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Stops

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    Stops

    I've had significant slippage at times and would like to better understand how my stops work.

    I trade the Russell 2000 (ER2) and use a predefined strategy. At times of peak market activity when price quickly approaches my stop I notice price can penetrate and go beyond my stop before my position is closed. When I look at the result in the "Position Strategy" tab I usually get slippage at these times. Usually 1 - 2 tics. Sometimes even 4 tics. I should note here I use Future Source Workstation (FS) for charting and have been having a problem with it pegging my CPU for seconds at a time and making my computer unresponsive for those seconds.

    My question is where do my stops exist in the above scenario? Are they market stops on my machine that get fired late because of my FS problem?

    Thanks









    #2
    imported post

    Refer to this -



    http://ninjatrader.mywowbb.com/forum7/32.html


    RayNinjaTrader Customer Service

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      #3
      imported post

      I read the linked info but still confused. I'm referring to a red bar for a stop when I've entered into a position strategy. I'm on Patsystems.

      Is this stop a market or limit? Where does it reside? On my machine?

      Comment


        #4
        imported post

        cme has had problems with sending out data when the market gets busy. On esignal I had the exact same problem, the data seems to come in bursts and is 10-30 seconds behind my patsystem jtrader.

        I'm hopingits just cme needing to increase their data throughput to vendors and not seat members finding out its a chokepoint for upstairs traders and forcing us out of the market at busy times.


        Comment


          #5
          imported post

          This depends on the exchange. For Globex they are at the exchange (stop market for RCG clearing the exception) for ECBOT they are on your PC. NT submits native orders if the exchange supports it.
          RayNinjaTrader Customer Service

          Comment


            #6
            imported post

            I'm not trying to be difficult but-

            What does "(stop market for RCG clearing the exception)" mean???

            I'm trading the Russell

            through RCG

            Through Pats

            Position strategy - red bar for stops



            Is this a market or limit stop?

            Where does the stop reside?

            I don't know how to be clearer!












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              #7
              imported post

              Globex - All stops are are native so they reside on the exchange with an exception that if you trade through RCG only stop limits are at the exchange. This means stop markets are on your PC.

              You decide what type of stop order to use. In the instrument manager for the ER2, go to the NinjaTrader Default Properties tab and uncheck 'Use Stop Market for Stop Loss' orders.
              RayNinjaTrader Customer Service

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                #8
                imported post

                FYI there is known performance issues with Patsystems J-trader when running the J-trader on same CPU as another price service....especially intensive ones like FT and Reuters.......dont know if that only occurs with the actual J-trader app or an API(ie NT) also however.....

                Possibly related???

                Comment


                  #9
                  imported post

                  I have run jtrader, esignal and fidelity atp on a dell 650(?) workstation for about 6 months and only suffer degraded service when either cme has data problems and goes from continous data feed to 'bursting' data or my cable line which is 5/1 speed has problems at the gateway or along the hops to price servers.

                  I monitor hops & line quality with pingplotter, if that helps.

                  Pleaseexpand upon what the known issues are with jtrader if possible - I am keen to hear it.

                  Comment

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