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Atm orders outside limits

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    Atm orders outside limits

    Good day
    I placed a sell order on GC just now using an atm with 10 tick target &
    stop and Ninja opened the trade okay but responded with messages
    that the other two orders were outside limits.
    Screenshots & log and trace files attached
    https://www.screencast.com/t/3rRLeYQRn
    https://www.screencast.com/t/6CgJmQXX
    The same problem happened at the end of last week but then didn't
    recur till this morning.
    Just for information, I updated to release 7.0.1000.38 only a few
    days ago.
    Attached Files

    #2
    Hello sezor,

    Thank you for your post.

    Glad to assist. This error generally indicates that a stop order was placed on the wrong side of the market and was rejected by the broker.

    Were you able to inquire with your broker's trade desk regarding the rejection?

    To confirm, has this occurred so far only with the ATM or also with an automated strategy?

    What time zone is your PC set to?

    We look forward to assisting further.
    Eric B.NinjaTrader Customer Service

    Comment


      #3
      Thanks Eric
      ATM only not automated.
      One error whose details I recorded was on NQ, which
      was trading at the time around 6840.
      'Ask of 1600.00 violates Low Limit of 650150.00'
      - which makes me wonder whether the ATM hadn't transformed
      the target or stop of 16 ticks into 1600.
      I'm on European time.
      Another stop was shown on screen and had no tradable
      connection with the current price.

      Comment


        #4
        Thank you for your reply.

        The "'Order price is outside the limits 'Ask of XXXX violates Low Limit of XXXX' ExchangeRejectCode..." error indicates that the order is placed too far away from the last traded price per the exchange regulations. The order / ATM values will need to be placed closer to the last traded price in order to avoid this rejection.
        Eric B.NinjaTrader Customer Service

        Comment


          #5
          Thanks Eric
          Yes, I've understood that. What I don't know is how to get
          the ATM to place stops and targets correctly.

          Comment


            #6
            Thank you for your reply.

            You will need to decrease the ATM values. This in turn will place the orders closer to the last traded price and avoid the rejection.
            Eric B.NinjaTrader Customer Service

            Comment


              #7
              This morning's trade used ATM values of 10.

              Comment


                #8
                The attached message was in response to a sell order on 6e using ATM stop and target of 16 ticks.
                Ninjatrader is placing orders which have no relation at all to the ATM values.
                https://www.screencast.com/t/4Rs1zamn

                Comment


                  #9
                  Tomorrow I will delete all my ATM strategies and recreate them.

                  Comment


                    #10
                    If the error remains please let us know by into our platform support team with your log and trace files.

                    You can do this by going to the Control Center-> Help-> Mail to Platform Support. Ensuring 'Log and Trace Files' is checked will include these files. This is checked by default.
                    ArceliaNinjaTrader Customer Service

                    Comment


                      #11
                      Just to keep this thread complete, below is my reply to Arcelia

                      Thank you Arcelia
                      The error is in fact random, occurring sometimes but not always.
                      Log and trace files attached (via the platform email facility).

                      Comment


                        #12
                        Solved - with the help of support.
                        For the record, it was due to a wrong setting in Chart
                        Trader properties, telling Ninja to treat the settings in
                        the ATM as prices not offsets.
                        There was actually a clue in the error message -
                        the value rejected was the same as the target (and the stop).
                        > 'Ask of 1600.00 violates Low Limit of 650150.00'
                        I had inadvertently duplicated and spawned a chart trader
                        whose parameter type was set to `price' not 'ticks'.
                        https://ninjatrader.com/support/help...parameters.htm

                        Comment

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