Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

ATM Strategy Strange Behavior

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    ATM Strategy Strange Behavior

    I noticed some strange behavior with ATM strategy yesterday.. Placed order attached to ATM strategy for 2 contracts.. 2 Targets and 2 Stops.. Got partially filled for 1 contract yet chart trader still reflected 2 pending orders but dom was correct in only reflecting 1 (pic1).. Manually dropped atm target order down to get filled, and pending orders remained in place.. Still 2 on chart and 1 on dom.. (pic2) (In NT7 the fill of the 1st partial contract target would have cancelled all other pending orders within that atm strategy).. Left pending order in place to eventually get the 1 that was left filled as the dom reflected (pic3), (although again chart trader up till time of the 2nd partial fill still reflected 2 (pic2) ).. Also still having a problem with both chart trader and dom reflecting incorrect P&L.. easily seen by looking at P&L after 1st target filled (pic2), and then P&L after closing out of the final position (pic4)..

    Issues:

    1. Chart Trader reflecting wrong pending order count after partial fill:
    2. ATM not cancelling all remaining open orders after partial fill target/stop filled:
    3. P&L of Dom and/or Chart Trader has never reflected correctly for me in all 3 betas:
    (Although running a Trade Performance report for the day Does):


    Attached Files
    -=Edge=-
    NinjaTrader Ecosystem Vendor - High Tech Trading Analysis

    #2
    Hi -=Edge=-, thanks for your report.

    Could you send along your log, trace, and database files to platformsupport[AT]ninjatrader[DOT]com for further investigation as to why that occurred?

    In the body of the message, please type "ATTN: Alex" and link to this thread.

    Thank you.
    <span class="name">Alex C.</span><span class="title">NinjaTrader Customer Service</span><iframe name="sig" id="sigFrame" src="/support/forum/core/clientscript/Signature/signature.php" frameborder="0" border="0" cellspacing="0" style="border-style: none;width: 100%; height: 120px;"></iframe>

    Comment

    Latest Posts

    Collapse

    Topics Statistics Last Post
    Started by andrewtrades, Today, 04:57 PM
    1 response
    4 views
    0 likes
    Last Post NinjaTrader_Manfred  
    Started by chbruno, Today, 04:10 PM
    0 responses
    3 views
    0 likes
    Last Post chbruno
    by chbruno
     
    Started by josh18955, 03-25-2023, 11:16 AM
    6 responses
    436 views
    0 likes
    Last Post Delerium  
    Started by FAQtrader, Today, 03:35 PM
    0 responses
    6 views
    0 likes
    Last Post FAQtrader  
    Started by rocketman7, Today, 09:41 AM
    5 responses
    19 views
    0 likes
    Last Post NinjaTrader_Jesse  
    Working...
    X