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Issue with Order Quantity in Automated Strategy and Chart Trader

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    Issue with Order Quantity in Automated Strategy and Chart Trader

    Hello NinjaTrader Support Team,

    I am experiencing an issue where my automated strategy seems to be influenced by the order quantity set in the Chart Trader. I have an automated strategy running on a continuous basis, which is set to trade 1 contract at a time. Concurrently, I manually trade on my Apex funded trader account.

    The issue arose today when I was trading with 5 contracts on my Apex account. I used the Chart Trader and set the order quantity to 5. However, I noticed that my automated strategy entered a position for 5 contracts, which should not have occurred as it is set to trade only 1 contract at a time.

    This unexpected behavior leads me to question whether the Chart Trader has a higher priority than my automated strategy, causing it to override the contract quantity set in the strategy code. If this is the case, I would appreciate guidance on how to ensure that my automated strategies adhere to the contract quantities assigned in their code, regardless of the quantity set in the Chart Trader.

    I have reviewed the documentation and tried to adjust the settings, particularly the ATM Strategy Selection Mode, but I haven't found a conclusive solution yet.

    My goal is to have my automated strategy and manual trading operate independently, even when they're both active at the same time. Any insights or suggestions to resolve this issue would be highly appreciated.

    Thank you in advance for your assistance.

    Best regards, Aviram Y.

    #2
    Hello Aviram Y,

    Is this a strategy that you created?

    Are you running any other third party items like a trade copier?

    The chart trader normally has no effect on NinjaScript strategies, those are two different tools. If you are using ATM templates and the strategy is referencing those templates any changes such as quantities would be reflected in he strategy. If the strategy is not using ATMS then manual orders with the chart trader would not be observed. The only action from the chart trader that is observed by strategies is closing a position which will terminate the strategy.

    As a side note trading the same instrument as the strategy manually will normally cause the strategy to become out of sync overall. Strategies by default do not observe manual orders or changes to the position so they can end up trading in conflicting ways depending on how it was programmed.

    JesseNinjaTrader Customer Service

    Comment


      #3
      Hello Jesse,

      Thank you for your prompt response.

      To answer your questions: Yes, I created the strategy myself. It operates using the unmanaged approach, and it doesn't reference any ATM templates. The quantity for the contracts is determined in the code via a class-level variable.

      I do not use any third-party software, such as a trade copier, besides the VWAP indicator, which isn't a part of this strategy.

      As for trading on the same instrument, while I do manually trade the same instrument via my Apex account, the strategy itself runs on a separate live account.

      The issue still persists: my strategy, which should only be trading 1 contract at a time, traded 5 contracts when I manually set the order quantity to 5 in the Chart Trader on my Apex account. As you mentioned, these two tools should operate independently, but it seems like my actions in the Chart Trader are impacting the order quantity in my automated strategy.

      Could you provide any further assistance or guidance on this issue?

      Thank you again for your help.

      Best regards, Aviram.

      Comment


        #4
        Hello Aviram Y,

        in that case you would need to make a sample strategy that causes the issue and upload that so we know what logic you are using.
        JesseNinjaTrader Customer Service

        Comment

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