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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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#1 |
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Join Date: Jan 2006
Location: , ,
Posts: 19
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I have noticed that if I get a partial fill that the strategy is not activated until the whole order is filled.
this might miss the target on the partial fill in a fast market. is there a setting somewhere? thanks mike |
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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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No true, NT submits stops and targets based on partial fils in a delayed manner.
If partial comes in, and another does not come in after a few seconds, then it submits stops/targets for the current position size. If another partial comes in, it resets the timer. Ray
Ray
NinjaTrader Customer Service |
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#3 |
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Join Date: Jan 2006
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Hmm, ok then what do I need to do?
today I was trading the Hang seng with IB and the partial fill was not sent in until all filled that was a period of 20 secs or so? thanks mike |
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#4 |
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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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Mike,
I will log this incident for further monitoring. I checked the code and ran some test and works as designed so require further information/incidents to triangulate what could be the issue. Ray
Ray
NinjaTrader Customer Service |
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#5 |
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Join Date: Jan 2006
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Thanks Ray
Just to confirm that I had the same problem today, partial fills with no stop/exit strategy entered. I entered them by hand. Any suggestions? my data provider is E signal, my broker is IB and my version of NT is 5.2.1 rgds mike |
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#6 |
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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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Hi Mike,
I do not have any suggestions. Ray
Ray
NinjaTrader Customer Service |
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#7 |
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Join Date: Jan 2006
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Ray is there anyone I may be able to ask?
I am sure you can understand that this makes order managment v difficult, especially in the Hand Seng as it moves so fast. greatful for your help rgds Mike |
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#8 |
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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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I understand, unfortunately we can not reproduce nor do we have other reports so we have no way to triangulate on the issue you are experiencing. There is no one left to ask, I am the president and founder of NinjaTrader.
Ray
Ray
NinjaTrader Customer Service |
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#9 |
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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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Also, please update to the latest version.
Ray
NinjaTrader Customer Service |
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