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Stop Loss as Market Type

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    Stop Loss as Market Type

    Hi Support,
    I am wondering that when I set the SL to be as market type, it is still working as a stop limit order with 20 ticks limit ...
    In addition, I have a market replay for 10:00 am trade for CL and the ATM is stop loss = 8 ticks and still it is stop limit and what is more more interesting is that it is making stop loss =15 rather than 8 ...
    I attached the log ..
    Kindly clarify as I am not feeling comfortable with such inconsistencies in the platform execution ...
    Thanks ..

    4/2/2013 1:09:27 PM|1|128|Enabling NinjaScript 'joBracketBreakout/c94d3380e13943009673d874cb1dfba4' : On starting a real-time strategy - StrategySync=WaitUntilFlat SyncAccountPosition=False EntryHandling=AllEntries EntriesPerDirection=1 StopTargetHandling=PerEntryExecution ErrorHandling=TakeNoAction ExitOnClose=True/ triggering
    4/2/2013 1:09:27 PM|1|128|Disabling NinjaScript 'joBracketBreakout/c94d3380e13943009673d874cb1dfba4'
    4/2/2013 1:09:27 PM|1|128|Enabling NinjaScript 'joBracketBreakout/c94d3380e13943009673d874cb1dfba4' : On starting a real-time strategy - StrategySync=WaitUntilFlat SyncAccountPosition=False EntryHandling=AllEntries EntriesPerDirection=1 StopTargetHandling=PerEntryExecution ErrorHandling=TakeNoAction ExitOnClose=True/ triggering
    4/2/2013 1:09:38 PM|1|32|Submitting order strategy 'joBracketBreakout/c94d3380e13943009673d874cb1dfba4'
    4/2/2013 1:09:38 PM|1|32|Order='92014c1017a8436b92b04e2726400612/Replay101' Name='Entry' state=PendingSubmit Instrument='CL 05-13' Action=Buy Limit price=96.49 Stop price=96.44 Quantity=1 Type=StopLimit Filled=0 Fill price=0 Error=NoError Native error=''
    4/2/2013 1:09:38 PM|1|32|Order='92014c1017a8436b92b04e2726400612/Replay101' Name='Entry' state=Accepted Instrument='CL 05-13' Action=Buy Limit price=96.49 Stop price=96.44 Quantity=1 Type=StopLimit Filled=0 Fill price=0 Error=NoError Native error=''
    4/2/2013 1:09:38 PM|1|32|Submitting order strategy 'joBracketBreakout/c94d3380e13943009673d874cb1dfba4'
    4/2/2013 1:09:38 PM|1|32|Order='4e60bb1959634f8b8c811efcd6e12bf1/Replay101' Name='Entry' state=PendingSubmit Instrument='CL 05-13' Action=Sell Limit price=96.31 Stop price=96.36 Quantity=1 Type=StopLimit Filled=0 Fill price=0 Error=NoError Native error=''
    4/2/2013 1:09:38 PM|1|32|Order='4e60bb1959634f8b8c811efcd6e12bf1/Replay101' Name='Entry' state=Accepted Instrument='CL 05-13' Action=Sell Limit price=96.31 Stop price=96.36 Quantity=1 Type=StopLimit Filled=0 Fill price=0 Error=NoError Native error=''
    4/2/2013 1:10:13 PM|1|32|Order='92014c1017a8436b92b04e2726400612/Replay101' Name='Entry' state=Working Instrument='CL 05-13' Action=Buy Limit price=96.49 Stop price=96.44 Quantity=1 Type=StopLimit Filled=0 Fill price=0 Error=NoError Native error=''
    4/2/2013 1:10:13 PM|1|32|Order='92014c1017a8436b92b04e2726400612/Replay101' Name='Entry' state=Filled Instrument='CL 05-13' Action=Buy Limit price=96.49 Stop price=96.44 Quantity=1 Type=StopLimit Filled=1 Fill price=96.44 Error=NoError Native error=''
