CrossAbove/CrossBelow delayed execution

[tambaa]

On live trading, I sometimes experience delayed execution of 3 - 4 bars after the crossover of the indicator. This of course affects profitability and was hoping that someone knows of a way to mitigate this issue. Trades that would have otherwise been profitable even though small end up being executed at a loss.

[NinjaTrader_PatrickH]

Hello tambaa,

Thank you for your post.

What ids the order being used for entry? What method is used to call it?

Is this only on the real-time bars or do your see it on historical bars as well?

[tambaa]

What ids the order for entry?
What ids the crossover is a crossover of the DMI indicator. The only other additional condition is to limit the # of consecutive losses.

What method is used to call it?
An if statement with CrossAbove or CrossBelow.

Is this realtime or historical?
Realtime in both sim and live trading. I have not seen it in historical trading aka market replay.

[NinjaTrader_PatrickH]

Hello tambaa,

Thank you for your response.

What order types are you using? What method are you using to submit the order? Example: Limit Order using SubmitOrder().

[tambaa]

Patrick,

I am executing market orders using EnterLong or EnterShort.

[NinjaTrader_CalH]

Tambaa,

Can you please attach a screenshot of what is occurring with the order being late with the Cross Condition?

To send a screenshot with Windows 7 or newer I would recommend using Window's Snipping Tool.

Click here for instructions

Alternatively to send a screenshot press Alt + PRINT SCREEN to take a screen shot of the selected window. Then go to Start--> Accessories--> Paint, and press CTRL + V to paste the image. Lastly, save as a jpeg file, Click Reply -> Go Advanced -> Paperclip icon to attach items.

Click here for detailed instruction