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Server side synthetic orders (OCO, trailing stops)
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Server side synthetic orders (OCO, trailing stops)

  #11 (permalink)
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hm - it depends on what you need to have at the end + why you want to have this.

for me serverbased == everything serverbased + secure

TT sounds severbased in the descreption but TTs OCO is also NOT serverbased!

That means if you have a bracketorder running you will have a problem.
- that it shit in my view - we had that some weeks ago yet :

https://futures.io/traders-hideout/3574-server-side-order-handling.html#post35906

but maybe you dont care about OCO-function.

max-td

Last edited by max-td; May 12th, 2010 at 10:57 AM.
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  #12 (permalink)
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BTW in the headline you write "OCO, trailing stops" -

Trailingstops will also NOT work anymore with TT because this is trailing made inside ninja.

so TT cant be your solution.
you need something where everything is running serverbased - if you want the functions what are mentioned in the headline!

but these are functions i really know that StrategyRunner is doing this serverbased.

max-td
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  #13 (permalink)
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GentleTrader View Post
Looks like TT with Ninja is client based.
Trading Technologies
Orders in a state "Accepted" or "Working" are at the exchange. If the exchange does not support a specific order type, the order will be active on the FCM's Trading Technology servers.
OCO (One Cancels Other) functionality is simulated on your local PC.

I didn't know OCO orders were simulated on the PC for TT. I've never used that feature. Stops of any sort or resting on the broker's TT server like it says.

Thanks!

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  #14 (permalink)
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max-td View Post
BTW in the headline you write "OCO, trailing stops" -

Trailingstops will also NOT work anymore with TT because this is trailing made inside ninja.

so TT cant be your solution.
you need something where everything is running serverbased - if you want the functions what are mentioned in the headline!

but these are functions i really know that StrategyRunner is doing this serverbased.

max-td,

TT does support trailing stops along with other synthetic orders (iceberg, for example).
It seems like they are handled on the client side (on xtrader perhaps).

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  #15 (permalink)
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hi phyzfer,

i think its important to always speak about combinations of : broker-feed AND trading/execution-plattform.

we have to understand the keypoints of these concepts.

trying to make it clear :

Everything that is contoled by / inside of NinjaTrader will never be serverbased cause NT is not made for that !
(speaking about the "normal" way to use NT as a costumer, not speaking about tricks some IT-freaks are able to do of course)

a trailing stop in NinjaTrader is , spoken in easy words : a small strategy-routine is running..

an AMT with a stop + target is a small strategy too - that cancels the stop if target is hit.

These are things that happen INSIDE of Ninja + controled by NT.
it is simply not possible to transfer these functions to a server to make them work if NT / your PC is offline !

Ninjas strategys (+ also ATMs + OCOs + trailings ... ) are not running on any servers -- they are always inside NT on your local PC.


A real serverbased solution is something like

- StrateyRunner - where all strategys are transfered to their servers after starting them (als a simple BracketOrdert is a small strategy / its like an ATM in Ninja - having Target + Stop + cancelroutine if one is hit)

- IB + TWS
a plattform like the TWS from IB that controls things like trailstops + brackets in itself if sended out from there - and as IB is hosting stuff on own servers, i know that things you give in in TWS is serverbased then ! here - if you Enter a trade with TWS, TWS controls the trailing + OCO + store this functionality+parameters on IB-servers.


--->> BUT with this IB-way --- if you use IB + TWS PLUS Ninja as your entry-plattform in combination and you do enter a trade with ATM in Ninja -->> Ninja will have the controle over this ATM and TWS does know nothing about these ATM-parameter! - TWS is just a brgde to the exchange here.

so if NT is down -- TWS+IB-server know nothing about how Ninja would move or cancel any of these ATM-stuff -> ATM / Brackets will not work here anymore. you have the same problem like with NT alone!

the same way it will be with TT i think :
>> TT as standalone with its own order-entry-plattform -- serverbased things are working

>> TT in combination with Ninja (NT controling the ATMs etc) -- NOT a 100% serverbased solution anymore

its really important to make shure you understand the whole stuff behind the scenes -> how those diff. apps are working together.

max-td
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  #16 (permalink)
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A little late to the party, but CTS T4 supports server-side order types, including OCO/Auto-OCO. CTS T4 server-side OCO integration with Sierra Chart is now available as well, as of the last couple of days.

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  #17 (permalink)
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zer0 View Post
A little late to the party, but CTS T4 supports server-side order types, including OCO/Auto-OCO. CTS T4 server-side OCO integration with Sierra Chart is now available as well, as of the last couple of days.

Cool, Brian from CTS will be doing a futures.io (formerly BMT) webinar on September 7th as well.

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  #18 (permalink)
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I'll be there. Thanks.


Big Mike View Post
Cool, Brian from CTS will be doing a futures.io (formerly BMT) webinar on September 7th as well.

Mike


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  #19 (permalink)
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max-td View Post
--->> BUT with this IB-way --- if you use IB + TWS PLUS Ninja as your entry-plattform in combination and you do enter a trade with ATM in Ninja -->> Ninja will have the controle over this ATM and TWS does know nothing about these ATM-parameter! - TWS is just a brgde to the exchange here.

so if NT is down -- TWS+IB-server know nothing about how Ninja would move or cancel any of these ATM-stuff -> ATM / Brackets will not work here anymore. you have the same problem like with NT alone!

Today, after purchasing NT live, I realized that issue with the oco orders and I dont like it at all that my entry order is hanging without the stop loss and lmt orders out there. With an internet connection lose it can be very expensive.

@NinjaTrader
Ryan can we expect any changes in NT8?

thanks for any response

michael

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michaelf View Post
Today, after purchasing NT live, I realized that issue with the oco orders and I dont like it at all that my entry order is hanging without the stop loss and lmt orders out there. With an internet connection lose it can be very expensive.

@NinjaTrader
Ryan can we expect any changes in NT8?

thanks for any response

michael

We have no plans at this time to change this.

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