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Strategy Shutting Down

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    Strategy Shutting Down

    Hi Everyone. I am having an issue when running my strategy live that I can not seem to replicate in replay or back testing. The log says something like
    "Strategy submitted and order and generated an error "Order Rejected" Strategy attempted to close the position and terminated itself.
    Any ideas would be greatly appreciated.
    Thanks

    #2
    Shyam, you would need to check into the log to see the exact reason why the live order was rejected, perhaps an incorrect TIF setting or type for this market?

    Comment


      #3
      flat a strategy

      Hello!

      Using the NT wizard is there a way to flat all the positions taken before I open the strat whenever the time of the opening, so that it does not continue to trade positions taken before I open the strategy?

      Many Thanks,

      Nicolas

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        #4
        Welcome to our forums, you could use the 'WaitUntilFlat' setting when starting the strategy up -

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          #5
          thank you :-))!

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            #6
            The pb that I have is that Ninja closes the existing position when taking another one, when it starts trading life, leaving me with two trades instead of one (2buys or 2 sells, for instance). Do you see a solution?

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              #7
              njaisson,

              When you use WaitUntilFlat it means it will not submit a live trade till it reaches a flat state. Trades before that will be virtual trades. If you are using ImmediatelySubmit then you would get all trades as live trades. Please use WaitUntilFlat and then ensure your account position is flat prior to starting the strategy.

              If you are reversing a position that means ImmediatelySubmit will have two trades which would result in 2 long or 2 short. If you go WaitUntilFlat, one would be virtual and one would be live so then you would have 1 long/short.
              Josh P.NinjaTrader Customer Service

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                #8
                I see. Many thanks for this. I am in demo at this time. This may be the reason why I don't see the difference between the virtual and real trades.

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                  #9
                  Hello!

                  I would like to include an ATM strategy in my trading strategy using the wizard so that it places orders with targets and trailing stop. Is it possible to create a variable referring to a specific ATM strategy?

                  Comment


                    #10
                    Hello,

                    Yes, it is possible. After the conditions and actions window there is a stoploss and target window. You just tie the stoplosses and targets to the orders via the signal names. Give it a try and post a screen shot of your input parameters if you get stuck and we can help you with tips.

                    To post a screenshot press Alt + PRINT SCREEN to take a screen shot of the selected window. Then go to Start--> Accessories--> Paint, and press CRTL + V to paste the image. Lastly, save as a jpeg file and post the file as an attachment.
                    DenNinjaTrader Customer Service

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                      #11
                      Originally posted by NinjaTrader_Ben View Post
                      Hello,

                      Yes, it is possible. After the conditions and actions window there is a stoploss and target window. You just tie the stoplosses and targets to the orders via the signal names. Give it a try and post a screen shot of your input parameters if you get stuck and we can help you with tips.

                      To post a screenshot press Alt + PRINT SCREEN to take a screen shot of the selected window. Then go to Start--> Accessories--> Paint, and press CRTL + V to paste the image. Lastly, save as a jpeg file and post the file as an attachment.
                      Thanks. What shall I do from there to define the input parameters?
                      Attached Files

                      Comment


                        #12
                        Hello,

                        That screen shot shows a 60 tick profit target. You don't need the window on the right of that screen shot. Just press OK and build your trailer or stoploss. The target you are showing will be tied to the order signal name "atm", which I took from your screen shot.

                        Maybe I don't understand, but it looks like you have it figured out.
                        DenNinjaTrader Customer Service

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