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| Automated Trading Support for automated trading systems using NinjaScript. Support for our ATI (Automated Trading Interface) used to link an external application such as TradeStation and eSignal to NinjaTrader. |
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#1 |
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Join Date: Mar 2006
Location: Toronto, ,
Posts: 29
Thanks: 0
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In the past, using CQG Trader, I was able to place StopLimit orders(instead of StopLoss orders)below the market if I was long. I did this because StopLimits are the only orders accepted by GLOBEX to reside on their servers, so if I crashed I would still get out of the market. Also, of course, these orders would be filled faster than an order that sits locally on my PC and has to be sent to be executed.
Using efs and ATI I notice that NT does not allow StopLimit orders below the market when long. Why? Will this be allowed in future versions? Thanks. |
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#2 |
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Administrator
Join Date: Nov 2004
Location: Denver, CO, USA
Posts: 11,163
Thanks: 6
Thanked 45 times in 32 posts
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Sure it is allowed. Please provide example where this is not possible.
Ray
Ray
NinjaTrader Customer Service |
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#3 |
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Join Date: Mar 2006
Location: Toronto, ,
Posts: 29
Thanks: 0
Thanked 0 times in 0 posts
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My mistake.
I converted my efs from eSignal Generic Broker functions over to NT. The stopLimit order in eSignal has the stop price parameter before the limit price (logical); whereas in NT the limit parameter is first. Was not careful converting and had the parameters backwards for NT. Works fine now. I am long in Tick Replay now...my StopLimit was accepted ...and later filled. Thanks for the reply. |
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