Real trading situation with NT8 Vs NT7

[pstrusi]

The purpose of this post is to show reasons why I prefer using the old NT7 Vs NT8 for a soon starting project. The purpose is to let you know again what is needed to be addressed in order to make NT8 really ready for "live" action. Don't get me wrong, it's a better-done platform but it comes yet with many important trade-offs:

1. A very critical point, when working under unmanaged mode, if you have a "rejected order" situation, which it can be easily handled and reset in NT7, in NT8 it's simply impossible to reset an iOrder status cause some reason, and without this issue corrected I won't run live trading strategy.

https://ninjatrader.com/support/forum/showthread.php?t=104538

2. The issue dealing with Forex limit orders, here my thread:

https://ninjatrader.com/support/forum/showthread.php?t=105967

3. It consumes a lot of Ram, it could easily go above 2Gb easily which ends affecting performance.

Are they officially addressed?

I'll be forced to use NT7 until NT8 gets better

[NinjaTrader_PatrickH]

Hello pstrusi,

Thank you for your post.

On item #1 I see you provided a code snippet for our review. Do you have a sample that has the Print()s you used to confirm your logic is processing? Have you attempted to track the orders that are not submitting after the rejection with TraceOrders?

• Print: https://ninjatrader.com/support/help...n-us/print.htm
• Trace Orders: https://ninjatrader.com/support/help...raceorders.htm
• For more information on debugging scripts please visit the following link: https://ninjatrader.com/support/help...script_cod.htm

On item #2 we provided the feature request id for this item. This was specific to creating specific rules for the SIM101 account for different brokerage connections.

On item #3 we would like to investigate this matter further. Can you detail further the heavy performance from the platform further? Do you see this at specific times of the day? Do you see this when running NinjaTrader 8 in Safe Mode?

Safe Mode will prevent NinjaTrader from:

• Loading workspaces.
• Connecting on start-up.
• Loading custom assemblies.
• Getting instrument updates from the server.

To enable safe mode, please use the following steps:

• Exit NinjaTrader.
• Hold the CONTROL key and double click the NinjaTrader icon.
• Keep the CONTROL key held down until you see the Control Center.
• You can verify you are in safe mode by going to Help -> About.

I look forward to assisting you further.

[pstrusi]

Thanks for your response Patrick.

I'd like to clear this in a simple way:

1. Can you confirm that under unmanaged mode, and after an order came back as rejected, can you change its order state to null ? Would you mind to show me a little snippet that actually you've checked that it really changes the order state?

Here you have a little snippet of mine, where the logic is clear but still the issue continued to appear which it disabled the strategy.

protected override void OnOrderUpdate(Order order, double limitPrice, double stopPrice, int quantity, int filled, double averageFillPrice, OrderState orderState, DateTime time, ErrorCode error, string nativeError)
		{
		  	if ( order.Name == "LONG" )
			{
				setlong = order;
			}
      		if ( setlong != null && setlong == order)				
			{	
				if ( order.OrderState == OrderState.Rejected || order.OrderState == OrderState.Cancelled ) 
				{
					setlong = null;  //( HERE IT SHOULD CHANGE, BUT IT DIDN'T HAPPEN )
				}
				if ( order.OrderState == OrderState.Filled)						
				{	
					setlong = null;	
					psignal=0;
				}
			}
....

2. After reading many Brokers procedures receiving forex orders, it's clear that many ONLY receives orders's price variation in HalfPips, which it could cause a rejected order situation for prices on 1/10 pips. I'm changing my logic to filter orders's price in halfpips.

3. This Ram consume occurs regardless time of the day, and doing nothing but only to be opened, so it's not about performance working under heavy load. I'm considering to do a fresh installation.

I really hope to get back soon to NT8, but I need to clear this first.

[NinjaTrader_PatrickH]

Hello pstrusi,

Thank you for your response.

On the Order object being Rejected and null you confirmed with us it was being set to null but the orders were then not being submitted. Regardless attached is an example demonstrating a Rejected order setting the Order object back to null.

[pstrusi]

Hello pstrusi,

Thank you for your response.

On the Order object being Rejected and null you confirmed with us it was being set to null but the orders were then not being submitted. Regardless attached is an example demonstrating a Rejected order setting the Order object back to null.

Thanks Patrick, I'll check it out!