ATM stop use last trade not bid or ask

[jtrade]

NT 6.5.1000.15
Recurring ATM issue : ATM is set to move stop from -21 to -5 after +10 ticks. It often moves one of the two stops early, this morning after +6 ticks. Presumably the Ask hit 10 ticks : can I change this to "Last Trade" so that the stop moves only when price has actually traded at +10 ?

Edit : ATM screenshot removed as showing account number.

[NinjaTrader_Jason]

Hello jtrade,

ATM stop strategies only trigger when the 'last traded price' meets the profit trigger. Could it be the market was very volatile and you missed the price moving to +10?

What account did you trade and to what connectivity provider do you connect?

[jtrade]

'Morning, Jason,

Please take a look at the attached screenshot : I went long this mornINg at 5851.00. The high of the bar is 5854.00, ie. +6 ticks from entry. This triggered the movement of my stop on just one of my two contracts to 5849.00, where it was stopped out. The second contract was stopped out on the next bar, but that's irrelevant to this issue (I had moved it manually).

This was via Mirus / ZenFire & this issue also used to happen a lot with different ATMs via Interactive Brokers.

[NinjaTrader_Jason]

Good mornining jtrade,

Can you please verify if the data in the chart is real-time data you received in real-time while connected to Zen-Fire or if the chart consists of historical data you (re)loaded.

Could it be you perhaps have an ATM strategy selected that used a profit trigger of 6 ticks?

What TWS version do you have installed? You can check this at Help-->About TradersWorkStation.

Stop strategies will only trigger when the last trade price meets the profit trigger. You must have receive a real-time price that would trigger the stop strategy. Could it be you have the real-time tick filter applied that have exclude the tick from the chart that triggered the stop strategy?

[jtrade]

Here's the ATM, with my account not showing - you already have the stop strategy screenshot above.

This is ZenFire / Mirus NOT IB / TWS, which I used to use with Ninja but with which I also experienced the same problem often. In fact, I changed the b/e setting from +8 to +10 to stop this happening, but it still happens.

If Zenfire gave NT a last trade that caused the b/e ATM to fire, why does NT not show it on my chart (which is/was indeed Live & was not reloaded) ?

Have to go out now, back this afternoon.

[NinjaTrader_Jason]

It could be you have the real-time tick filter applied, which will filter bad ticks as per the value you setup. Please see the link below for more information.

http://www.ninjatrader-support.com/HelpGuideV6/Real-timeTickFiltering.html

Check if you have enabled the tick filter at Tools-->Options-->Data-tab.
Please send me your log file for today as well. You can find these files at the following locations:

Start Menu--> My Documents--> NinjaTrader 6.5--> Log--> log.20100524 for today. (log.yyyymmdd for any other date)

Send it to support[at]ninjatrader[dot]com and please include 'Attn Jason' in the subject header and reference this forum thread.

[jtrade]

Tick filter was Off and logfile is on its way now.