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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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Senior Member
Join Date: May 2007
Posts: 112
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i'm in the paper trading phase and have NT invoking market orders in liquid equities (like AAPL) and have a two fold problem.
1) lets say i have a 2000 share order with stop loss and profittaking limits. often it may hit the limit, but not every single contigent order will fill, and perhaps 100-300 shares will remain. BUT ... all of the contigent stop/profit taking orders disappear !! so i am left to manually deal with them. Remember when i enter a 2000 share market order, i may have 5 or 6 sets of slightly different stop losses and profit target OCO groups. they are seperate depending on the fulfillment prices of the market orders. I wonder if all these orders getting hit at once (like 20 at a time) are whats causing TWS to lock the bid/ask... 2) when this happens, often the bid, ask or both on the stock locks up. right now i have the bid/ask on TWS locked, but price isn't it seems after that happens, the system won't re enter. i'm forced to restart IB, and relogin and reenter/restart my systems in NT to make it work. 3) should I anticipate these bid/ask issues are papertrader issues for TWS only? or do they happen across both? My live TWS trader rarely locks my bid/ask or price. Solutions? am running 871.3 TWS.
Last edited by scriabinop23; 05-16-2007 at 10:35 AM.
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