    4/2/2013 1:10:13 PM|1|16|Execution='72d9c8ffe85c4608ac86108fe635a55 d' Instrument='CL Account='Replay101' Exchange=Default Price=96.44 Quantity=1 Market position=Long Operation=Insert Order='92014c1017a8436b92b04e2726400612' Time='4/2/2013 10:00:31 AM'
    4/2/2013 1:10:13 PM|1|64|Instrument='CL 05-13' Avg price=96.44 Quantity=1 Market position=Long Operation=Insert Currency=Unknown
    4/2/2013 1:10:13 PM|1|32|Order='65c222c555c1461e8b9c587781db11e8/Replay101' Name='Stop1' state=PendingSubmit Instrument='CL 05-13' Action=Sell Limit price=96.09 Stop price=96.29 Quantity=1 Type=StopLimit Filled=0 Fill price=0 Error=NoError Native error=''
    4/2/2013 1:10:13 PM|1|32|Order='65c222c555c1461e8b9c587781db11e8/Replay101' Name='Stop1' state=Accepted Instrument='CL 05-13' Action=Sell Limit price=96.09 Stop price=96.29 Quantity=1 Type=StopLimit Filled=0 Fill price=0 Error=NoError Native error=''
    4/2/2013 1:10:13 PM|1|32|Order='4e60bb1959634f8b8c811efcd6e12bf1/Replay101' Name='Entry' state=PendingCancel Instrument='CL 05-13' Action=Sell Limit price=96.31 Stop price=96.36 Quantity=1 Type=StopLimit Filled=0 Fill price=0 Error=NoError Native error=''
    4/2/2013 1:10:13 PM|1|32|Order='4e60bb1959634f8b8c811efcd6e12bf1/Replay101' Name='Entry' state=Cancelled Instrument='CL 05-13' Action=Sell Limit price=96.31 Stop price=96.36 Quantity=1 Type=StopLimit Filled=0 Fill price=0 Error=NoError Native error=''
    4/2/2013 1:11:14 PM|1|4|Chart trader position
    4/2/2013 1:11:14 PM|1|128|Disabled strategy='joBracketBreakout/c94d3380e13943009673d874cb1dfba4'
    4/2/2013 1:11:14 PM|1|128|Disabling NinjaScript 'joBracketBreakout/c94d3380e13943009673d874cb1dfba4'
    4/2/2013 1:11:14 PM|1|128|Disabled strategy='joBracketBreakout/c94d3380e13943009673d874cb1dfba4'
    4/2/2013 1:11:14 PM|1|32|Order='65c222c555c1461e8b9c587781db11e8/Replay101' Name='Stop1' state=PendingCancel Instrument='CL 05-13' Action=Sell Limit price=96.09 Stop price=96.29 Quantity=1 Type=StopLimit Filled=0 Fill price=0 Error=NoError Native error=''
    4/2/2013 1:11:14 PM|1|32|Order='65c222c555c1461e8b9c587781db11e8/Replay101' Name='Stop1' state=Cancelled Instrument='CL 05-13' Action=Sell Limit price=96.09 Stop price=96.29 Quantity=1 Type=StopLimit Filled=0 Fill price=0 Error=NoError Native error=''
    4/2/2013 1:11:14 PM|1|32|Order='0bf84e68ccb04e69b9c1e816fdaa13db/Replay101' Name='Close' state=PendingSubmit Instrument='CL 05-13' Action=Sell Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''
    4/2/2013 1:11:14 PM|1|32|Order='0bf84e68ccb04e69b9c1e816fdaa13db/Replay101' Name='Close' state=Accepted Instrument='CL 05-13' Action=Sell Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''
    4/2/2013 1:11:14 PM|1|32|Order='0bf84e68ccb04e69b9c1e816fdaa13db/Replay101' Name='Close' state=Working Instrument='CL 05-13' Action=Sell Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''
    4/2/2013 1:11:14 PM|1|32|Order='0bf84e68ccb04e69b9c1e816fdaa13db/Replay101' Name='Close' state=Filled Instrument='CL 05-13' Action=Sell Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=1 Fill price=96.46 Error=NoError Native error=''
    4/2/2013 1:11:14 PM|1|16|Execution='767591c937c1455a849db127c2bfc57 4' Instrument='CL Account='Replay101' Exchange=Default Price=96.46 Quantity=1 Market position=Short Operation=Insert Order='0bf84e68ccb04e69b9c1e816fdaa13db' Time='4/2/2013 10:01:29 AM'

