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NT Options: Order handling question

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    NT Options: Order handling question

    I would like to ask about settings in Ninjatrader:

    Tools -> Options -> Strategies -> Ninjascript -> last section Order handling

    Main question:
    Do these settings work for all strategies? ... I mean for Managed-mode and also Unmanaged-mode strategies?

    Because it worked for me with simple managed-mode strategies, but now for complex strategies build using Unmanaged-mode it doesn't work anymore.

    My opinion, but I am not sure:
    If it works only for managed-mode strategies - that's seems to be logical. Because in Unmanaged-mode - there isnt any notion of ENTRY or EXIT order (which would be cancelled using these settings). I think, there is no way, because there is no clear logic how to judge, what's the entry vs exit order when trading some complex system with multiple concurrent trades... You never know, if some limit order is exit from one existing position or entry into new logical position.

    I could not find any documentation about it, so only chance to know is to ask

    So how it is please..?
    Last edited by misova; 05-02-2014, 02:02 AM.

    #2
    Hello misova,

    Thank you for your post.

    Interesting question here with some good points. I have not tested the Unmanaged Approach with this option in mind and it is not listed in our documentation. I will test this further on my end and follow up with you when I have information for your on this item.

    Comment


      #3
      Hello misova,

      Thank you for your patience.

      The options for Order Handling do in fact work for Unmanaged Approach. The Entry would be the order to enter a position or scale into a position, so an Exit would be to exit an open position or scale out.

      Please let me know if you have any questions.

      Comment


        #4
        Thank you Patrick,
        I checked it too on my PC but I cannot make it work. It simply does nothing at any setting when
        I am using Unmanaged-mode strategy.

        I have no idea, where could be the problem and a i am really interested to make it work,
        or confirm that it doesn't work for Unmanaged mode.

        If you have time for this, could you please look at my PC for 30 seconds to demonstrate you running stategy. that has 1 waiting entry order - I cancel the strategy and you can see, that the entry order is really not cancelled. It doesnt work at any settings for exiting cancel | exit order in NT.

        I have everything ready to demonstrate it - I can provide you Teamviewer ID or any other way, you prefer. I will let others know, what's the problem we found, if they have similar problems in the future.

        I have time all day...
        My email: [email protected]

        Best regards
        Misova
        Last edited by misova; 05-02-2014, 02:35 AM.

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