conditional order rejected ATM strategy template TD Ameritrade

[roland_nt]

When running live and connected to TD Ameritrade, the order generated using the AtmStrategyCreate() method gets filled but the stop and target sides are rejected with an error message about non acceptance of conditional orders. Thus the position is left open without any exit.
Everything works fine in SIM101 account but fails in the live money account as described above. The instrument traded is stocks, for example, NFLX.
This is an unexpected and unhappy surprise as much effort has been put into the client's strategy during SIM101 testing and development.

Is there a workaround for TD Ameritrade? If not, is another broker available who handles the OCO aspects of ATM strategy templates?
Thanks in advance for your help.

[NinjaTrader_PatrickH]

Hello roland_nt,

Thank you for your post.

TD Ameritrade can handle OCO and should be able to use ATM Strategies without issue.

Please send me your log and trace files for today so that I may look into what occurred.

You can do this by going to the Control Center-> Help-> Mail to Platform Support.

Please reference this thread in the e-mail: "http://ninjatrader.com/support/forum/showthread.php?t=76925"

[roland_nt]

any progress on this. I sent log and trace.

[NinjaTrader_PatrickH]

Hello,

I will re-send my response in e-mail, make sure to check your Spam and Junk boxes and filters.

My response is as follows:

Hello,

Thank you for your patience.

I am seeing the following message for the rejection:

Conditional Orders are not permitted for accounts in this segment.
This is reported back from the TD Ameritrade connection. Can you submit ATM Strategies manually on your account?

I would also recommend contacting your broker for information on this message. As I mentioned, there should be no issue submitting ATM Strategies with TD Ameritrade.

Please let me know if you have any questions.

[roland_nt]

thank you

Thanks for your help.
I am checking out with TD Ameritrade.
You guys are always great with your responses.

[NinjaTrader_Brandon]

Hello roland_nt,

Thanks for your reply.

Please let us know the outcome. This was something we saw in the past with "orange" accounts which were set up with ThinkOrSwim that needed to be changed to "green" accounts. At this time TD Ameritrade accounts should be able to be both "orange" and "green" to prevent this. If you account is older it may have not had this change applied.

[roland_nt]

new issue re conditional orders

TD said there is a special setting in the account on their side, which was needed for conditional orders, the "non-extra features mode". so once that was fixed, oco were accepted. but a new problem surfaced.

the strategy is designed to use an ATM template having nominal stop and target. After the order is filled, the stop and target are changed. In the attached log, the problem showed up in TWTR. The default stop was 30.37, the desired stop was 29.10. The 29.10 shows "pending", but never "working" instead the default stop value shows up in its place.
note that 30.37 was already shown as working before the 29.10 was submitted.
Targets had a parallel issue.

To help you out I have attached a second file with just TWTR extracted and relevant lines numbered
(1) shows the original default stop being submitted 30.27 from the template
(2) shows the default in place "working"
(3) shows the correcting stop pending, 29.10, but there is no "working" line
(4) Instead there is a new "working" for the default 30.37 stop which is very strange

[NinjaTrader_PatrickH]

Hello roland_nt,

Thank you for your response.

Both the Target and Stop attempt to be adjusted to 28.45 and 29.10 respectively. Then are accepted and working at 27.57 and 30.27 instead.

Can you provide a screenshot of the ATM Strategy parameters for both the Profit Target and Stop Loss as well as the Stop Strategies menu for any Stop Strategies used?

Can you also provide any code in your NinjaScript strategy that uses AtmStrategyChangeStopTarget()?

[roland_nt]

reposting of original ATM stop and target after pending change

I have attached the rather large strategy. To assist you, I have also attached a text file that will walk you through the code highlights. A screenshot per your request is also attached.

[NinjaTrader_PatrickH]

Hello roland_nt,

Thank you for your patience.

Can you send over your trace file for the 11th to platformsupport[at]ninjatrader[dot]com as well?
Please refer this thread in the e-mail: "http://ninjatrader.com/support/forum/showthread.php?t=76925"

[roland_nt]

Conditional orders TD ameritrade

Have not received any update about this. At last email report, this was being investigated by both NT and TD.

[NinjaTrader_Brandon]

Hello roland_nt,

Thanks for your reply.

For updates on this please respond to your support ticket which has all the latest information associated to it.