Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Possible Bug Tradestation to IB Link - Stop Orders

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Possible Bug Tradestation to IB Link - Stop Orders

    Here's my situation that I have reviewed very carefully:

    I use the e-mail interface with Tradestation to send orders to NT and then to Interactive Brokers.

    My ninjatrader tab is named something like:
    NinjaTrader;Account=99999

    Within this tab I have TWO charts with symbol: @ER2U08.D. Each chart has one system applied to the chart and that's all.

    One system moves the stoploss up during the day as the trade becomes more profitable. The other system has a static stoploss that does not move after entry.

    The behavior I am observing: I think Ninjatrader is getting confused because I'm using the same symbol within one tab because although I see TWO stop orders in Ninjatrader, they are always at exactly the same price when i look at my IB Trader Workstation window. I have checked my code for each system to ensure they do not have the same stop logic. When only ONE of the stops should be moving, BOTH of the stops get moved up. I've watched it happen live. These are separate systems running on separate charts so they should be considered separate right? It seems there is some sort of interference.

    Why is this happening? I suspect this is a subtle bug of some sort.
    Last edited by geoMEAN; 06-17-2008, 04:15 PM. Reason: spelling

    #2
    There is only so much data that is sent via a TS email that allows NT to try and uniquely identify unique orders. It is possible that two separate systems generate the same signal names in the email.

    What I suggest is two have two separate TS workspaces which forces unique names and run each strategy in each workspace when trading the same market. This will guarantee uniqueness.
    RayNinjaTrader Customer Service

    Comment


      #3
      Ray,

      Thank you for your promptness.

      I'm sort of overwhelmed with workspaces at the moment so although I might eventually have to try what you suggest, I'm wondering if the "signal name" as you call it is related to what they call the signal name in Tradestation. For example when I place an order in tradestation I can name the entry or exit like so:

      Buy ("LE_myentry") next bar market;
      or
      Sell ("LX_SL") next bar MyStopLoss stop;

      Do the named entries differentiate orders / make them unique, or do those mean nothing to Ninjatrader?

      I imagine they might because I just opened each strategy and noticed that the signal names "LX_SL" are the SAME for both strategies for the stoploss exit.
      Last edited by geoMEAN; 06-17-2008, 04:28 PM. Reason: add more

      Comment


        #4
        Yes, they matter. I suggested different workspaces since the likely hood of getting identical signal names by using TS out of the box strategies will be removed. If you are able to change the duplicate signal names you should also be fine.
        RayNinjaTrader Customer Service

        Comment


          #5
          Hah! Out of the box strategies! Why would I use those? I write my own strategies and name the signals myself so I'll just go change them so they will always be unique.

          Thanks again for your help.

          Comment

          Latest Posts

          Collapse

          Topics Statistics Last Post
          Started by MarianApalaghiei, Today, 10:49 PM
          3 responses
          9 views
          0 likes
          Last Post NinjaTrader_Manfred  
          Started by XXtrader, Today, 11:30 PM
          0 responses
          3 views
          0 likes
          Last Post XXtrader  
          Started by love2code2trade, Yesterday, 01:45 PM
          4 responses
          28 views
          0 likes
          Last Post love2code2trade  
          Started by funk10101, Today, 09:43 PM
          0 responses
          8 views
          0 likes
          Last Post funk10101  
          Started by pkefal, 04-11-2024, 07:39 AM
          11 responses
          37 views
          0 likes
          Last Post jeronymite  
          Working...
          X