NT8 Order Handling via TradeStation SMTP Signal

[sailnaked6842]

Hi,

I just want to confirm the operation of the "Submit As Is" order handling of the ATI using the TradeStation SMTP. It sounds like if NinjaTrader receives a signal for a limit order from TradeStation that it'll submit the order as a limit order at the price it receives from TS. If the limit is not hit in either program then nothing happens. If however TradeStation records the strategy is filled NT8 is notified again via the SMTP at which point that limit order is converted to a market order after the delay conversion time is up? I assume this is to protect against a no-fill or partial fill condition?

Just want to confirm that this is the way the setting operates

[NinjaTrader_Jason]

Hello sailnaked6842,

Yes, this is as expected for the "Submit as is" option. Please see the link below.

https://ninjatrader.com/support/helpGuides/nt8/index.html?order_handling_options.htm#UnderstandingSubmitasis

Submits orders as specified (limit, market, stop, stop-limit) when NinjaTrader receives a "strategy active order" notification email from TradeStation. Upon receiving the subsequent "strategy filled order" notification email from TradeStation, NinjaTrader will convert any unfilled shares/contracts to either market order or marketable limit order (substantially higher than inside market if buying or below market if selling) depending on the instrument type after a user defined number of seconds.

[sailnaked6842]

Thanks Jason,

So just reviewing the documentation so I understand it completely, I'm curious if there is any error checking for opening/closing orders or if ensuring position match is mostly manual - example, let's say a strategy in TradeStation is initiated and upon initialization a trade is recorded as open (even though no entry order was sent because the strategy was just started). Are there any measures here that help ensure that a closing order from TS does not become an opening order in NT8?

[NinjaTrader_Jason]

Unfortunately there is no such error checking. You will have to manually ensure positions match. TradeStation will send email notifications for Strategy Orders Activated, Filled, Canceled and Replaced to NinjaTrader.

[sailnaked6842]

Sounds good, thanks for letting me know what I can expect. I was able to set up NT8 and run it via the SMTP link last week which was a really easy, well documented process. After getting it set up however I began wondering if it's possible to trade micros based on the TradeStation symbol being either the micro or mini? I.e. let's say for NQ it's external mapping is NQ, is it possible to delete that and set up the external mapping for MNQ to be MNQ,NQ?

[NinjaTrader_Jason]

This is possible through naming the workspace in TradeStation a certain way. Please see the link below.

https://ninjatrader.com/support/helpGuides/nt8/index.html?workspace_options.htm#UnderstandingWorkspaceNamingConventionFunctions

Aliases - Chart Instrument "A" then Execute Orders in Instrument "B"
You can redirect orders to a different instrument than the instrument that your TradeStation strategy is actually running on. For example, you can run a strategy on $SPX.X but have orders actually placed to the S&P Emini contract. The text would look like "Map=$SPX.X,ESH09" where $SPX.X is the TradeStation chart instrument followed by a comma and then ESH09 which is the S&P Emini March 2009 contract which is the contract that will be traded. Since you can have multiple charts running in a workspace, you can add multiple mapping relationships. For example "Map=$SPX.X,ESH09,$COMPX,MSFT" would map the $SPX.X to ESH09 and $COMPX would map to MSFT.


You can find examples of workspace names at the following link.

https://ninjatrader.com/support/helpGuides/nt8/index.html?workspace_options.htm#WorkspaceNameExamples

The following workspace name routes orders to account number 123 and maps trade signals generated by the $SPX.X chart to the S&P Emini March 2009 contract
NinjaTrader;Account=123;Map=$SPX.X,ESH09

[sailnaked6842]

This is awesome, the flexibility with the integration is incredible.

Just because it's not in the documentation I assume that if your workspace was NinjaTrader;Map=$SPX.X,ES that it'll map SPX to the front month ES, correct? Alternatively then NinjaTrader;Map=NQ,MNQ is also an acceptable format?

[NinjaTrader_Jason]

You will need to use the TradeStation chart instrument name. I assume it shows NQH23 and MNQH23 in TradeStation, so you would use:

NinjaTrader;Map=NQH23,MNQH23

[sailnaked6842]

Thanks Jason, looks like that might be the case. Interestingly enough most of my signals that are sent to NT8 are exported from the continuous contract data since that's what mapped - if NT8 gets a signal from symbol @RTY it takes action on the front month RTY contract in NinjaTrader. So just to clarify the symbol doesn't need to be exported from the Tradestation symbol RTYH23 to go long/short RTYH23 in NT8

Last night had a chart for @ES in a workspace titled:

NinjaTrader;Map=ES,MES

which NT8 went long the ES contract rather than the intended MES. You know if there's a way to use the TradeStation continuous contract @ES (@ES is the chart instrument name) and have the target be MES or MESH23 by naming the workspace

NinjaTrader;Map=ES,MESH23

Reason being is the continuous contract requires less maintenance and rollovers can make some funny performance issues.

Secondly got another fun one for you. One symbol that's exported from TS is @JY which is NT8's 6J, however the value in the TradeStation chart is essentially 6J/1000 - When TradeStation sends out the SMTP for the stop/target it's exported as .73295 and .71425 which is pretty unlikely to serve as either a target or a stop... The orders can be adjusted manually, however I was wondering if there's a way that allows for the exported stop/target values to be @JY/1000 so that they won't require manual intervention

[NinjaTrader_Jason]

Please see the instructions below to map a continuous contract.

https://ninjatrader.com/support/helpGuides/nt8/index.html?tradestation_symbol_mapping.htm#HowToMapAContinuousFuturesContract

Orders generated for the continuous contract (@ES) can then be routed to the individual contract by entering ES|03-23 as symbol map for External.

I'm not sure if this allows you to submit orders to a different instrument. I suggest to test the following workspace names after mapping a continuous futures contract.

NinjaTrader;Map=ES,MESH23
NinjaTrader;Map=ESH23,MESH23


Unfortunately I'm not aware of a way to have TradeStation export the order prices in the same format that NinjaTrader uses.

[sailnaked6842]

Thanks Jason,

Any thoughts on NinjaTrader providing a price adjustment mapping for the workspace naming? Ultimately one could have

NinjaTrader_JYto6J;Price=Close/1000

Thus market orders would still go through as market orders however the above would allow limit orders to be match price formats

[NinjaTrader_Jason]

Thank you for the suggestion.

I have submitted this as a feature request to the Development Team. I will follow up with an internal tracking number for your reference as soon as it is created.

Thanks in advance for your patience.

[NinjaTrader_Jason]

Thanks for your patience.

The internal tracking number for your feature request is SFT-5805. Please reference this internal tracking number when contacting Platform Support if you ever have questions regarding this feature request.

When a feature request is implemented, you'll find a description of the new feature in the release notes:

• https://ninjatrader.com/support/help...ease_notes.htm

[sailnaked6842]

Hi Jason,

Not to bring this thread back to life however I found this

https://forum.ninjatrader.com/forum/...g-esignal-feed

Apparently in this case the mapping 6J||100 showed the price as 1/100th of the TWS/Interactive Brokers price. Any thoughts on if this would work to get the stop/limit orders right if the mapping was set to JY||1000?

Would still like that feature above implemented since I think it's easier and a a little more seamless but wondered if this could hold me over in the meantime

[NinjaTrader_Jason]

The forum thread handles the symbol mapping for eSignal specifically. This is not supported for the TradeStation email interface. We don't have instructions to change the instrument price through workspace naming or TradeStation symbol mapping.