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Problem with ATM strategy and SPI 200

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    Problem with ATM strategy and SPI 200

    I have been testing a simple ATM strategy with a stop loss and a profit target in sim mode but today i went live and tried to place an order and it failed with a error of : " Combination order type stop limit and time in force 'Day' not supported by exchange 'Sfe' affected order......"

    Here is a screen shot of the error i received and a screen shot of the NT control panel

    Also when i placed this order i didn't show up on my chart - so the close button on chart trader didn't work and the PnL also didn't show any value even though it is setup to show it and in market analyser also doesnt show any values and the profit and loss column has incorrect formatting.

    Please refer to attached pics

    Thanks in advance
    Gonzo
    Attached Files

    #2
    Hi GONZO, have you tried entering the StopLimit entry order with another TIF setting (GTC instead of Day)? It would be good to clarify with your broker what orders they support for the SPI on the SFE.

    Most likely this order did not show up in your reports, as it was not filled because of the incorrect TIF setting...
    BertrandNinjaTrader Customer Service

    Comment


      #3
      I have changed the order type to GTC instead of day and still the ATM strategy gets rejected - it gets very confusing as the chart doesnt show any entry - even though i have entered the market - so i have to go to the control panel/executions to see if i got filled and at what price.

      I have tried to change the 'Use stop market for stop loss orders' in the Dom properties page but this did not help.

      Do you have any other suggestions ??


      Thanks
      Gonzo

      Comment


        #4
        Gonzo, thanks for the reply - have you checked with your broker which exact order type is supported for the SNFE / SFE with them?

        Please contact me using the Help > Mail to Support feature and include trace and logs for review - to route it directly to me -> please put Attn Bertrand in the subject of your note.

        Thanks
        BertrandNinjaTrader Customer Service

        Comment

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