ATM Strategy Trail error

[pvincent]

Hi,

I am using ATMStrategy.
Sometimes, when the market is too volatile, the autotrail gives these errors.
The trail is working fine and I understand the error.

Is there a way to suppress or ignore these errors to avoid the multiple pop ups?

[NinjaTrader_BrandonH]

Hello pvincent,

Thanks for your post.

Unfortunately, there are no supported means for preventing the error message from popping up on the screen. We are currently tracking interest in this feature in an internal ticket and I have added your vote.

The internal tracking number for your feature request is SFT-671. Please reference this internal tracking number when contacting Platform Support if you ever have questions regarding this feature request.

When a feature request is implemented, you'll find a description of the new feature in the release notes:

• https://ninjatrader.com/support/help...ease_notes.htm

That said, this error message means that the strategy attempted to change an order to the wrong side of the market. If this is due to market volatility then there isn't really a way to 100% avoid this occurring, as in volatile markets the market could move so far and fast that this would occur.

Something you could consider is using GetCurrentBid() and GetCurrentAsk() to offset orders so that they are more likely to land on the correct side of the market.

See these help guide pages for more information.
GetCurrentBid(): https://ninjatrader.com/support/help...currentbid.htm
GetCurrentAsk(): https://ninjatrader.com/support/help...currentask.htm

You could also consider using RealtimeErrorHandling.IgnoreAllErrors to trap order errors in OnOrderUpdate by checking error == ErrorCode.UnableToChangeOrder.

Please note that setting this property value to IgnoreAllErrors can have serious adverse affects on a running strategy unless you have programmed your own order rejection handling in the OnOrderUpdate() method. To do this you could trap the rejected order within OnOrderUpdate() followed by defining your own order rejection handling behavior for the rejected order.

Please see the example in the help guide link below that demonstrates using RealtimeErrorHandling and trapping a rejected order in OnOrderUpdate().

RealtimeErrorHandling — https://ninjatrader.com/es/support/h...orhandling.htm

Let us know if we may assist further.

[pvincent]

Hi Brandon,

The "ATMStrategy" trail, sometimes cancels the trail order and leaves the position with no stop/trail.
Would you please let me know how to resolve this?

I am using the "ATMstrategy" to submit the orders similar to what has specified here:

https://ninjatrader.com/support/helpGuides/nt8/NT%20HelpGuide%20English.html?using_trade_performance_statis.htm

[NinjaTrader_BrandonH]

Hello pvincent,

Thanks for your note.

I understand that you are using Set methods, such as SetStopLoss/SetProfitTarget, similar to the reference sample you linked. Note that these are not Atm Strategy methods. See the help guide documentation below to see the difference between these methods.

SetStopLoss(): https://ninjatrader.com/support/help...etstoploss.htm
SetProfitTarget(): https://ninjatrader.com/support/help...ofittarget.htm
Atm Strategy Methods: https://ninjatrader.com/support/help...gy_methods.htm

From my previous post:

Something you could consider is using GetCurrentBid() and GetCurrentAsk() to offset orders so that they are more likely to land on the correct side of the market.

See these help guide pages for more information.
GetCurrentBid(): https://ninjatrader.com/support/help...currentbid.htm
GetCurrentAsk(): https://ninjatrader.com/support/help...currentask.htm

Or, you could use RealtimeErrorHandling to trap order errors and program your own order rejection handling.

You could also consider using RealtimeErrorHandling.IgnoreAllErrors to trap order errors in OnOrderUpdate by checking error == ErrorCode.UnableToChangeOrder.

Please note that setting this property value to IgnoreAllErrors can have serious adverse affects on a running strategy unless you have programmed your own order rejection handling in the OnOrderUpdate() method. To do this you could trap the rejected order within OnOrderUpdate() followed by defining your own order rejection handling behavior for the rejected order.

Please see the example in the help guide link below that demonstrates using RealtimeErrorHandling and trapping a rejected order in OnOrderUpdate().

RealtimeErrorHandling — https://ninjatrader.com/es/support/h...orhandling.htm

Let us know if we may assist further.

[pvincent]

Sorry ,not that sample.

Similar to this one:

https://ninjatrader.com/support/helpGuides/nt8/NT%20HelpGuide%20English.html?using_trade_performance_statis.htm

[NinjaTrader_BrandonH]

Hello pvincent,

Thanks for your note.

When clicking the link you shared, I am being taken to the same reference sample, SamplePnL. Is this the reference sample you are referring to?

Ultimately, you would need to either place your stop-loss orders farther away from your entry order or use RealtimeErrorHandling to trap order errors and program your own order rejection handling.

You could consider using GetCurrentBid() and GetCurrentAsk() to offset orders so that they are more likely to land on the correct side of the market.

See post #4 for more information about using GetCurrentBid() and GetCurrentAsk() and information about using RealtimeErrorHandling to trap order errors and program your own order rejection handling.

Let us know if we may assist further.