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ATM Strategies (Discretionary Trading) Support for Advanced Trade Management, AutoTrail, AutoBreakeven, Stop Strategy and Simulated Stops etc...

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Old 01-18-2011, 09:46 AM   #1
Turtle Trader
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Default ATM Failure -- happens often

Please see the PDF file inside the attached ZIP.

I have this scalping ATM (shown in the PDF) I've been using now for quite some time. I reported that it was failing consistently in NT 6.5 and was told that it was fixed in NT 7.

However, if anything it fails more often in NT 7.

This particular failure was on a lightly loaded Gigenet Cloud virtual machine in Chicago which has extremely fast access to the broker (Zen feed). It also happened frequently when Ninja was running on a lightly loaded dedicated server in the Chicago Gigenet server farm.

And, it happens on my home system as well.

In an active trading day this ATM fails several times. If I am not on the chat to watch it closely, at times what could be a profit is turned into a loss as the Initial Stop Loss is not moved

I am not always able to recreate the failure with Replay data.

This can happen if the market is moving slow or fast. In this case there were multiple opportunities to exit at a profit, and plenty of time (for a computer).

I will post new failures as I get time.
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File Type: zip ATM Failure.zip (429.8 KB, 10 views)
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Old 01-18-2011, 10:19 AM   #2
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Turtle Trader,

Thank you for your post.

You mentioned another case where you were told this would be resolved in NinjaTrader 7.

Can you provide me with the case number if this was an email or link me to the forum post where this was originally discussed?
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Old 01-18-2011, 11:37 AM   #3
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Yes, I found the message thread. It was about a year ago. The message thread was a private email to Ninja Support. The case was 265448

In the message the bug was confirmed in 6.5 and it was said the developers had fixed it in 7.0 beta
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Old 01-18-2011, 11:43 AM   #4
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Turtle Trader,

Thanks for providing the case number.

In that case, I see that development explains the occurrence as being the result of a race condition, but I don't see any mention that this would be 'fixed' in other releases.

Moving forward, please send a note to Support [AT] NinjaTrader [DOT] com.

In the message, please include the following:
1.) A link to this forum thread.

2.) Your log file from the date of the order shown in the set of images you provided.
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Old 01-18-2011, 12:02 PM   #5
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Here is the statement saying it was fixed.

Sent: Wed, January 13, 2010 12:23:39 PM
Subject: RE: ATM not working -- another example {265448}

Thank you for your response. I have been informed the issue is fixed in NinjaTrader 7.

----------------------------------------------------------------------------------------------------------

This condition can happen even in a slow moving market...so I don't understand the race condition explanation.

What should I do next?
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Old 01-18-2011, 12:58 PM   #6
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Turtle Trader,

Please proceed as per my last request and contact me via email with the link and the log file.
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