I have a strategy I'm running live in Ninja via the strategies tab. Every time it attempts to generate a buy order, the order is rejected.
I emailed my broker yesterday on this... between my broker and Ninja, I got a response to hit "Reset Instruments" in the option menu, restart Ninja and see if the problem happens again.
The problem is still there. I have tried the following, I hope it's helpful for you:
- Tried using big stop losses (16 ticks as opposed to 8). This did not work. My broker executes very fast, so I don't think fast moving market prices is the cause of this, but I could be wrong.
- I noticed that the "average price" column says "0" on the rejected order
- This error happens occasionally whenever I try to run the strategy in Ninja via the internal sim accounts, but only rarely. I think it is for a different reason, because the stop loss is bigger than the market price, since Ninja takes more time (more realistic than my fast broker! ) to fill orders.
I attached a screen shot of what comes up when the order is rejected.
As you've possibly recognized with my constant emailing, question asking and comment suggesting, I'm quite happy with Ninja and really don't intend on moving anytime soon... I also use Bloomberg and Cyborg, however Ninja is my favorite as far as my personal account goes. I just bought a second license so I can run Ninja on another computer in Chicago near the exchange... my original plan was to go fully live with this strategy next Monday, so I'm hoping we can get this solved by then. If not, there's a 40% chance I'll need to postpone anyways...but your help is hugely appreciated, as always.
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