Urgent feature needed to solve critical debugging problems

[pstrusi]

Today, I set to work a Forex Strategy with my real account, thinking that the code is stable enough and error-free, big mistake. I want to tell what I've found out in order to give you a heads up, updating NT8 urgent issue-solution request in order to have a better platform.

1. As many of us, I work with InteractiveBrokers ( IB ), and as others brokerage firm, they have a trading forex rule when working in in tenth/pips: despite we are able to see those quotes, a better granularity, when any order is submitted, it always has to be in halfpips, other than those levels will trigger a rejection from the broker with the following message:
The price does not conform to the minimum price variation for this contract. affected Order: Buy 100000 Limit @ 1.17792.
So, the NT simulator should have included this rule or at least giving an error with this info. Instead, at this moment, the message received is a little bit confusing, for example:
A BUY Limit Entry order can only be placed as an order to buy below the current market rate the key here is that we need to know is about sending orders in halfpips and not a price that doesn't make sense to the best bid or ask. Please take note of this because it still is pretty unknown according to some of my post, here one:

https://ninjatrader.com/support/forum/showthread.php?t=104584

Here related info coming from IB:

https://ibkr.info/article/2144

2. My Strategy needs to work unmanaged with limit orders, so there are many critical aspects in the code that I need to manage through debugging and adjusting, but sadly at this time is not possible for me to test my beta versions in the simulator ( acc sim101 ) because the simulator only works with FXCM's narrow trading rules when most of us work with other major brokers such as IB. The simulator is a very critical tool that all of us need to use before going with real money accounts. I really hope that you understand the urgency of this request, it's not something to put for votes to see if it's really a popular request feature, it's a needed feature.

Thanks for your attention

[NinjaTrader_PatrickH]

Hello pstrusi,

Thank you for your post.

The NinjaTrader Simulator (simulation accounts such as Sim101) will not simulate messages for each individual brokerage connection. However, I will submit this to our development team with your details.

Please let me know if I may be of further assistance.

[pstrusi]

Hi Patrick, thanks for your quick response.

You're right, we shouldn't work with just one's broker rules or info, that's why I think it should be better that the simulator could work with more general rules and not limited only to FXCM.

Thanks for forwarding it.

[pstrusi]

Hi Patrick, an important finding for your dev. team: I've been doing some discarding test, to contrast why the simulator fails to fill limit orders in forex.

As you know due to some non-sense FXCM restriction liquidity rules ( check my post: https://ninjatrader.com/support/foru...d.php?t=104584 ), when you submit any limit order under simulation, if the price in that millisecond is a little bit off the best bid or ask, you get a message like this:
Limit price can't be greater than current ask. affected Order: Buy 200000 Limit @ 1.172 which is very likely to happen constantly cause fast market dynamics. So, I let you know that important issue in the forum in order to get fixed because it's critical to debug any strategy with limit orders, yet this critical issue is not solved.

So at this point, I had to test the strategy with my real money account and I got a new issue:
Orders rejection from the broker cause the order prices should go in halfpips and not tenthpips; so for a moment, I thought that this can be the problem with NT8's simulator in forex. I did several tests and it's not, the same old issue of filling order cause the moronic FXCM restrictions.

I really hope that you understand how important is to solve the problem, it's really critical, otherwise NT8 is handicapped to develop forex strategy with limit orders.

Thanks for your attention, looking forward to good news from you as soon as possible.

[NinjaTrader_PatrickH]

Hello pstrusi,

Thank you for the additional information.

[NinjaTrader_PatrickH]

Hello pstrusi,

Thank you for your patience.

This request has been given the internal tracking id of SFT-2710.

Please let me know if you have any questions.