Ninja Strategy- Real Time Errors - NinjaTrader Programming | futures io social day trading
futures io futures trading


Ninja Strategy- Real Time Errors
Updated: Views / Replies:1,846 / 4
Created: by waza1960 Attachments:2

Welcome to futures io.

(If you already have an account, login at the top of the page)

futures io is the largest futures trading community on the planet, with over 90,000 members. At futures io, our goal has always been and always will be to create a friendly, positive, forward-thinking community where members can openly share and discuss everything the world of trading has to offer. The community is one of the friendliest you will find on any subject, with members going out of their way to help others. Some of the primary differences between futures io and other trading sites revolve around the standards of our community. Those standards include a code of conduct for our members, as well as extremely high standards that govern which partners we do business with, and which products or services we recommend to our members.

At futures io, our focus is on quality education. No hype, gimmicks, or secret sauce. The truth is: trading is hard. To succeed, you need to surround yourself with the right support system, educational content, and trading mentors Ė all of which you can find on futures io, utilizing our social trading environment.

With futures io, you can find honest trading reviews on brokers, trading rooms, indicator packages, trading strategies, and much more. Our trading review process is highly moderated to ensure that only genuine users are allowed, so you donít need to worry about fake reviews.

We are fundamentally different than most other trading sites:
  • We are here to help. Just let us know what you need.
  • We work extremely hard to keep things positive in our community.
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts.
  • We firmly believe in and encourage sharing. The holy grail is within you, we can help you find it.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

Reply
 
Thread Tools Search this Thread
 

Ninja Strategy- Real Time Errors

  #1 (permalink)
 Vendor: www.wmtrading.org 
NSW Australia
 
Futures Experience: Advanced
Platform: MT4/MT5/ Multicharts/Ninja Trader
Broker/Data: gain
Favorite Futures: forex
 
waza1960's Avatar
 
Posts: 33 since May 2010
Thanks: 38 given, 38 received

Ninja Strategy- Real Time Errors

I have a Ninja Strategy which Backtests perfectly but returns errors when traded live in Sim . Any help would be appreciated in finding the necessary adjustments which need to be made to the Strategy.
This is NT's reply about the problem

Quoting 
I checked your log and trace files. One of your strategy orders (sell short) is filled at 6:00 AM. Subsequently a trail stop and a profit target order are submitted. Unfortunately the profit target order is rejected. The limit price of the order is greater than the current ask price. Unfortunately buy limit orders submitted at a price greater than the ask price are not accepted.

11/15/2011 6:00:00 AM|1|32|Order=xxxxxxxxxxxxxxxxxxxxxxxxxxxxName='Profit target' New state=Rejected Instrument='$EURUSD' Action=BuyToCover Limit price=1.35772 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=OrderRejected Native error='Limit price can't be greater than current ask.'

11/15/2011 6:00:00 AM|0|32|Gain Live, Limit price can't be greater than current ask. affected Order: BuyToCover 1 Limit @ 1.35772


You will need to ensure your strategy will not submit buy limit orders at such prices. The same applies for sell limit orders - they cannot be submitted at prices smaller than the bid price. You experience such a rejection at 2:00 PM.
As per the screenshots you sent, another buy limit order was submitted higher than the current ask. What ask price did you receive when the order was submitted?

If you need any assistance with your strategy code, please post a message on our support forum. It is monitored by support people with programming experience.


Please find some screenshots of the strategy code I don't wish to disclose the full code at this time any help would be appreciated

Attached Thumbnails
Ninja Strategy- Real Time Errors-211111.3.jpg   Ninja Strategy- Real Time Errors-211111.2.jpg  
Reply With Quote
 
  #2 (permalink)
Quick Summary
Quick Summary Post

Quick Summary is created and edited by users like you... Add FAQ's, Links and other Relevant Information by clicking the edit button in the lower right hand corner of this message.

