Live Strategy Error

[ahpeak951]

Hello,
I am having a serious issue with live trading.

this is the sequence of events:
- One of my strategies issued a buy order for 1 ES contract.
- InteractiveBrokers: issued a warning message: Your order was repriced so as not to cross a related resting order.
- NinjaTrader: assumed the order is cancelled, not executed and terminated the strategy removed stop loss and target orders.
- InteractiveBrokers: executed the order at slightly higher price. (timestamped one second later)
- NinjaTrader reads the new execution as an open position not related to any strategy.

I couldn't understand the issue for a long time but now I guess I do. It seems that NinjaTrader (NT) is misreading this warning message as a rejection of the order when it is basically slippage and/or repricing. Then NT terminates the strategy although it executed the order a second later.

What is the solution for this? I know you will probably suggest I refrain from using market orders.. but that is weird. I also noticed this same issue happening with stop limit orders as well.

I'm not 100% sure my understanding is correct let me know thanks.

[NinjaTrader_Clayton]

Hello ahpeak951,

Thank you for the message.

You would need to reach back out to the developer of your Strategy and ask them why this is happening and what must be changed about the strategy so it continues working and placing the orders as expected.

If this is a Strategy you created yourself, please re-post your question in the "Strategy Development" Section of the NinjaTrader forum for additional feedback and suggestions.


Otherwise, please use the following steps to send your log and trace files to the support team directly from your NinjaTrader Platform so we may investigate this behavior further:

• Within NinjaTrader, go to the Control Center > Help > Email Support...
• To: Set this to "Platform Technical Support"
• Attach any screenshots that could help demonstrate the behavior
• Body: Include a link to this forum post along with any other details you'd like to include
• Make sure 'Log and Trace files' is checked to include the requested files
  • Send the email

Please let us know if we may provide any further assistance.