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Charttrader vs DOM

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    Charttrader vs DOM

    Hi,

    I use both charttrader and DOM for oder placing and it seems like there's a difference in order acceptance speed btwn charttrader and DOM.

    Is it because all my chart refresh rate is set at 100ms?

    I can definitely see the tick update lagging on chart and DOM,,not by a lot but noticeable if you look hard.

    I can't really compare side by side but there's a few instances I got a slippage for a stop order when Russell 2000 moved fast with charttrader but it never happened with DOM yet.

    #2
    kalalex,

    If you could post some replication steps I would be happy to look into this further.
    Adam P.NinjaTrader Customer Service

    Comment


      #3
      I don't understand what you mean by replication.

      Also I'm talking about live trading,,, not sim.

      I re-read my post and lagging part wasn't clear so I'm stating it again.

      I can see price update is slower on chart than DOM if I look hard comparing them side by side.

      The question is "the slippage is caused in charttrader because of 100ms chart refresh rate which is lagging behind tick update in DOM?"

      Comment


        #4
        Kalalex,

        Essentially I need to know the instrument you are using, the data provider, etc. so that I may replicate on my end. I will escalate this to our tech lead.
        Adam P.NinjaTrader Customer Service

        Comment


          #5
          Adam,

          I use CGQ feed and trade mostly TF on 5 min chart.
          I assume from your response that there was no one raised this question or had this problem before?

          Also what's the next step then if it's escalated to tech lead?

          Thanks.

          Comment


            #6
            Kalalex,

            Correct, I have not seen this before. I have made the call to escalate as I would need to discuss it with him anyway on Monday once I replicate the issue on my end. He will be in the office then.
            Adam P.NinjaTrader Customer Service

            Comment


              #7
              OK.
              Please update me.


              I have to correct something.
              Chart refresh rate is set to 0.5 which is default value not 1 (100ms).
              Sorry for the confusion.
              Last edited by kalalex; 03-25-2012, 04:34 PM.

              Comment


                #8
                Hello,

                Yes the update rate on the chart will be slightly slower then the update rate on the superDOM. The chart updates every half second and the DOM is virtually real time with no update interval.

                As far as order slippage there would be none, orders submitted are filled by the market which has no connection to what you see on the screen.

                This refresh rate on the chart is there by design as if you get some indicators that you process on each tick for examply this could bring the PC to halt as it tries to update indicator values. By using a refresh interval you are able to reduce processor load.

                No ticks are ever dropped by either the DOM or the chart.

                Let me know if you have any further questions.
                BrettNinjaTrader Product Management

                Comment


                  #9
                  Brett,

                  Thanks for the update.

                  Let me ask the question this way.

                  For example I have a stop order at 900.00 with charttrader. Since the tick update will be slower by half second than DOM on charttrader isn't my order get trigerred half second slower than the stop order resting on DOM?

                  Comment


                    #10
                    No because orders are submitted via the NinjaTrader core. Not related to what window you use to submit the order.

                    -Brett
                    BrettNinjaTrader Product Management

                    Comment


                      #11
                      That's good to hear.
                      Tnx

                      Comment


                        #12
                        So I guess you enter a trade on the DOM and use the paddles in the chart trader to manage your trade? I'm new. I seeing that the DOM is better for order entry than the Chart trader because of a refresh rate. Is that ture?

                        Comment


                          #13
                          Can someone help me, first how do i make a new post?

                          2) When i place a 6 tick stop limit on an order under ATM strategies, it takes me out of trade almost immediately after placing the order. I think that my tick parameters need to be set higher. How do i change this. I want 1 tick to equal .0001


                          3)When i go to file then new tab there is no static superdome option. And when there was a static super dome option no numbers populated in the chart, how do i rectify this?

                          Comment


                            #14
                            Originally posted by Camron View Post
                            Can someone help me, first how do i make a new post?

                            2) When i place a 6 tick stop limit on an order under ATM strategies, it takes me out of trade almost immediately after placing the order. I think that my tick parameters need to be set higher. How do i change this. I want 1 tick to equal .0001


                            3)When i go to file then new tab there is no static superdome option. And when there was a static super dome option no numbers populated in the chart, how do i rectify this?

                            Hello,

                            Glad to help, you made a new post here so you should be good to go.

                            2) If you right click on the DOM and select properties. What is the option for Paramter type set too? It should be tick.

                            Then set the profit target and stop loss to 1 and on the 6E this will be .0001. It will work for the number of ticks away on each intrument.

                            3) This depends on the live license you have.You have to choose either the dynamic or static superDOM to use. Please contact sales at ninjatrader dot com and send them your license key from control center->help->license key and they can give you your options if you want the static superDOM.

                            -Brett
                            BrettNinjaTrader Product Management

                            Comment


                              #15
                              Originally posted by oz bu View Post
                              So I guess you enter a trade on the DOM and use the paddles in the chart trader to manage your trade? I'm new. I seeing that the DOM is better for order entry than the Chart trader because of a refresh rate. Is that ture?
                              That was my original question.
                              I didn't really understand what NT "core" meant but if you experiment with both DOM and Charttrader on for the same instrument you'll see the order placed in either will show up in the other.....so the answer is that there's no advantage or disadvantage using one over the other.

                              Comment

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