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Atm needs to be fixed

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    Atm needs to be fixed

    i had a sell limit order placed at 5087 with an ATM strategy active to place a stop loss 5 points above at 5092. The price randomly started jumping up and instantly went above 5092 which triggered my entry and stop loss at the same time. Instead of closing my trade NinjaTrader sent me an error message saying "buy order stop price must be above last price[order parameters are invalid]affected Order: BuyToCover 1 StopMarket @ 5092.25" and decided to delete my stop and leave my trade completely open and unprotected until i closed the error message box and manually hit the Close button at 5102 TEN points above where i told the program to close the trade. There is zero reason for this to be possible and this issue needs to be fixed

    #2
    Hello IsiahMajor,

    Thank you for posting.

    So I may look into this further please send an email to [email protected] with "ATTN: Chris Jameson" in the subject line.

    In the message, please include the following:
    1.) A link to this forum thread.
    2.) A copy of your log and trace files.
    3.) The order ID assigned to your order which can be found in the Executions tab of the Control Center.

    Please follow the steps below to manually attach your log and trace files to your email.
    • Open your NinjaTrader folder under, "Documents" (sometimes called, "My Documents")
    • Right click on the 'log' and 'trace' folders and select Send To> Compressed (zipped) Folder.
    • Send the 2 compressed folders as an attachment in your email
    • Once complete, you can delete these compressed folders.
    Christopher J.NinjaTrader Customer Service

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      #3
      ninjatrader_christopherj
      May I ask that you post any pertinent findings here.
      To confirm, I have experienced this behaviour many many times. Unless it would be helpful, I won’t describe specifics but yes, in fast markets the ATM will not cancel out the last remaining ATM Contract and flatten ready to receive another instruction- it will trigger a ‘full ATM order in the opposite direction with one contract already ‘deducted/flat’ and a ‘lone’ non-ATM Contract
      My workaround is to always watch to see if it happens and if so hit Close All. Iirc this is not made easier because the popup msg ‘gets in the way’ on the screen and wrt Window Focus.

      Trade Copiers seem to introduce similar. I recently happened upon a video by one of your colleagues which I believe touched upon this very issue, to do with unique orderID matching and that Ninja now takes care of this, however I got the impression only if using NTB

      Anyhoo, I would be interested in any feedback you may be able to give

      kind regards,
      Bruce

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