price blowing through simulated stop orders all the time

[birdog]

Hi folks

• simulated stops are being blown through for me...see https://app.screencast.com/CX2gcIwWmPEGz How can we fix this? Greg

[birdog]

Oh...and I have 1 contract for the volume for ES and NQ too so it is not 0. I want it to be if price trades at or beyond the level to market out not limit out too.

[NinjaTrader_LuisH]

Hello birdog,

Thank you for posting on the NinjaTrader forums.


If your simulated stops aren’t triggering or seem to be ignored, several factors could be at play. Here are the main reasons this might occur:

1. Network or Platform Delays:
   • Simulated stop orders are managed locally on your computer rather than on the server. This means any lag in your internet connection or NinjaTrader platform performance can cause delays in detecting the trigger price, potentially preventing the order from firing in real time.
   • To identify if performance is a factor, use the NinjaScript Utilization Monitor to check if any scripts or indicators are consuming excessive processing power.
2. Volume Trigger Settings:
   • If you have a Volume Trigger set, the order will only activate when the specified price level is reached and the volume condition is met. If this volume threshold isn't met, the stop won’t trigger, even if the price moves past it.
   • To review or adjust this, check the Volume Trigger in the order settings and reduce or remove it if needed.

Please let us know if there's anything else we can further assist with!

[birdog]

I am 1 mile from the CME with 0.85 ms ping on a server not a local machine. Lag is not a issue. If price passes through the stop it should get out asap even if there way. Our machine has massive power and 64 Gigs of ram. Now...on the volume trigger, that makes simulated stops unusable. The stop should trigger if PRICE passes through it not only if volume trades at that specific price...if there is no trade at that price it would never trigger...who would use that if that is the case? I have the volume at 1 and tried 0 too and both never trigger...this is dangerous and why would it be that way? Is there a fix ever going to to be rolled out based on price...? who cares about volume...if price moves through it it should immediately trigger a market stop order...how is there not complaints about this? No serious account could call this usable if that is the case...dangerous. Let me know...Greg

[NinjaTrader_LuisH]

Hello birdog,

Thank you for posting on the NinjaTrader forums.


Based on your response, it seems like you're more likely trying to use a stop limit order instead of a simulated stop.


Simulated Stop Orders in NinjaTrader allow traders to set up stop orders that will trigger only under specific conditions and are designed to optimize entry or exit points by attempting to achieve better fills. This tool uses what's known as the 'volume trigger'.


The purpose of the volume trigger is to prevent your stop order from triggering immediately if there’s a lot of buying or selling happening at your stop price. Instead, the order will only activate when the trading volume at your stop price is below a certain level. High trading volume can sometimes cause prices to spike quickly and then reverse, which can lead to stop orders being triggered at the wrong moment. By setting a Volume Trigger, you’re telling NinjaTrader, "Only activate this stop order if there’s not too much activity at this price level."



Overall, if this is not something that you're looking to use based on your needs you might just want to use stop limit orders instead as fundamentally 'simulated stop orders' only use a volume trigger, not a price trigger as you've suggested.



Let me know if there's anything else I can clarify for you!

[birdog]

Here is what I am doing...see https://app.screencast.com/LwFobmWzBB9jQ it is simulated stop in atm stop strategy...is there somewhere else to do this then? It does not show options to choose stop limit or stop market? So, must be some other area? Let me know...So, how can we use simulated stops and be sure that if price goes beyond not only one time but is beyond the stop it definitely stop markets out without risking complete blow throughs like this?

Also, FYI, the only reason I am wanting to do this too is to prevent the OCO error popus that can happen and then leaves positions naked and exposed with no stop and no limit take profit when it does happen on OCO error NT popup messages. So, what are all the solutions to that to be sure positions are never exposed like that too? This is a second question but related because this is what prompted to look at simulated stops in the first place.

[NinjaTrader_LuisH]

Hello birdog,


Perhaps we should pivot this conversation as to why one would use a Simulated Stop orders. These kinds of orders are meant to be hidden from the marketplace.

This order type also delays the triggering of a stop order (prevent having your position stopped out prematurely due to a quick drop and pop into your stop loss price level).



I took the liberty of creating a quick ATM strategy with the 'stop strategy' that you sent in. I then took a long trade and can see the order the in the log file as follows:






Entry order is submitted:


2024-11-06 11:34:30:064|1|32|Chart Trader submitting order with strategy 'Custom - 1' (Ticks)

2024-11-06 11:34:30:121|1|32|Order='dfae3b0552e04207b91b5b1dd 3c16462/Sim101' Name='Entry' New state='Submitted' Instrument='MES DEC24' Action='Buy' Limit price=0 Stop price=0 Quantity=1 Type='Market' Time in force=GTC Oco='' Filled=0 Fill price=0 Error='No error' Native error=''


My entry order is filled:

2024-11-06 11:34:30:241|1|32|Order='dfae3b0552e04207b91b5b1dd 3c16462/Sim101' Name='Entry' New state='Filled' Instrument='MES DEC24' Action='Buy' Limit price=0 Stop price=0 Quantity=1 Type='Market' Time in force=GTC Oco='' Filled=1 Fill price=5936 Error='No error' Native error=''




My 'Simulated Stop' order is submitted @ 5936.25.


2024-11-06 11:38:39:515|1|32|Order='5b30051186b142ce9bba81788 0fb9096/Sim101' Name='SimStop1' New state='Submitted' Instrument='MES DEC24' Action='Sell' Limit price=0 Stop price=5936.25 Quantity=1 Type='Market' Time in force=GTC Oco='9a72b8315b834461ab448531e6a84b07' Filled=0 Fill price=0 Error='No error' Native error=''


My 'Simulated Stop' order is filled @ 5936.25.

2024-11-06 11:38:39:644|1|32|Order='5b30051186b142ce9bba81788 0fb9096/Sim101' Name='SimStop1' New state='Filled' Instrument='MES DEC24' Action='Sell' Limit price=0 Stop price=5936.25 Quantity=1 Type='Market' Time in force=GTC Oco='9a72b8315b834461ab448531e6a84b07' Filled=1 Fill price=5936.25 Error='No error' Native error=''




As you can see, the Simulated Stop Order is triggered as expected.



I don't have enough information regarding what errors you are seeing about OCO orders. If you'd like to discuss further, you're welcome to write into our support team at clientservices@ninjatrader[dot]com. I'm confident that we can help you narrow down what exactly you are seeing and provide guidance.



Thank you!