Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

SetStopLoss accepted with wrong Quantity, in real time

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

    #16
    Hello carlot,

    Thanks for your reply.

    I have not been able to reproduce.
    Paul H.NinjaTrader Customer Service

    Comment


      #17
      Hello carlot,

      Thanks for your reply.

      I was not able to hit the issue you are reporting. If you are able to recreate using the test code previously provided, please do so and provide the steps to recreate.

      Paul H.NinjaTrader Customer Service

      Comment


        #18
        Hello carlot,

        As advised in Post #12:

        Originally posted by NinjaTrader_PaulH View Post
        Hello carlot,

        Thanks for your reply and patience to explain.

        I was able to recreate the issue of two 10 contract entries and one 10 contract stop and then a 20 contract stop was created on the 2nd entry.

        We will review internally. I will update this thread when I have further information.

        Thanks in advance for your patience.
        We have completed our review and advise that this would be expected.

        We tested in both NT7 and NT8 and in NT8 this situation was included in our help guide documentation with this "tip": Tip: The default strategy behavior is to match the order quantity used for the stops and targets to the total entry execution. However in cases where the strategy's entry order is partially filled, StopTargetHandling.PerEntryExecution will result in a new set of stop loss and profit target orders for each entry execution. If you would prefer all of your stops and targets to be placed at the same time within the same order, it is suggested to use StopTargetHandling.ByStrategyPosition. However this may result in more stop and target orders being submitted than the overall strategy position in a scenario in which the strategy's entire entry orders are not filled in one fill." (I bolded the relevant section for clarity).

        Paul H.NinjaTrader Customer Service

        Comment


          #19
          Hello Paul,

          Are you telling me that these problems are not caused by a bug on the Ninjatrader platform? Can't they be solved? What do they depend on?
          So I can't use the Quantity?
          What should I do to use the quantity safely?

          Thanks

          Comment


            #20
            Hello carlot,

            Thanks for your reply.

            We will create a feature request to address the condition and this will allow us to track the impact. If a feature request already exists, your vote will be added to it. A feature request does not mean it will or will not be implemented. Once we have the feature request number I will update this thread.

            We recommend that you use "perEntryexecution" to avoid the condition of "However this may result in more stop and target orders being submitted than the overall strategy position in a scenario in which the strategy's entire entry orders are not filled in one fill."
            Paul H.NinjaTrader Customer Service

            Comment


              #21
              Thanks Paul,

              however I think we can not define as a "feature request" what instead seems to me the resolution of an issue.

              Regards

              Comment


                #22
                Hello carlot,

                Thanks for your reply.

                We recommend that you use "perEntryexecution".

                Just to clarify, the feature request will be for NinjaTrader8 which performs the same as NinjaTrader7 in the "ByStrategyPosition" condition with partial fills as identified previously by the NinjaTrader8 help guide section quoted in post #18. If the feature request is implemented it would be in NinjaTrader8 only as NinjaTrader7 is no longer being developed, only maintained as is.
                Paul H.NinjaTrader Customer Service

                Comment


                  #23
                  Hello carlot,

                  The feature request has been created as SFT-4514 and this would be for NinjaTrader8.
                  Paul H.NinjaTrader Customer Service

                  Comment


                    #24
                    Hello all,

                    Please note that this matter is recognized as a limitation and the advised solution would be to follow the SampleOnOrderUpdate approach.

                    SampleOnOrderUpdate - https://ninjatrader.com/support/help...and_onexec.htm

                    The feature request should be considered as an enhancement request to address the limitation. We are using this ticket to track impact before changes to fragile code are considered for short term changes to the NinjaTrader codebase.

                    We look forward to assisting.
                    JimNinjaTrader Customer Service

                    Comment

                    Latest Posts

                    Collapse

                    Topics Statistics Last Post
                    Started by tonynt, Today, 11:50 AM
                    0 responses
                    2 views
                    0 likes
                    Last Post tonynt
                    by tonynt
                     
                    Started by Welovethelibrary, Today, 11:44 AM
                    0 responses
                    1 view
                    0 likes
                    Last Post Welovethelibrary  
                    Started by goodknight777, Today, 11:39 AM
                    0 responses
                    2 views
                    0 likes
                    Last Post goodknight777  
                    Started by MohammedAmine, Today, 10:44 AM
                    1 response
                    6 views
                    0 likes
                    Last Post NinjaTrader_Kate  
                    Started by Nolyn, Today, 10:59 AM
                    1 response
                    7 views
                    0 likes
                    Last Post NinjaTrader_BrandonH  
                    Working...
                    X