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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

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.

01-09-2006, 02:06 AM	#1
underground Join Date: Feb 2005 Location: , , Posts: 68 Thanks: 0 Thanked 0 times in 0 posts	imported post 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?
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01-10-2006, 12:30 AM	#2
NinjaTrader_Ray Administrator Join Date: Nov 2004 Location: Denver, CO, USA Posts: 11,164 Thanks: 6 Thanked 46 times in 32 posts	imported post Please let me know when this happens as I will request your log file. Ray NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
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01-10-2006, 02:13 AM	#3
underground Join Date: Feb 2005 Location: , , Posts: 68 Thanks: 0 Thanked 0 times in 0 posts	imported post Ok it did it again today - what email account do you want me to send the log to? I exported it to excel.
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01-10-2006, 02:42 AM	#4
NinjaTrader_Vincent NinjaTrader Customer Service Join Date: Mar 2005 Location: Amsterdam, The Netherlands Posts: 2,042 Thanks: 0 Thanked 3 times in 3 posts	imported post Hi, please send it to support@ninjatrader.com Vince Vincent NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
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01-10-2006, 03:58 AM	#5
NinjaTrader_Ray Administrator Join Date: Nov 2004 Location: Denver, CO, USA Posts: 11,164 Thanks: 6 Thanked 46 times in 32 posts	imported post 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. Ray NinjaTrader Customer Service Use Kinetick, NinjaTrader’s preferred market data service - Learn More Free online training events - View Schedule
	Facebook Twitter YouTube

01-10-2006, 08:15 AM	#6
underground Join Date: Feb 2005 Location: , , Posts: 68 Thanks: 0 Thanked 0 times in 0 posts	imported post 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.
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