PDA

View Full Version : Strategies Templates

underground
01-09-2006, 02:06 AM
Just a curiosity question for you – I’m placing trades thru the superdom window. My order is managed with a pre created managed position (position manager).



I’m wondering why my orders are placed a little different in V5 than in V4? In V4 if my profit was set to 1 point (10 points or 10 ticks) NT placed the order profit correctly no problem. But in V5 when NT places my profit target sometimes it places a profit target of 0.9 points or (0.9 points or 9 ticks) sometimes and the other times it places an order for the 1 point or (1.0 points or 10 tick) why is that? Is NT V5 doing some type average price or what?
NinjaTrader_Ray
01-10-2006, 12:30 AM
Please let me know when this happens as I will request your log file.
underground
01-10-2006, 02:13 AM
Ok it did it again today - what email account do you want me to send the log to? I exported it to excel.
NinjaTrader_Vincent
01-10-2006, 02:42 AM
Hi,

please send it to support@ninjatrader.com (mailto:support@ninjatrader.com)

Vince
NinjaTrader_Ray
01-10-2006, 03:58 AM
There is no need to submit us the log as I previously requested.

The strategy will submit stop loss and profit target orders based on the initial fill of an order that belongs to the strategy. For an order with partial fills at different prices this may NOT be the average fill price for the order. This is why you may see a discrepancy. This is done since NT5 submits brackets on partial fills (V4 waited for complete order fill) and hence we need a starting price so we use the first fill.
underground
01-10-2006, 08:15 AM
Yes I see your point whrere NT V5 will use the initial parital fill as a starting point for the strategy instead of waiting for the whole order to be filled. (Thats agreat featureif the price moves away from your orderand leaves you with only a partial fill). but thats not the case in question when I check my order log the price for all the contracts are the same just that the contract lot have different fill time say 7:03:16 and 7:03:17 etc. In some case's NT has a problem submitting the profit target.

I sent the log anyway. Hope it helps show my point.