StopLost seem not operate when connection is lost

[Twanaar]

Hi,

I'm running strategies with NT->option->NinjaScript settings:

Handling: KeepRunning on connection lost

ans Order Handling: Cancel entry orders when strategy disables but not cancel exit orders when a strategy is disabled.

So yesterday, i'm suffer a huge disconection during several strategy is running (in demo fortunatly), all my strategy have a stop lost, but no one working on server side during my disconection time, it'"s a very big problem if i'm can't rely on stoplost on server side if i'm losing my connection.

See the picture:


I'm lost the cnx arround 12h45, connection back arround 17h and the order are closed with the full gap.
During this time, i have a stop order setted at 2154.75;, and its not working during the disconnection time, why ?

[NinjaTrader_JessicaP]

Hello Twanaar,

Please send me your log and trace files so that I may look into what occurred.
You can do this by going to the Control Center-> Help-> Mail to Platform Support.
Ensuring 'Log and Trace Files' is checked will include these files. This is checked by default.
Please reference the following ticket number in the body of the email: 1580581
Please also include the test Attn:NinjaTrader_JessicaP

[Twanaar]

ok, is on the way.

[NinjaTrader_JessicaP]

Thank you for this information.

The settings we are discussing only change how NinjaTrader operates locally. Where the server side is concerned, you will want to review the information behind this link to determine how orders, including stop loss orders, are handled.

Where do your orders reside

Please note that, depending on your data feed provider, you may need to review your options under Tools -> Account Connections -> (your account) -> Edit to enable the server to handle e.g. stop loss orders.

If you could let us know, possibly in an e-mail to platformsupport[at]ninjatrader[dot]com if you would prefer privacy, which data feed provider you have, we can provide more direct assistance. If you e-mail platform support, please include attn:ninjatrader_jessicap and 1580581 in the body of your e-mail.

[Twanaar]

i'm using NinjaTrader Brokeredge, so it's CQG.

I'm reading your link and realise something when i'm reading this:

>Most OCO (One Cancels Other) functionality is natively supported on their servers,

My objectif order and stoplost order are OCO linked, because my StopLost order become a follow stop when it's >= entryPrice (in case of long entry).

So it's possible the server cancel the objectif order like any working order when i have a disconnection, and with oco stuff, my stoplost are canceled too ?

It's not normal anyway, but i'm must tell you i'm using OCO between objectif and StopLost order.

[NinjaTrader_JessicaP]

Your understanding of the CQG connection's OCO handling is generally correct, but there are two considerations.

First, you must have decided to leave local OCO simulation unchecked. You can use the wizard under Tools -> Account Connections -> configure -> select your account -> edit, to review your settings.

Second, generally speaking, while your OCO orders can fill together, NinjaTrader must be up and running for orders to cancel properly. The parts of the disclaimer that the NinjaTrader Continuum connection guide mentions, relevant to this, I will emphasize below.

Disclaimer

1. When cancelling orders, working orders within an OCO group will only be cancelled if any order of the group is cancelled directly within NinjaTrader. In all other scenarios these working orders will remain working.
2. An OCO group that has an order rejected will not cancel any remaining working orders in the group. Pending orders will not be submitted but instead be rejected as well.
3. Order quantities of all working orders within an OCO group will be proportionately reduced upon a partial fill of any order in the group based off of original order quantity.
4. There will be an approximated 200ms delay between submission of strategy based stop and target orders.
5. The ‘one cancels other’ (OCO) functionality is only active if linked OCO orders are submitted within the same NinjaTrader session.
6. ATM and NinjaScript strategy features such as trailing stops remain client side.
7. OCO groups cannot reuse IDs from earlier in the trading day. Please be sure to use unique IDs for new OCO groups.
8. If an ATM Strategy target order is rejected then its OCO associated stop order can only be cancelled manually via the Control Center Orders Grid.