Hi,
I have created a very simple ATM strat with a stop strategy which goes like this. I am trading two contracts on the 6E. Target 1 is Qty. 1 , Stop loss 8 , profit target 4 Stop strategy=none , Target 2 is Qty 1 , Stop loss=8 Profit Target=20 , Stop Strategy=Profit target=4 , Plus=1 with no auto trail. This can all be seen in the screenshots i am including. What I want to happen is that once I enter the market , my strategy places my 8 tick stop for both contracts and my 4 tick and 20 tick targets for each contract. This happens correctly 100% of the time. Next when my ATM kicks in and executes once my first target is reached 4 ticks, my ATM strat should then execute that 4 tick profit trade and then cancel one of my 8 tick stops and then move that stop to 1 tick above break even. Then my trade should run until either i reach my second profit target of 20 ticks or my breakeven plus 1 tick stop is hit. However what is happening is that Ninja is doing that correctly about 70% of the time , and may 25% or so of the time it apears to be malfunctioning. It appears to be reaching target 1 and it seems as though it does not execute target one rather it is first moving the stop to break even + 1 and it incorrectly executes that. It leaves my target 1 in place and it leaves my 8 tick stop in place. It apparently for unknown reason cancels my 20 tick target as well. Best i can tell is that it move my breakeven +1 before it has executed my taget 1 . I am using market replay with data downloaded from ninja trader. This can be seen in the screenshots. Here is a description of the screen shots.
I will have to make a second post because there appears to be a maximum of file screenshots I can upload but it requires more than this to show what is happening .So the aditional 5 screenshots will be in my next post.
Here is a description of the events
1. screenshot=stop=-strategy.jpg = This is a picture of the stop strategy settings
2. screenshot=sdom-atm-entry.jpg = Here is the entry of the strategy all is correct here and this always works. My ATM strat paramerts can be seen here.
3. screenshot=chart-atm-entry.jpg = Here is the chart at entry all is correct here and this always works.
4. screenshot=sdom-atm-executes.jpg = Here we can see the first malfunction. As you can see the ATM strat has executed incorrectly and i now have an 8 tick stop and a 1 tick stop and my target 1 is remaing active. This should never occur. I should always either have 2 8 tick stops , i.e. one for each contract , or I should have 1 stop at Breakeven + 1 ? At this point my stop strat B/E+1 is sitting there and it executes and then my target 2 20 tick disappears?
5. screenshot=chart-atm-executes.jpg = Here we can see what I illustrated above in chart form. Note my 20 tick target 2 is still active at this point. As well as my target 1 is still active
6. screenshot=chart-atm-executes-2.jpg =Here we see that my 20 tick target 2 is gone and my 8 tick original stop is still in place , when in fact i should have only a 20 tick target 2 in place and a stop strat of B/E + 1 working
7. screenshot=sdom-atm-executes-2.jpg = Here we see how the strat ends up. I end up with my target 1 still active my original 8 tick stop still active and all of my target 2 and stop strat have executed in the wrong order.
8. screenshot=orders-atm-entry.jpg = Here we can track how it all occured in the incorrect sequence via the order entry display this is the the first entry display all is correct here.
9. screenshot=orders-atm-executes-2.jpg = Here we can see what occurs as described above. My 20 tick target 2 is cancelled, and my target 1 is still active and my stop strat B/E + 1 is filled. Completely wrong sequence.
10. screenshot=orders-atm-complete.jpg = Here is after all is said and done as you can see the inproper sequence.
I apologize for how painful this post must be to follow but the issue is hard to describe and show at the same time. Normally i would think i am just doing something wrong and this might be the case, but it works correctly 75% to 80% of the time.?
The screenshots 6 through 10 described above will be in the next post.
Thank You so much for your time and help,
P.S. As i descibe my goal in the beginning of my post , is there multiple ways to accomplish this? How would you do an ATM to achieve my goal?
