Issues with Tick/Renko bars printing at the same time

[sclay115]

Hi everyone, working on a few strategies, both of which are based around non time based charts (tick and renko), and I'm having an issue where occasionally, there will be several bars printed at once as the price moves rapidly in one direction.

These strategies employ a trailing stop, and essentially, the price is moving quickly enough for the strategy to error out as it cannot move the stop in relation to the market price (it is above or below). So, the strategy stops, but there occasionally a position still open (real bad), and the strategy doesn't restart (less bad, but inconvenient).

Is there any way around this besides loosening the stops themselves?

It would be great to have a logic that if this happens, the system can flatten itself, then restart the strategy in a certain number of bars (or time period). Is that possible?

I realize I've introduced my own set of challenges by not using time based bars, as the strategy rightfully cannot react to bars printed in the exact same second, but, if anyone has a workaround that they would be willing to share, that would be great.

Thanks!

[NinjaTrader_Gaby]

Hello,

Thank you for your post.

There is no way to have a strategy re-enable itself. However, you can change the RealtimeErrorHandling to ignore rejections and code your own order rejection handling, which will prevent the strategy from becoming disabled if an order is rejected.

See the Help Guide page below for more details.

https://ninjatrader.com/support/helpguides/nt8/realtimeerrorhandling.htm

[sclay115]

Hello,

Thank you for your post.

There is no way to have a strategy re-enable itself. However, you can change the RealtimeErrorHandling to ignore rejections and code your own order rejection handling, which will prevent the strategy from becoming disabled if an order is rejected.

See the Help Guide page below for more details.

https://ninjatrader.com/support/help...orhandling.htm

Okay, makes sense, another question for you. I've had a few issues running the strategy in real time, where an error occurs while in a position, it cancels all open orders (the stop and profit limit for example), but the position remains open. i.e. It doesn't exit the trade. Is this normal behavior? Is there a way to have all positions flattened with an error occurs?

[NinjaTrader_Gaby]

Hello,

We kindly ask that if you have a new question unrelated to your original thread, that you post a new thread for the new topic.

Any time you create a new thread, this will create a new inquiry and a new case ticket, which will be answered by the first person available and may not be the person you are previously working with. Create a new thread instead of a reply when you have a new question that is unrelated to a previous inquiry.

This will allow us to properly track each issue, and also helps other users searching the forum looking for specific information.

We appreciate your cooperation in this regard.

[sclay115]

Hello,

We kindly ask that if you have a new question unrelated to your original thread, that you post a new thread for the new topic.

Any time you create a new thread, this will create a new inquiry and a new case ticket, which will be answered by the first person available and may not be the person you are previously working with. Create a new thread instead of a reply when you have a new question that is unrelated to a previous inquiry.

This will allow us to properly track each issue, and also helps other users searching the forum looking for specific information.

We appreciate your cooperation in this regard.

Gaby, I wanted to revisit this one as I've been trying to solve the challenge of multiple bars printing at one time and still can't come up with a solution. In my most recent testing, here is what I'm experiencing:

I have a strategy with a trailing stop (40 ticks), in a relatively volatile market (NQ), what is happening is that the stop is trailing as it should, but then the price shoots down, and comes back up greater than those 40 ticks while the strategy is trying to submit the new trailing stop. So what ends up happening, is that the strategy is trying to submit a stop order that is on the wrong side of the current market price.

I'm not sure if this is a hardware problem, or a connection problem, as while I keep reading that it isn't possible since the strategy will execute exactly what you ask it to, it's unfortunately not happening fast enough to deal with particularly wild moves in the price.

I've tried to implement this strategy in different ways, one way is to trail the stop to the open of the bar 2 bars ago (renko), even that is not quick enough.

I'm not sure where to go from here, but would welcome some suggestions. I'm not sure if I'm just approaching this the wrong way, or if I'm just trying to do something that isn't possible based on the characteristics of the trading instrument.

Here is a representative of what I'm working on solving, you can see the 8 bricks that print on 10:07:10, as soon as the strategy tried to bring the stop down with the price, an up bar prints before it can finalize and then causes the error.



Hoping for some suggestions, this seems like a strategy that should work with an ATM strategy if I was manually trading, which makes me believe that the order handling for the strategy should be able to do the same...

[rockmanx00]

What renko are you using? What date is this particular sample from?

[sclay115]

What renko are you using? What date is this particular sample from?

Great questions

I am using Orenko bars:



And this particular timestamp entry is from 2/13/25 using playback.