• If this is your first visit, you will have to register before you can post. To view messages, please scroll below and select the forum that you would like to visits. Questions? Be sure to check out the Forum FAQ.

Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

SetStopLoss() overnight

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

    SetStopLoss() overnight

    Hi there,
    i developed a strategy which operates on a daily timeframe on a european market.
    I use the SetStopLoss() command to set my exit level, if i open a position which stays open overnight, in the morning before the market opens i get my stoploss canceled and this line in my log:

    6/20/2012 6:38:08 AM,Order,Order='173064694/DU117982' Name='Stop loss' New state=Unknown Instrument='FGBL 09-12' Action=BuyToCover Limit price=0 Stop price=141.55 Quantity=18 Type=Stop Filled=0 Fill price=0 Error=NoError Native error='',

    is there something i'm missing to keep my stop levels valid overnight?
    Thank you, kind regards.

    #2
    Hello barbra streisand,
    Please set the TimeInForce parameter to Gtc from the strategy parameters box so that the orders dont gets cancelled after the end of the day.

    http://www.ninjatrader.com/support/h...imeinforce.htm

    Please let me know if I can assist you any further.
    Attached Files
    JoydeepNinjaTrader Customer Service

    Comment


      #3
      Hello Joydeep,
      thank you for your reply, unfortunately strategy's TimeInForce is already set to Gtc.
      I use IB as broker, is it possible they don't support Gtc orders?
      Thank you.

      Comment


        #4
        Hello barbra streisand,
        Can you please check if Trigger After hours is checked or not in your Account connection
        • In Control Center menu bar goto Tools>Account Connections..
        • In the Account Connection dialog select your IB account connection and click on the Change button
        • In the Connection Options dialog click Next, Next,


        Please let me know if Trigger After Hours is checked or not.

        I look forward to assisting you further.
        Attached Files
        JoydeepNinjaTrader Customer Service

        Comment


          #5
          Hello,
          yes, Trigger After Hours is checked already.

          Comment


            #6
            Hello barbra streisand,
            Please uncheck Trigger After Hour in the account connection.

            Also please make sure to uncheck “Allow triggering outside of regular trading hours” in TWS
            (Configure > Order > Stop Trigger Method menu).


            Please let me know if I can assist you any further.
            JoydeepNinjaTrader Customer Service

            Comment

            • Latest Posts

              Collapse

              Topics Statistics Last Post
              Started by Tinacaro, Yesterday, 11:52 PM
              0 responses
              1 view
              0 likes
              Last Post Tinacaro  
              Started by dierezer, Yesterday, 11:38 PM
              0 responses
              2 views
              0 likes
              Last Post dierezer  
              Started by hbustami, Yesterday, 11:35 PM
              1 response
              11 views
              0 likes
              Last Post hbustami  
              Started by bmccoard, Yesterday, 06:48 PM
              1 response
              15 views
              0 likes
              Last Post NinjaTrader_ChrisSch  
              Started by Sorcerysoft, Yesterday, 10:32 PM
              0 responses
              5 views
              0 likes
              Last Post Sorcerysoft  
              Working...
              X