I have created a very simple ATM strat with a stop strategy which goes like this. I am trading two contracts on the 6E. Target 1 is Qty. 1 , Stop loss 8 , profit target 4 Stop strategy=none , Target 2 is Qty 1 , Stop loss=8 Profit Target=20 , Stop Strategy=Profit target=4 , Plus=1 with no auto trail. This can all be seen in the screenshots i am including. What I want to happen is that once I enter the market , my strategy places my 8 tick stop for both contracts and my 4 tick and 20 tick targets for each contract. This happens correctly 100% of the time. Next when my ATM kicks in and executes once my first target is reached 4 ticks, my ATM strat should then execute that 4 tick profit trade and then cancel one of my 8 tick stops and then move that stop to 1 tick above break even. Then my trade should run until either i reach my second profit target of 20 ticks or my breakeven plus 1 tick stop is hit. However what is happening is that Ninja is doing that correctly about 70% of the time , and may 25% or so of the time it apears to be malfunctioning. It appears to be reaching target 1 and it seems as though it does not execute target one rather it is first moving the stop to break even + 1 and it incorrectly executes that. It leaves my target 1 in place and it leaves my 8 tick stop in place. It apparently for unknown reason cancels my 20 tick target as well. Best i can tell is that it move my breakeven +1 before it has executed my taget 1 . I am using market replay with data downloaded from ninja trader. This can be seen in the screenshots. Here is a description of the screen shots.
I will have to make a second post because there appears to be a maximum of file screenshots I can upload but it requires more than this to show what is happening .So the aditional 5 screenshots will be in my next post.
Here is a description of the events
1. screenshot=stop=-strategy.jpg = This is a picture of the stop strategy settings
2. screenshot=sdom-atm-entry.jpg = Here is the entry of the strategy all is correct here and this always works. My ATM strat paramerts can be seen here.
3. screenshot=chart-atm-entry.jpg = Here is the chart at entry all is correct here and this always works.
4. screenshot=sdom-atm-executes.jpg = Here we can see the first malfunction. As you can see the ATM strat has executed incorrectly and i now have an 8 tick stop and a 1 tick stop and my target 1 is remaing active. This should never occur. I should always either have 2 8 tick stops , i.e. one for each contract , or I should have 1 stop at Breakeven + 1 ? At this point my stop strat B/E+1 is sitting there and it executes and then my target 2 20 tick disappears?
5. screenshot=chart-atm-executes.jpg = Here we can see what I illustrated above in chart form. Note my 20 tick target 2 is still active at this point. As well as my target 1 is still active
6. screenshot=chart-atm-executes-2.jpg =Here we see that my 20 tick target 2 is gone and my 8 tick original stop is still in place , when in fact i should have only a 20 tick target 2 in place and a stop strat of B/E + 1 working
7. screenshot=sdom-atm-executes-2.jpg = Here we see how the strat ends up. I end up with my target 1 still active my original 8 tick stop still active and all of my target 2 and stop strat have executed in the wrong order.
8. screenshot=orders-atm-entry.jpg = Here we can track how it all occured in the incorrect sequence via the order entry display this is the the first entry display all is correct here.
9. screenshot=orders-atm-executes-2.jpg = Here we can see what occurs as described above. My 20 tick target 2 is cancelled, and my target 1 is still active and my stop strat B/E + 1 is filled. Completely wrong sequence.
10. screenshot=orders-atm-complete.jpg = Here is after all is said and done as you can see the inproper sequence.
I apologize for how painful this post must be to follow but the issue is hard to describe and show at the same time. Normally i would think i am just doing something wrong and this might be the case, but it works correctly 75% to 80% of the time.?
The screenshots 6 through 10 described above will be in the next post.
Thank You so much for your time and help,
P.S. As i descibe my goal in the beginning of my post , is there multiple ways to accomplish this? How would you do an ATM to achieve my goal?
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