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The Alchimix · 08-31-2011, 08:21 PM

I run my FX strategies on the same account with each the maximum leverage. As it is a scalping systems I sometimes get excess margin error when one currency is moving fast (often during news). Example : Yen is moving fast and one strategy enter on GJ with maximum leverage and then another strategy try to enter EJ, but fail cause of margin. At this moment Ninja disable the strategy which caused the error. I want the strategy to continue running. I'm thinking about RealtimeErrorHandling.TakeNoAction but I would like to know exactly what are risks. I use managed approach. I enter Market only, and use Stop & Target Submission = PerEntryExecution. If I get an overfill error (this happen cause of market's speed only when my trail is running fast....(need real IB trail....;-)) what will happen ? Will Ninja cancel my trail ?
Any other idea may be ?

Alchi

NinjaTrader_Bertrand · 09-01-2011, 12:58 AM

Alchi, correct an overfill would halt the strategy per default, but in the unmanaged approach you could address that via code - http://www.ninjatrader.com/support/h...reoverfill.htm

08-31-2011, 08:21 PM	#1
The Alchimix Junior Member Join Date: Oct 2009 Location: DTC Posts: 15 Thanks: 1 Thanked 2 times in 2 posts	RealtimeErrorHandling I run my FX strategies on the same account with each the maximum leverage. As it is a scalping systems I sometimes get excess margin error when one currency is moving fast (often during news). Example : Yen is moving fast and one strategy enter on GJ with maximum leverage and then another strategy try to enter EJ, but fail cause of margin. At this moment Ninja disable the strategy which caused the error. I want the strategy to continue running. I'm thinking about RealtimeErrorHandling.TakeNoAction but I would like to know exactly what are risks. I use managed approach. I enter Market only, and use Stop & Target Submission = PerEntryExecution. If I get an overfill error (this happen cause of market's speed only when my trail is running fast....(need real IB trail....;-)) what will happen ? Will Ninja cancel my trail ? Any other idea may be ? Alchi
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09-01-2011, 12:58 AM	#2
NinjaTrader_Bertrand NinjaTrader Customer Service Join Date: Sep 2008 Location: Germany Posts: 22,414 Thanks: 252 Thanked 978 times in 961 posts	Alchi, correct an overfill would halt the strategy per default, but in the unmanaged approach you could address that via code - http://www.ninjatrader.com/support/h...reoverfill.htm Bertrand NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
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