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complete random fills

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    complete random fills

    Can you explain something to me, I am running a SMA crossover rule that one of your 3rd party affiliates wrote for me, when I am using this thing it will enter in properly most of the time but every 5 securities I trade with it the 6th one will come in completely random, I have been using ninja for 3 years now so I know what to look for so don't bother asking me if I have entered my parameters correctly or if my computer is plugged in etc. For some reason NT goes completely irradic sometimes is there any explanation for this? What is the status of NT 7?

    #2
    pistolpete, please clarify what you mean by 'random fills' - have you added the underlying indicators to check for signal validity when a trade is taken?

    For NinjaTrader 7, all revelant info, features and development status is located under this link - http://www.ninjatrader.com/webnew/NT7/NinjaTrader7.html
    BertrandNinjaTrader Customer Service

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      #3
      By random fills I mean that when the order was supposed to be entered it wasn't and then 5 bars later as the stock is collapsing it enters in 3 long orders and I get killed, if the rule was working like it was supposed to it would have got in, made money and got out before everything collapses underneath me. It would be understandable if this rule didn't work on any of the stocks that I trade, or if it was sending orders late for everything but when I am trading 20 different securities and 12 of them enter correctly but 8 of them all enter in 40 minutes later something doesn't add up. Its the equivalent of entering 2+2 on a calculator and 12 of the times it comes up 4 but the other 8 are anything but 4.

      Originally posted by NinjaTrader_Bertrand View Post
      pistolpete, please clarify what you mean by 'random fills' - have you added the underlying indicators to check for signal validity when a trade is taken?

      For NinjaTrader 7, all revelant info, features and development status is located under this link - http://www.ninjatrader.com/webnew/NT7/NinjaTrader7.html

      Comment


        #4
        pistolpete, I would suggest checking the logs for any information regarding order rejections or errors that were encountered while running the strategies. Then next check with the programmer if there are conditions in place that would depend on the price range of the stocks you follow, or for example min tick size settings that could affect your order placement. You can also contact us with your logs and trace using the Help > Mail to Support feature and we'll review them for errors.
        BertrandNinjaTrader Customer Service

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          #5
          This is what the order says
          "order event warning outside regular trading hours is ignored based on the order type and destination place orders now being processed."
          Any idea what that means? Why is it that most of the orders enter in on time but some don't? I can't get my head around such a simple strategy. I told my coder that I wanted the SMA crossover entries to be exactly the same as the sample sma that comes with NT, I just changed the exits so why would the entries be different from scenario to scenario.
          Thanks

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            #6
            pistolpete, this warning should not affect order placement for your strategies, did you try correlating the entries with the SampleMACrossOver at the same settings then? Do you have TraceOrders in the strategy enabled to check for ignored / cancelled orders?

            BertrandNinjaTrader Customer Service

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