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Super DOM Bug Using Market Order and ATM Strategy

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    Super DOM Bug Using Market Order and ATM Strategy

    The following problem occurs when using the SuperDom with an ATM strategy and a 3 step stop/target strategy:

    1) When placing an order at BID or ASK, it works fine. The orders are placed with 3 different targets.

    2) When placing a MARKET order, only sometimes are the targets set correctly. More than 1/2 the time, all contract targets are set at the level of the 1st target only. The initial stop is always set correctly.

    #2
    What version of NinjaTrader are you using? You can check under Help -> About (Example: 7.0.1000.X or 8.0.X.0)

    Are you using the Dynamic SuperDOM or the Static SuperDOM?

    Can you tell me the exact settings of your ATM strategy?

    Can you confirm that you are always submitting your order with the necessary total quantity? For example, an entry order with an attached ATM strategy with three targets would require a minimum of three total quantity.
    Patrick G.NinjaTrader Customer Service

    Comment


      #3
      Super DOM Bug Using Market Order and ATM Strategy

      1) Dynamic
      2) 3 contracts, Ticks, 1,8,4 -- 1,8,8 --- 1,8,20 -- MIT profit, Day Order
      Stop Strategy (3 step) BE 4, -2 Steps 4,6,1 -- 3, 10,1 -- 2, 15,1
      3) When selecting the ATM strategy, the Order QTY field is automatically changed/set correctly

      The problem is intermittent.

      Comment


        #4
        Super DOM Bug Using Market Order and ATM Strategy

        I have narrowed it down to:

        If there is a resting LMT order and then a market order is placed, the problem occurs. It does not happen if no LMT order is present.

        Comment


          #5
          Can you clarify - does this resting LMT order also have the ATM strategy you mentioned attached?

          With the LMT order active and before submitting the market order, what does the ATM Strategy drop down list display? Does it have the strategy name only, or the strategy name with a lightning bolt to the left? Here is an example:

          http://screencast.com/t/5Wz8xp9Dx4G
          Patrick G.NinjaTrader Customer Service

          Comment


            #6
            1) Yes it does,

            2) Strategy name and lightening bolt. The box does not get changes before placing the market order

            Comment


              #7
              A 'lightning bolt' to the left of a strategy name indicates it is an 'active' strategy. In other words, this particular strategy is attached to an active order.

              In your case, this indicates that you have the active ATM strategy which is attached to the limit order selected and therefore your market order is attempting to scale into this active strategy.

              If this is not your intention, please make sure to re-select the ATM strategy template from the ATM strategy drop down list before submitting additional orders.

              Alternatively, you can change your 'ATM strategy selection mode' to suite your style of trading. This setting can be found by right-clicking on your SuperDOM > Properties > ATM Strategy Selection Mode.

              It sounds like 'Keep Selected ATM Strategy Template On Order Submission' might be a good choice for you. You can learn more about the different modes here:

              http://ninjatrader.com/support/helpG...ction_mode.htm
              Patrick G.NinjaTrader Customer Service

              Comment

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