Major ATM bug set profit target at $0 during a live trade

[zacharydw00]

The ATM placed a profit target at price $0.
Below is a section of the Log file from a trade I took this morning using an ATM. Two short positions were entered at different prices and both filled.



The ATM settings...


Please fix this.

[NinjaTrader_PatrickG]

CRITICAL — If your inquiry involves live orders, please always reach out to your broker's Orders Desk immediately to confirm and manage your live orders and positions.

If your trades are with NinjaTrader Brokerage, you can contact NinjaTrader Brokerage Order Desk here:

• Phone: 312.423.2234
• Email: orders[AT]ninjatrader[DOT[com

I copied your original text and downloaded your log and trace files. I then removed these items from your post as they contain sensitive information (like your account number). In the future, do not post information from your log/trace or log/trace files publicly.

I'll be reviewing the information and following up shortly.

[NinjaTrader_PatrickG]

I see that a MIT order was submitted at what appears to be a price of zero:

2019-11-05 08:14:03:244|1|32|Order='d42a650b254c41298d6061a0a3371a4e/xxxx' Name='Target1' New state='Trigger pending' Instrument='NQ 12-19' Action='Buy to cover' Limit price=0 Stop price=0 Quantity=1 Type='MIT' Time in force=GTC Oco='0f8cbac2004e466aa0ba3f25acdbcb07' Filled=0 Fill price=0 Error='No error' Native error=''

What did you chart look like when this occurred? Did the order appear at a price of zero on your chart? Or did it appear normally? If the latter, how did you detect the incorrect price?

Can you reproduce this when trading to the Sim101 account?

Did MIT profit target orders appear to work prior to and after this occurred without issue?

[zacharydw00]

... I then removed these items from your post as they contain sensitive information (like your account number).

Thanks, but I scrubbed the account numbers in the post and attached files. ac12345 is a made up acct. number


What did you chart look like when this occurred? Did the order appear at a price of zero on your chart? Or did it appear normally? If the latter, how did you detect the incorrect price?
The order flag appeared at price zero, which is how I knew there was an issue.

Can you reproduce this when trading to the Sim101 account?
I haven't tried, but will.

Did MIT profit target orders appear to work prior to and after this occurred without issue?
I just started using MIT a week ago.

[zacharydw00]

I have not been able to recreate the issue using Sim101.

[NinjaTrader_PatrickG]

Without the ability to reproduce the symptom, it will be difficult to diagnose a root cause. Nevertheless, I am interested in investigating in more detail. Please send me your database, templates, 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
• Expand 'Other files' and enable 'Database file' and 'Template files'.
• Please reference the following ticket number in the body of the email: 2326322 ATTN PatrickG

[zacharydw00]

Files sent.

[zacharydw00]

It happened again! Last Thursday with a live trade. The condition both events have in common is happens with the second position.
Sequence of events:

1. Use Limit order to open a position. Long or short, it doesn't matter, as this bug has occurred in both directions now.
2. A few minutes or seconds later, place another limit order to scale-in to the existing position.
3. When the entry order is filled, the profit target is placed really far away.

I emailed the Log and Trace files in.

2019-11-07 13:14:28:320|1|32|Order='446981934/XXXXXXX' Name='Entry' New state='Filled' Instrument='NQ 12-19' Action='Buy' Limit price=8228.25Stop price=0 Quantity=1 Type='Limit' Time in force=GTC Oco='' Filled=1 Fill price=8228.25 Error='No error' Native error=''
2019-11-07 13:14:28:322|1|8|Execution='271822871565' Instrument='NQ 12-19' Account='XXXXXXX' Exchange=Globex Price=8228.25 Quantity=1 Market position=Long Operation=Operation_Add Order='446981934' Time='11/07/2019 13:14:27'
2019-11-07 13:14:28:340|1|64|Instrument='NQ 12-19' Account='XXXXXXX' Average price=8231.25 Quantity=2 Market position=Long Operation=Update
2019-11-07 13:14:28:344|1|32|Order='98725b09a00c4c4c923502021 15b8387/XXXXXXX' Name='Stop1' New state='Submitted' Instrument='NQ 12-19' Action='Sell' Limit price=0 Stop price=8223.75 Quantity=1 Type='Stop Market' Time in force=GTC Oco='6db2b459c0784ed799b58049347f046f' Filled=0 Fill price=0 Error='No error' Native error=''

2019-11-07 13:14:28:352|1|32|Order='f7b77010f8374c209e68d7cf8 d756b11/XXXXXXX' Name='Target1' New state='Trigger pending' Instrument='NQ 12-19' Action='Sell' Limit price=0 Stop price=16468.5 Quantity=1 Type='MIT' Time in force=GTC Oco='6db2b459c0784ed799b58049347f046f' Filled=0 Fill price=0 Error='No error' Native error=''

2019-11-07 13:14:28:419|1|32|Order='446913463/XXXXXXX' Name='Stop1' New state='Accepted' Instrument='NQ 12-19' Action='Sell' Limit price=0 Stop price=8223.75 Quantity=1 Type='Stop Market' Time in force=GTC Oco='6db2b459c0784ed799b58049347f046f' Filled=0 Fill price=0 Error='No error' Native error=''
2019-11-07 13:14:28:419|1|32|Order='446913463/XXXXXXX' Name='Stop1' New state='Working' Instrument='NQ 12-19' Action='Sell' Limit price=0 Stop price=8223.75 Quantity=1 Type='Stop Market' Time in force=GTC Oco='6db2b459c0784ed799b58049347f046f' Filled=0 Fill price=0 Error='No error' Native error=''

[NinjaTrader_PatrickG]

We discussed this via email that the symptom was reproducible and we were investigating further. There seems to be some correlation with scaling into a position with an ATM and using MIT for your targets. Please do not use MIT for targets until we've completed our research.

I'll forward you the email I sent you last week once again for your reference.

[zacharydw00]

Hi Patrick,
FYI, the last email states you were unable to reproduce.

From: "Patrick" <@ninjatrader.com>
Sent: Wed, 06 Nov 2019 12:14:24 -0700
To: <@gmail.com>
Subject: Re: 2326322 ATTN PatrickG (1F9F-7701-AA18-0C93-8BB7-4834-544C-42CA/8.0.19.0/Microsoft Windows NT 10.0.18362.0)

Hello,

Thanks for your patience.

I have been unable to reproduce this symptom and it is unclear as to why this one MIT order submitted at a stop price of zero. ...

Glad to hear you were able to confirm it. I will not be using MIT anymore.
Thanks.

[NinjaTrader_PatrickG]

Thanks for your patience.

A change has been implemented into our internal build of the platform to address this behavior. The tracking number is 14164. You'll find this number in the release notes when the change has been implemented in the public release of NinjaTrader.