Duplicate Orders Tradestation Email ATI

[lavalampmj]

I am testing the email order interface between Tradestation and NT, with the SIM account, with multiple systems on the same market. Each system lives in different tradestation workspaces.

I am consistently getting duplicate orders in NT although the tradestation manager shows just one. I reset the SIM account and did a refresh (CNTRL R) in tradestation to send fresh orders to duplicate. I must have something incorrectly configured but cannot figure out what? Any idea?

[NinjaTrader_PatrickH]

Hello lavalampmj,

Thank you for your post.

Please send me your log and trace files for today so that I may look into what occurred.

You can do this by going to the Control Center-> Help-> Mail to Support.

Please place 'ATTN: Patrick - 935388' in the subject line and reference this thread in the body of the e-mail: http://www.ninjatrader.com/support/f...ad.php?t=61386

I look forward to your response.

[lavalampmj]

Hi Patrick;

I think I've found the problem.

The issue is on the tradestation side. My habit is to have the same data in the trading chart as that used while back-testing, so that I can guarantee:

a) all calculations are identical in testing and we just trade forward, I've found that often cum-volume based indicators vary over large calculation periods and at times can have surprising effects on strategy signals.
b) the trading system itself starts to calculate on the same bar every time

Sometimes there is zero effect by altering the data loaded, so long as there is enough to satisfy your strategy.

What tradestation appears to do when there is years of data to load, is to do a quick calc on the initial near term data delivered (fire off the first active order), then when the pending data is actually loaded, it recalcs over all data and fires off the same active order email. On the tradestation side they are smart enough to know its the same order and don't place it twice, on NT side you are not as smart (perhaps by design as there can be no handshake).

Reducing the bars to a small number removes the double active order / double strat recalc at the cost of me not being sure that the system is the same one that I tested.

Think I'm just going to port to NT and be done with it.

BTW: It would a a great enhancement to either dump a second identical order received within N seconds or to ask the user what to do with the 2nd order (cancel or place).

[NinjaTrader_PatrickH]

Hello lavalampmj,

Thank you for your response.

You can actually enable NinjaTrader to confirm the placement of the orders by going to the NinjaTrader Control Center > Tools > Options > General > enable 'Confirm Order Placement' > OK.

For information on Order Handling options in the ATI tab of the Options menu for Tradestation please visit the following link: http://www.ninjatrader.com/support/h...ng_options.htm

Please let me know if I may be of further assistance.