ATI Interface Orders Inconsistencies

[mrlogik]

I have written an external application that loads the NT DLL interface to execute orders to NT.

Currently, I have create a Long Market Order that invokes an ATM strategy. This ATM strategy has a set profit target and stop loss. The code is as follows.

NTClient.Command("PLACE", "Sim101", "$EURUSD", "BUY", 1, "MARKET", 0, 0, "GTC", "od1", "", "testATM", "");

When the target is reached, the ATM strategy works 100%, exiting the position and canceling the other stop order. Concurrently, when the stop loss is reached, the ATM strategy works 100%, exiting the position and canceling the other target order.

My problem is, when I manually exit the position via my external application. In my application I send a ClosePosition command for the currency pair I have a position for. The code is as follows:

NTClient.Command("CLOSEPOSITION", "Sim101", "$EURUSD", "", 1, "MARKET", 0, 0, "GTC", "od1", "", "", "");

Sometimes this command will Cancel both my target and stop orders generated by the ATM strategy, and close my position. Other times it will cancel my target, modify my stop order, and leave my position open. I believe this is in error.

One way I was able to alleviate this error is by first canceling the target / stop with a CANCELALLORDERS command, Sleeping for 1.25 seconds, then commanding a CLOSEPOSITION command. The following code:

NTClient.Command("CANCELALLORDERS", "Sim101", "$EURUSD", "", 0, "MARKET", 0, 0, "GTC", "od1", "", "", "");
Sleep(1250);
NTClient.Command("CLOSEPOSITION", "Sim101", "$EURUSD", "", 0, "MARKET", 0, 0, "GTC", "od1", "", "", "");

If I change my Sleep to 250, this solution doesn't work, and my position remains open with a the target canceled by NT, and the stop order moved.

If you need anything from me let me know.

Thanks guys!

[NinjaTrader_JoshP]

Hi mrlogik,

Have you tried using CLOSESTRATEGY? Then use OrderStatus to see if they have been cancelled?

[mrlogik]

I will try that and let you know.

Thanks

[mrlogik]

Hey Josh.

Would the command to cancel the Place order I posted originally be...

NTClient.Command("CLOSESTRATEGY", "", "", "", 0, "", 0, 0, "", "", "", "", "testATM");

Thanks

[NinjaTrader_JoshP]

When you did the PLACE one, you would have needed to use the optional strategyID. Then you can CLOSESTRATEGY via the strategyID.

[mrlogik]

Hey Josh.

yes, that worked. Thank you.

I am also trying to make a button that allows me to cancel the target order placed by my "testATM" strategy. This is how I'm doing it.

Placing the order as such.

NTClient.Command("PLACE", "Sim101", "$EURUSD", "BUY", 1, "MARKET", 0, 0, "GTC", "od1", "", "testATM", "eNTDLL");

And to Cancel

NTClient.Command("CANCEL", "Sim101", "$EURUSD", "", 0, "MARKET", 0, 0, "GTC", "od1", "Target1", "", "eNTDLL");

This is canceling both my Stop1 and my Target1. Is this the proper behavior?

Thanks again!

[NinjaTrader_JoshP]

Hmm. Please try it with only the orderID and strategyID filled out.

[mrlogik]

No Luck.

I have attached a .Zip of my .csv log file.

You can see the entry, target1 / stop1, the command to cancel target1.
They both seem to cancel.

The order after was just for me to close out the position since I lost my target / stop; we can ignore that.

Thanks Josh.

Much Appreciated.

[NinjaTrader_JoshP]

Hmm. I will have to get back to you on this.

[mrlogik]

Thanks Josh.

[NinjaTrader_JoshP]

mrlogik,

Are these targets and stops from an ATM strategy? If so are they OCO paired? If so then they will both cancel when you cancel one of them. If this is not what you hoped for you need to disable OCO.

[mrlogik]

Hey Josh,

Thanks. That makes sense, and did it.

much appreciated.