The strategy freezes and freeze chart.

[NinjaTrader_Kate]

Hello CyberNate,

Thank you for your reply.

It's fairly unlikely that your strategies are being affected by this particular issue, as this deals with large numbers of orders being submitted in a very short amount of time - moving a stop loss would be unlikely to encounter this. If you'd like to write directly into us at platformsupport [at] ninjatrader [dot] com, we would be happy to take a look at what's specifically occurring with your strategies and provide guidance on how to avoid issues you may be experiencing.

Please let us know if we may be of further assistance to you.

[fx.practic]

Hi CyberNate, thank you for your post.
I found that order becomes "yellow" and freezes mostly when I change it - manually or programmatic. It happens when multiple orders events were sent with a small delay between.

Hello, Kate.
I am watching the tread and waiting the moment when someone say, that 80 msec is a bit too much for just for internal order handling; that maybe it's time to make creating of order object a little faster than sending it to exchange and receiving an answer.
Maybe, it helps to avoid multiple related issues.

[CyberNate]

Update: Same issue on Rev 20. Hung after moving stop loss.

[CyberNate]

Hello CyberNate,

Thank you for your reply.

It's fairly unlikely that your strategies are being affected by this particular issue, as this deals with large numbers of orders being submitted in a very short amount of time - moving a stop loss would be unlikely to encounter this. If you'd like to write directly into us at platformsupport [at] ninjatrader [dot] com, we would be happy to take a look at what's specifically occurring with your strategies and provide guidance on how to avoid issues you may be experiencing.

Please let us know if we may be of further assistance to you.

My strategy moves the stop loss very frequently as I have an ATR based trailing stop loss based on 1 min ATR. I use tick calculation, so very frequently. I guess I could try slowing it down to only move stop on 1 minute bar interval.

[fx.practic]

5+ seconds between sending any order events worked for me.
4 seconds was not enough.

[CyberNate]

5+ seconds between sending any order events worked for me.
4 seconds was not enough.

There must have been a change at exchange or data provider, as this trailing stop has always worked fine for me and now it hangs predictably. I will do the same, use 5 sec series to control order update frequency. I really appreciate the feedback!

Edit: Now that I think about it, it might be the result of adding 1 tick series to accommodate Cumulative Delta indicator. Previous strategy didn't have that and was likely updating at frequency less than 5 second interval.

[CyberNate]

NinaTrader supporters, could you please confirm if there is a restriction on order update frequency? You need to state this as it causes people to lose money.

Edit: You should also handle this in a more elegant way. The platform should NEVER freeze up like this. If it is a restriction, then put it in place so that backtesting also alerts the end user. This particular issue is only observed with live trading.

[NinjaTrader_Kate]

Hello CyberNate,

Thank you for your replies.

There is no set limit for order update frequency in the platform, but if a strategy modifies orders in rapid succession, like with each tick on a volatile instrument, a chart could get frozen, this is true. You're most likely correct that adding the additional 1 tick series in the script is the most likely cause of what you're experiencing.

Performance demanding strategies can freeze a chart if there are frequent order updates. This is due to the chart being updated frequently to show the order marker at the correct level. Numerous updates can cause a lock up, even if Chart Trader is in Hidden mode, though this is scheduled to be optimized in the next release so order markers will not be updated when Chart Trader is hidden.

Our recommendation is to apply Performance Demanding strategies in the Strategies tab of the Control Center rather than running them from a chart.

If you run the strategy from the Control Center without a chart open, do you see the orders getting "stuck"?

Thanks in advance; I look forward to assisting you further.

[fx.practic]

Kate, 80 msec is still 80 msec.

[fx.practic]

CyberNate thank you twice!

[CyberNate]

Hello CyberNate,

Thank you for your replies.

There is no set limit for order update frequency in the platform, but if a strategy modifies orders in rapid succession, like with each tick on a volatile instrument, a chart could get frozen, this is true. You're most likely correct that adding the additional 1 tick series in the script is the most likely cause of what you're experiencing.

Performance demanding strategies can freeze a chart if there are frequent order updates. This is due to the chart being updated frequently to show the order marker at the correct level. Numerous updates can cause a lock up, even if Chart Trader is in Hidden mode, though this is scheduled to be optimized in the next release so order markers will not be updated when Chart Trader is hidden.

Our recommendation is to apply Performance Demanding strategies in the Strategies tab of the Control Center rather than running them from a chart.

If you run the strategy from the Control Center without a chart open, do you see the orders getting "stuck"?

Thanks in advance; I look forward to assisting you further.

I always run in control center rather than on the chart. It gets stuck everytime, and not only the strategy, but ALL charts that have that instrument.

[CyberNate]

Hello CyberNate,

Thank you for your replies.

There is no set limit for order update frequency in the platform, but if a strategy modifies orders in rapid succession, like with each tick on a volatile instrument, a chart could get frozen, this is true. You're most likely correct that adding the additional 1 tick series in the script is the most likely cause of what you're experiencing.

Performance demanding strategies can freeze a chart if there are frequent order updates. This is due to the chart being updated frequently to show the order marker at the correct level. Numerous updates can cause a lock up, even if Chart Trader is in Hidden mode, though this is scheduled to be optimized in the next release so order markers will not be updated when Chart Trader is hidden.

Our recommendation is to apply Performance Demanding strategies in the Strategies tab of the Control Center rather than running them from a chart.

If you run the strategy from the Control Center without a chart open, do you see the orders getting "stuck"?

Thanks in advance; I look forward to assisting you further.

I haven't tried running without chart trader. I will try that before modifying the order update frequency. Thanks!

[CyberNate]

I haven't tried running without chart trader. I will try that before modifying the order update frequency. Thanks!

After turning off Chart Trader, no issues so far with my frequently updated stop loss based on ATR. 2 days, no issues. Will report back if issue re-occurs.

Please fix chart trader, as I like to watch the strategy manage orders visually.

[NinjaTrader_Kate]

Hello CyberNate,

Thank you for your reply.

My understanding is that this is a limitation of chart trader when using strategies that rapidly update orders due to the order updates refreshing the chart. Unfortunately it is a limitation of rendering the chart and at the current time cannot be addressed other than running the strategy in question from the Strategies tab of the Control Center.

Please let us know if we may be of further assistance to you.

[CyberNate]

Hello CyberNate,

Thank you for your reply.

My understanding is that this is a limitation of chart trader when using strategies that rapidly update orders due to the order updates refreshing the chart. Unfortunately it is a limitation of rendering the chart and at the current time cannot be addressed other than running the strategy in question from the Strategies tab of the Control Center.

Please let us know if we may be of further assistance to you.

I would also expect that adding the strategy to a chart will also work as long as chart trader is off. That way you can still trade manually in parallel on a separate chart with chart trader as the strategy orders will not be visible on the separate chart.