 
  #3 (permalink)
Elite Member
Denver, CO
 
Futures Experience: Advanced
Platform: NinjaTrader
Broker/Data: NinjaTrader Brokerage
Favorite Futures: ES
 
NinjaTrader's Avatar
 
Posts: 1,260 since May 2010
Thanks: 153 given, 1,890 received



waza1960 View Post
I have a Ninja Strategy which Backtests perfectly but returns errors when traded live in Sim . Any help would be appreciated in finding the necessary adjustments which need to be made to the Strategy.
This is NT's reply about the problem

Please find some screenshots of the strategy code I don't wish to disclose the full code at this time any help would be appreciated


GAIN (FOREX.com) buy limit orders above the ask and sell limit below the bid are not valid and will be rejected. NinjaTrader's simulator takes into account this GAIN specific limitation. During a backtest, there is no associated brokerage account so these orders are valid. You should replace these orders with market orders.

Reply With Quote
The following 2 users say Thank You to NinjaTrader for this post:
 
  #4 (permalink)
Elite Member
Berlin, Europe
 
Futures Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker/Data: Interactive Brokers
Favorite Futures: Keyboard
 
Fat Tails's Avatar
 
Posts: 9,653 since Mar 2010
Thanks: 4,226 given, 25,602 received
Forum Reputation: Legendary


NinjaTrader View Post
GAIN (FOREX.com) buy limit orders above the ask and sell limit below the bid are not valid and will be rejected. NinjaTrader's simulator takes into account this GAIN specific limitation. During a backtest, there is no associated brokerage account so these orders are valid. You should replace these orders with market orders.

@NinjaTrader:

Marketable limit orders are used to control slippage. I understand that it is possible to use this order type with real accounts and for backtests, and that the limitation only applies to the simulator and to some broker accounts, if required by the broker.

Please correct me if I did not understand it correctly.

Reply With Quote
The following user says Thank You to Fat Tails for this post:
 
  #5 (permalink)
Elite Member
Denver, CO
 
Futures Experience: Advanced
Platform: NinjaTrader
Broker/Data: NinjaTrader Brokerage
Favorite Futures: ES
 
NinjaTrader's Avatar
 
Posts: 1,260 since May 2010
Thanks: 153 given, 1,890 received


Fat Tails View Post
@NinjaTrader:

Marketable limit orders are used to control slippage. I understand that it is possible to use this order type with real accounts and for backtests, and that the limitation only applies to the simulator and to some broker accounts, if required by the broker.

Please correct me if I did not understand it correctly.

As of 11/21/2011 the limitation only applies to:

- GAIN live account
- NinjaTrader simulator when connected to GAIN

We will be releasing support for FXCM very soon and once it is released, the limitations above will also apply to them.

Reply With Quote
The following 2 users say Thank You to NinjaTrader for this post:

Reply



futures io > > > > > Ninja Strategy- Real Time Errors

Thread Tools Search this Thread
Search this Thread:

Advanced Search



Upcoming Webinars and Events (4:30PM ET unless noted)

Jigsaw Trading: TBA

Elite only

FuturesTrader71: TBA

Elite only

NinjaTrader: TBA

Jan 18

RandBots: TBA

Jan 23

GFF Brokers & CME Group: Futures & Bitcoin

Elite only

Adam Grimes: TBA

Elite only

Ran Aroussi: TBA

Elite only
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
I think Ninja trader drops ticks real time gomi NinjaTrader Programming 2 November 23rd, 2010 11:50 PM
Genetic Optimization vs real time kandlekid NinjaTrader Programming 7 November 16th, 2010 12:08 PM
ATM Strategy Errors zeller4 NinjaTrader Programming 7 August 22nd, 2010 11:24 AM
Programming errors while importing Ninja script emini_Holy_Grail NinjaTrader Programming 8 May 20th, 2010 04:09 AM
How to find which indicator or strategy is causing errors on later compile attempts Saroj NinjaTrader Programming 0 June 26th, 2009 01:40 PM


All times are GMT -4. The time now is 08:55 PM.

Copyright © 2017 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts
Page generated 2017-12-16 in 0.11 seconds with 20 queries on phoenix via your IP 54.160.245.121