    #2
    Hello,

    Thank you for your post.

    Can you please provide me with a screen shot of your ATM Strategy parameters.

    Also NinjaTrader will automatically input a Limit 20 ticks beyond your Stop Loss as protection however this price can be changed within the Orders tab if you wish.
    Christopher J.NinjaTrader Customer Service

    Comment


      #3
      Hi ,
      ** I changed this setup of Stoploss from STOP LIMIT to MARKET ORDER and still it is placed as STOP LIMIT .. !!!!
      I placed also 8 ticks Stop and the platform is placing 15 ticks stop... Please look at the log above ..

      Comment


        #4
        Your Stop Order is listed as a Stop Market Order "Stop price=96.29" and the Limit is automatically submitted by NinjaTrader 20 Ticks beyond the Stop Market "Limit price=96.09".

        Can you attach a screen shot of your ATM and Stop Strategy Parameters so I may look into the issue further.
        Christopher J.NinjaTrader Customer Service

        Comment


          #5
          I am not sure why you assume it is "Stop Market" . Kindly look at the order Type field and you will see it as Stop Limit ..
          I am attaching the stop strategy and also the "true" setup for stop loss as a market order instead of stop limit as shown in the chart trader properties....
          Attached Files

          Comment


            #6
            When using an automated strategy the Orders are submitted with the ATM Strategy however the settings within Chart Trader Properties will not be recognized since Chart Trader is not being used to submit the orders.

            Also after setting your Stop Loss Order was the ATM Stratagy saved and was this ATM Template name specifically input within your automated strategy parameters?

            I have also contacted the vendor to obtain a copy of the script to test on my end.
            Last edited by NinjaTrader_ChristopherJ; 04-02-2013, 03:20 PM.
            Christopher J.NinjaTrader Customer Service

            Comment


              #7
              Thanks Chris, so how to make an ATM with stop loss as Stop Market ? Is this possible ?
              I figured out that the value of SL was not saved , so after saving it was fine in terms of the values..
              I did input the correct name of the ATM in the parameters.
              Is there minimal value for the amount of ticks to be placed as a stop loss for some instruments ?
              I would appreciate if you can guide me to tutorial of how to develop a script using flow charts or wizards to enable me start programming these simple scripts
              Thanks
              Mohamed

              Comment


                #8
                Currently when pulling an ATM Strategy template there is not an option to change this to a Stop Market if a Stop Limit is used for the instrument by default however I have forwarded this to our development team as a suggestion on how we can improve the NinjaTrader platform.

                Once this suggestion has been input into our tracking system I will forward you the assigned ID number for tracking.


                For getting started with programming, check out the following links

                NinjaScript Educational Resources:
                http://www.ninjatrader.com/support/h..._resources.htm

                The strategy wizard is a great place to start
                http://www.ninjatrader.com/support/h...egy_wizard.htm

                And our forum samples at
                http://www.ninjatrader-support2.com/...splay.php?f=30

                And tips at
                http://www.ninjatrader-support2.com/...splay.php?f=31


                We also have created new Premium Paid Educational events where you will join a NinjaScript expert for a pair of 6-8 hour long intensive courses designed to provide you with in-depth training on how to create, test and deploy fully automated strategies.

                Introduction to NinjaScript Development :
                http://www.ninjatrader.com/Webinar/P...mmers_3-16.php
                Christopher J.NinjaTrader Customer Service

                Comment


                  #9
                  This request has been submitted to our development team and has been assigned ID #1218 for tracking.
                  Christopher J.NinjaTrader Customer Service

                  Comment


                    #10
                    Originally posted by NinjaTrader_ChristopherJ View Post
                    ...there is not an option to change this to a Stop Market if a Stop Limit is used for the instrument by default...
                    Hi Chris,
                    Where can I find what the default stoploss type is for each instrument?
                    Thanks.

                    Comment


                      #11
                      Hello,

                      This is currently utilized as a per-window setting. The setting which you need to check in to is the 'Use Stop Market for Stop Loss Orders' property. To access the Properties menu, right click in the SuperDOM, FX Pro or Chart Trader window where you are submitting your orders and select 'Properties' or, in the case of Chart Trader, 'Chart Trader Properties'.
                      KyleNinjaTrader Customer Service

                      Comment


                        #12
                        When submitting an ATM in ninjascript, how is the Stoploss type determined? I have not been able to find that setting in the documentation. Would you please point me to where that is.
                        Thanks.

                        Comment


                          #13
                          Hi zacharydw00,

                          The SetStopLoss call places a stop limit order with a 20 tick offset. This is not possible to change. It is not mentioned in the help guide because it cannot be changed and is handled internally by NinjaTrader.

                          You can use your own exit call to place a specific type of exit order.

                          http://www.ninjatrader.com/support/h...7/exitlong.htm

                          http://www.ninjatrader.com/support/h...itlongstop.htm

                          http://www.ninjatrader.com/support/h...itlongstop.htm

                          http://www.ninjatrader.com/support/h...gstoplimit.htm
                          Chelsea B.NinjaTrader Customer Service

                          Comment

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