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ATM generating incorrect profit target

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    ATM generating incorrect profit target

    I have the Ninjatrader for Interactive Brokers live license. I plan to use this for Forex trading on IB. Interactive Brokers uses halfpips for Forex and that is setup in Ninjatrader->Options->Data.

    While test trading $EURUSD on the Sim01 account, I set the ATM Strategy to custom with the following parameters

    1 Target
    Qty: 0.5M
    Stop Loss: 10
    Profit Target: 10
    Stop Strategy was set to <None>



    So assuming Stop Loss & Profit Target @ 10, if I buy $EURUSD at 1.38580 then the ATM should insert

    Stop Loss at 1.38530 &
    Profit Target at 1.38630


    However what happened is

    Stop Loss at 1.38530 (Correct)
    Profit Target at 1.38650 (Incorrect. Off by 4 ticks)


    I tested it again with a short position. Sold $EURUSD at 1.38565, ATM generated

    Stop Loss at 1.3861.5 (Correct)
    Profit Target at 1.38495 (Incorrect. Off by 4 ticks)


    It seems that the ATM is generating profit targets at 14 ticks instead of 10 ticks as configured.

    #2
    Hello traderji,

    Welcome to the NinjaTrader Support Forums.

    For this order execution issue, please send us your Log & Trace files for this date. Make sure to detail the trade date & time.

    They can be found in your (My) Documents folder at the file path:
    1. NinjaTrader 6.5 > Trace > trace.YYYYMMDD.txt
    2. NinjaTrader 6.5 > Log > log.YYYYMMDD.txt

    (see screenshots for examples)

    If you are using NinjaTrader 7 then just substitute 7 for 6.5 in the file path above.

    Simply attach these text (.txt) files to your response/email.

    Please include a reference to this thread & make it to my attention. You can email it to support AT ninjatrader DOT com.

    Thank you,
    Attached Files
    ChipNinjaTrader Customer Service

    Comment


      #3
      I can see the log.xxxx files but I can't see any trace files. How do I turn tracing on?

      Comment


        #4
        You can find trace files at (My) Documents-->NinjaTrader 6.5-->trace folder.

        Also, what setting do you have enabled for 'Quote currencies (FX) in' at Control Center-->Tools-->Options-->Misc-tab. Make sure it is set to HalfPip with IB.

        Subsequently if you enter values of 10 for your ATM orders, they will be submitted 5 pips above and below your entry price.
        JasonNinjaTrader Customer Service

        Comment

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