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ATM Strategy - Stop Strategy does not work if for target2

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    ATM Strategy - Stop Strategy does not work if for target2

    I have an ATM Strategy with two targets. The setup is the following:

    Order Quantity = 2000 pips
    Target 1 = 1000, SL=50 pips, TP=50pips, Stop Strategy = None
    Target 2 = 1000, SL=50 pips, TP=100pips, Stop stratgy = Custom

    Stop Strategy for target 2:

    Stop1= SL=50, PT=50, Frequency=.1
    Stop2 =SL=30, PT=65, Frequency=.1
    Stop3 =SL=20, PT=75, Frequency=.1


    Now what happens is target1 hits and is filled and the position goes to target 2, but the stop-loss specified in the stop strategy for target2 never gets executed.

    See below the logs:

    07:44
    I manually updated the stops because ATM strategy did not work.

    Time Category Message
    1/17/2019 07:44 Order Order='666798812/XXX' Name='Stop2' New state='Working' Instrument='USDCHF' Action='Sell' Limit price=0 Stop price=0.99075 Quantity=1,000 Type='Stop Market' Time in force=GTC Oco='b17ee7a6f35742d5b33141c2553354c0' Filled=0 Fill price=0 Error='No error' Native error=''

    07:17 - target1 was filled. Stop2 did not move as it was specified in the ATM stop strategy for target2.

    1/17/2019 07:17 Position Instrument='USDCHF' Account='XXX' Average price=0.98913 Quantity=1,000 Market position=Long Operation=Update
    1/17/2019 07:17 Order Order='666798811/XXX' Name='Stop1' New state='Cancelled' Instrument='USDCHF' Action='Sell' Limit price=0 Stop price=0.98426 Quantity=1,000 Type='Stop Market' Time in force=GTC Oco='2c08f7c7c74a4a82a276df542b877bac' Filled=0 Fill price=0 Error='No error' Native error=''
    1/17/2019 07:17 Execution Execution='666798518' Instrument='USDCHF' Account='XXX Exchange=Default Price=0.98913 Quantity=2,000 Market position=Long Operation=Operation_Add Order='666798518' Time='1/17/2019 07:17 AM'
    1/17/2019 07:17 Order Order='666798811/XXX' Name='Stop1' New state='Cancel submitted' Instrument='USDCHF' Action='Sell' Limit price=0 Stop price=0.98426 Quantity=1,000 Type='Stop Market' Time in force=GTC Oco='2c08f7c7c74a4a82a276df542b877bac' Filled=0 Fill price=0 Error='No error' Native error=''
    1/17/2019 07:17 Position Instrument='USDCHF' Account='XXX' Average price=0.98913 Quantity=1,000 Market position=Long Operation=Update
    1/17/2019 07:17 Execution Execution='666798824' Instrument='USDCHF' Account='XXX' Exchange=Default Price=0.99427 Quantity=1,000 Market position=Short Operation=Operation_Add Order='666798824' Time='1/17/2019 07:17 AM'
    1/17/2019 07:17 Order Order='666798824/XXX' Name='Target1' New state='Filled' Instrument='USDCHF' Action='Sell' Limit price=0.99427 Stop price=0 Quantity=1,000 Type='Limit' Time in force=GTC Oco='2c08f7c7c74a4a82a276df542b877bac' Filled=1000 Fill price=0.99427 Error='No error' Native error=''

    The same happened for another trade I placed.

    appears to be a bug to me.

    When I put Stop strategy with only one target it works fine
    This happens if I have a strategy with no stop strategy for the first target and the stop strategy is applied to the second targets.
    Last edited by NinjaTrader_PatrickG; 01-17-2019, 10:05 AM.

    #2
    I've edited out your live account information from the log excerpts you included. In the future, do not share the contents of your log and trace files publicly as they may contain sensitive information.

    I would need a complete record of your log to make an accurate assessment of what occurred. Please send me your log and trace files so that I may look into what occurred.
    • You can do this by going to the Control Center-> Help-> Email Support
    • Ensuring 'Log and Trace Files' is checked will include these files. This is checked by default.
    • Please reference the following ticket number in the body of the email: 2057699 ATTN PatrickG


    Patrick G.NinjaTrader Customer Service

    Comment


      #3
      Thanks for removing the sensitive information. Sorry, I missed that completely. I have e-mailed the trace and logs.

      Comment

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