use nuevo IID OCO. orden afectada: sell1 limit @1864.25.


Adjunto imagenes del error,

[NinjaTrader_Emily]

Hola enriqueg_perdomo1,

Gracias por escribirnos hoy.

Tenemos capacidad limitada para proporcionar soporte de plataforma en español; sin embargo, hemos encontrado que este sitio https://www.deepl.com/es/translator puede traducir el inglés al español con buena calidad. Por favor copie nuestra respuesta y luego navegue al sitio que le colocamos para pegar la respuesta en el cuadro hacia la izquierda.

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The errors are stating that you had an order submitted to the incorrect side of the market. This can sometimes be due to incorrect logic, though since you mentioned it happens during moments of fast market activity I suspect that what is happening is the order is initially submitted at a valid price, but in the few seconds it takes to be received and reviewed by the broker/exchange the price has moved to the order side of the order so the submitted price is now invalid.
You can use print statements and TraceOrders to better understand your strategy's behavior:

https://support.ninjatrader.com/s/article/Developer-Guide-Debugging-using-Print-and-TraceOrders?language=en_US

Another potential way to prevent this is to set your orders further away from the market to reduce the possibility of the market moving to the other side of the order after it is submitted and before it is accepted by the broker.

Finally, you could also consider customizing your strategy's RealtimeErrorHandling logic to detect when an order is rejected and, instead of stopping/canceling/closing you could submit alternate logic. For more information on the RealtimeErrorHandling:

https://ninjatrader.com/support/helpGuides/nt8/realtimeerrorhandling.htm

Please let us know if we may be of further assistance.

[enriqueg_perdomo1]

They always happen to me when I set a stop loss or a tralingstop. As opposed to when I only set a stop loss on the opposite crossover.
Then I don't get the error but as the volume is very strong, it takes the order to exit very far giving me a big loss.

Isn't there a way to avoid that delay in departure orders with the opposite crossing?

[enriqueg_perdomo1]

I would like that if there is a solution for this, it would be as easy as possible because I am not a programmer. Could you send me photos of what I should do step by step but in the strategy builder? I would greatly appreciate it.

[NinjaTrader_Emily]

Hello enriqueg_perdomo1,

Thank you for your reply.

Please provide screenshots of your Stop Loss settings in the Strategy Builder.

• To send a screenshot with Windows 10 or newer I would recommend using the Windows Snipping Tool.
  • Click here for instructions
• Alternatively to send a screenshot press Alt + PRINT SCREEN to take a screenshot of the selected window. Then go to Start--> Accessories--> Paint, and press CTRL + V to paste the image. Lastly, save it as a jpeg file and send the file as an attachment.
  • Click here for detailed instruction

I look forward to your reply.

[enriqueg_perdomo1]

You have sent me solutions that I should do in the ninja script, something I have no idea how to use... Maybe there is a solution that can be done in the strategy generator.
Or we could consider a way in which instead of deactivating the strategy it is better to cancel the order but with the strategy active.

[NinjaTrader_Emily]

You have sent me solutions that I should do in the ninja script, something I have no idea how to use... Maybe there is a solution that can be done in the strategy generator.
Or we could consider a way in which instead of deactivating the strategy it is better to cancel the order but with the strategy active.

I would like to review the way you have your stop loss set up in the Strategy Builder so I can better understand and assist you. That is why I requested screenshots of those settings. I hope we can find a solution or suggestion to help you so you can continue in the Strategy Builder.
Please open your strategy in the Strategy Builder and go to the "Stops and Targets" screen. Send me a screenshot of your stop loss settings.

• To send a screenshot with Windows 10 or newer I would recommend using the Windows Snipping Tool.
  • Click here for instructions
• Alternatively to send a screenshot press Alt + PRINT SCREEN to take a screenshot of the selected window. Then go to Start--> Accessories--> Paint, and press CTRL + V to paste the image. Lastly, save it as a jpeg file and send the file as an attachment.
  • Click here for detailed instruction

I look forward to your reply.