1. Issue with Limit order filled by TD and not updating the Ninja Strategy. This is sporadic and Ninja support has been reviewing this for about a week. The log file generates a cbi.marketdata exception with the QID symbol, could be related?
2. Most of my strategies issue a Stop Market and Profit Target with each Long position entered. These orders are OCO. However, an Exit order generated in the strategy will NOT cancel the Stop Market and Profit Target orders and the Additional Sell order creates an error in TD and kills the strategy. Issuing a close order in TD creates the same error, so I guess this is a limitation in TD and not specific to the adapter. However this is not documented or flagged as a possible issue.
3. In order to overcome issue #2, Support suggested I get rid of the Stop Loss order, so now I only create a profit target order with each Long position. I thought this had a decent chance of working, however, in my live trading today, the profit order is stuck in a "pendingSubmit" status. It's my understanding that the SetProfitTarget should submit a working limit order. Additionally, when the target price was hit, Ninja still did not "send" the order to TD. (as might happen with a stop loss in sim mode). Is there some param that I've missed?
So, with strategies that worked flawlessly in live simulation, I've experienced nothing but obstacle after obstacle in live trading. Is the TD adapter not ready for primetime? I'm ready to switch to IB...I just want the automation to work.
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