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Ninja can't catch limit orders through TWS
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Ninja can't catch limit orders through TWS

  #1 (permalink)
Trading Apprentice
Czech Republic
 
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Favorite Futures: CL
 
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Ninja can't catch limit orders through TWS

Hey, I am trading on CL and so far it suits me well. However - there seems to be a problem in NinjaTrader. I am connected to IB data through TWS api system. So - I use limit order in Ninja and when market touches the limit order - buys/sells the contract(s). But almost every day I get one unfilled limit order. Market just goes straight through my limit order and nothing happens! Of course I have to cancel order immediately - I didnt canceled it once and market turned back after a while and filled this order... Of course - in opposite dirrection. :-/

So I wonder - am I the only one experiencing this kind of bug in Ninja? (I used to trade indicies and everything was OK) Is it something in connection between TWS and Ninja? (I noticed when I cancel Limit order, it cancels in TWS after almost 15 seconds!!) Or is it because of my IB data - market is too quick and my limit cant catch it? Or what?? I am little confused from this....

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  #2 (permalink)
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  #3 (permalink)
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trigon View Post
Hey, I am trading on CL and so far it suits me well. However - there seems to be a problem in NinjaTrader. I am connected to IB data through TWS api system. So - I use limit order in Ninja and when market touches the limit order - buys/sells the contract(s). But almost every day I get one unfilled limit order. Market just goes straight through my limit order and nothing happens! Of course I have to cancel order immediately - I didnt canceled it once and market turned back after a while and filled this order... Of course - in opposite dirrection. :-/

So I wonder - am I the only one experiencing this kind of bug in Ninja? (I used to trade indicies and everything was OK) Is it something in connection between TWS and Ninja? (I noticed when I cancel Limit order, it cancels in TWS after almost 15 seconds!!) Or is it because of my IB data - market is too quick and my limit cant catch it? Or what?? I am little confused from this....

I use NinjaTrader and IB and I have had no problems with CL, but there is a catch.

(1) Do you use NT 6.5. or NT 7.0? It is not possible to trade CL via NT 6.5.

(2) What are the exact symbol settings that you have selected for CL in the instrument manager?

(3) I think you are not talking about limit orders, but about stop limit orders. If you use a stop limit order with a small offset, this can easily happen, as CL is a very volatile instrument. The solution would be to use stop market orders to enter or exit positions instead of stop limit orders. You can select this under the DOM properties (last line). The market order will be executed as market order with protection. This means, that it is effectively a stop limit order. which uses the no-bust range as the offset.

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  #4 (permalink)
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trigon View Post
Hey, I am trading on CL and so far it suits me well. However - there seems to be a problem in NinjaTrader. I am connected to IB data through TWS api system. So - I use limit order in Ninja and when market touches the limit order - buys/sells the contract(s). But almost every day I get one unfilled limit order. Market just goes straight through my limit order and nothing happens! Of course I have to cancel order immediately - I didnt canceled it once and market turned back after a while and filled this order... Of course - in opposite dirrection. :-/

So I wonder - am I the only one experiencing this kind of bug in Ninja? (I used to trade indicies and everything was OK) Is it something in connection between TWS and Ninja? (I noticed when I cancel Limit order, it cancels in TWS after almost 15 seconds!!) Or is it because of my IB data - market is too quick and my limit cant catch it? Or what?? I am little confused from this....

Also, with regards to your TWS the order is cancelled immediately, what you see on the screen is just an information you can set for how many seconds the information is displayed on the screen (see file attached sorry it's in italian), you can set the value to 0.

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  #5 (permalink)
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redratsal View Post
Also, with regards to your TWS the order is cancelled immediately, what you see on the screen is just an information you can set for how many seconds the information is displayed on the screen (see file attached sorry it's in italian), you can set the value to 0.

An Italian TWS, what a nightmare!

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  #6 (permalink)
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Fat Tails View Post
An Italian TWS, what a nightmare!


LOL, it was not for your ana prefix indicators

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redratsal View Post
LOL, it was not for your ana prefix indicators

Your smilies should not be synchronized, it does not look Italian, when they are laughing....

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  #8 (permalink)
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Fat Tails View Post
Your smilies should not be synchronized, it does not look Italian, when they are laughing....

LOL+LOL, nice analogy amico mio

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  #9 (permalink)
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Fat Tails View Post
It is not possible to trade CL via NT 6.5

Fat Tails - can you elaborate why it is not possible to trade CL with NT 6.5 ???

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  #10 (permalink)
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gulabv View Post
Fat Tails - can you elaborate why it is not possible to trade CL with NT 6.5 ???

There is a "bug" with energy futures, and their expiry.
There is an old thread about it here, as their is some others on the official NT forum.

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