Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

ATM strategy causes error with fast moving price

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    ATM strategy causes error with fast moving price

    If I use a breakeven plus one setting in my ATM strategy, I sometimes get an error when it's triggered. Especially in NQ, where price moves so fast, it will often trigger the strategy, but then it instantly sends an error because price has rapidly moved above or below the stop. I understand why it's happening. But is there a way to make Ninja be more forgiving and get me a stop at least close?

    #2
    Hello StevenNelson,

    Thank you for your post.

    To reduce the likelihood of this occurring you would need to change the value of the breakeven offset to place your stop-loss order further from the current market price during higher volatility.

    As an example, your entry is 100 and if the market price moves to 105 to trigger your breakeven to move your stop loss to a price of 103 but simultaneously the price move back down to 102 this will occur. We would then want to use an offset value to move the stop loss to a lower price.

    However, please note that market volatility cannot be predicted, and even after making these adjustments to your Auto Breakeven settings may still result in a rejected order during certain market conditions.
    Last edited by NinjaTrader_Spencer; 11-17-2020, 11:33 AM.
    Spencer F.NinjaTrader Customer Service

    Comment

    Latest Posts

    Collapse

    Topics Statistics Last Post
    Started by CarlTrading, 03-31-2026, 09:41 PM
    1 response
    41 views
    0 likes
    Last Post NinjaTrader_ChelseaB  
    Started by CarlTrading, 04-01-2026, 02:41 AM
    0 responses
    20 views
    0 likes
    Last Post CarlTrading  
    Started by CaptainJack, 03-31-2026, 11:44 PM
    0 responses
    27 views
    1 like
    Last Post CaptainJack  
    Started by CarlTrading, 03-30-2026, 11:51 AM
    0 responses
    45 views
    0 likes
    Last Post CarlTrading  
    Started by CarlTrading, 03-30-2026, 11:48 AM
    0 responses
    37 views
    0 likes
    Last Post CarlTrading  
    Working...
    X