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07-30-2008, 10:25 AM
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#1 |
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Junior Member
Join Date: Jul 2008
Posts: 16
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IB's stop trigger method
In IB's platform, I can set the default trigger method of my stop orders to be based on the mid-price (mid-point of bid/ask price).
Will this setting be reflected in NinjaTrader? For example, my strategy running in NinjaTrader place a stop loss at 1.5600. Will this stop loss be triggered based on the mid-price too? |
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07-30-2008, 10:38 AM
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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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I believe this is the case since the order is triggered at IB and not in NT itself.
Ray
NinjaTrader Customer Service |
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07-30-2008, 11:01 AM
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#3 |
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Junior Member
Join Date: Jul 2008
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Suppose my strategy places a buy stop at 1.5650. Current price is 1.5600. Bid/ask goes to 1.5649/1.5651. Mid-price is 1.5650 so my buy stop is triggered at IB.
But NinjaTrader's chart is based on bid price. So bid never goes to 1.5650. Will my strategy in NinjaTrader reflect that the buy stop is triggered? |
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07-30-2008, 11:11 AM
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#4 |
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Administrator
Join Date: Nov 2004
Location: Denver, CO, USA
Posts: 11,163
Thanks: 6
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A stop order is triggered on IB's server. If your stop is filled, IB will report this and NT will display what they report.
Ray
NinjaTrader Customer Service |
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08-05-2008, 10:18 PM
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#5 |
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Senior Member
Join Date: Aug 2008
Posts: 325
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How do you know the chart in NJ using bid not midpoint if data feed from IB?
Isn't the bid only be used when using other datafeed, such as forex's data? |
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08-06-2008, 01:19 AM
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#6 |
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Administrator
Join Date: Mar 2005
Location: Bamberg, Germany
Posts: 9,994
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NT feeds in the bid.
Dierk
NinjaTrader Customer Service |
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08-06-2008, 01:41 AM
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#7 |
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Senior Member
Join Date: Aug 2008
Posts: 325
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Is it possible to add 0.5 pip to the bid? So if coming in as 100.00, the data will show 100.005?
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08-06-2008, 01:43 AM
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#8 |
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Administrator
Join Date: Mar 2005
Location: Bamberg, Germany
Posts: 9,994
Thanks: 0
Thanked 6 times in 6 posts
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Unfortunately this is not supported.
Dierk
NinjaTrader Customer Service |
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