NexusFi: Find Your Edge


Home Menu

 





Ninja can't catch limit orders through TWS


Discussion in Platforms and Indicators

Updated
      Top Posters
    1. looks_one Fat Tails with 6 posts (6 thanks)
    2. looks_two trigon with 4 posts (1 thanks)
    3. looks_3 redratsal with 3 posts (2 thanks)
    4. looks_4 gulabv with 3 posts (0 thanks)
      Best Posters
    1. looks_one Fat Tails with 1 thanks per post
    2. looks_two sam028 with 1 thanks per post
    3. looks_3 redratsal with 0.7 thanks per post
    4. looks_4 trigon with 0.3 thanks per post
    1. trending_up 8,127 views
    2. thumb_up 11 thanks given
    3. group 5 followers
    1. forum 18 posts
    2. attach_file 1 attachments




 
Search this Thread

Ninja can't catch limit orders through TWS

  #1 (permalink)
trigon
Czech Republic
 
Posts: 24 since Dec 2010
Thanks Given: 9
Thanks Received: 6

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....

Reply With Quote

Can you help answer these questions
from other members on NexusFi?
Exit Strategy
NinjaTrader
MC PL editor upgrade
MultiCharts
ZombieSqueeze
Platforms and Indicators
Pivot Indicator like the old SwingTemp by Big Mike
NinjaTrader
Better Renko Gaps
The Elite Circle
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
Diary of a simple price action trader
26 thanks
Just another trading journal: PA, Wyckoff & Trends
21 thanks
My NQ Trading Journal
19 thanks
Tao te Trade: way of the WLD
14 thanks
HumbleTraders next chapter
9 thanks
  #3 (permalink)
 
Fat Tails's Avatar
 Fat Tails 
Berlin, Europe
Market Wizard
 
Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker: Interactive Brokers
Trading: Keyboard
Posts: 9,888 since Mar 2010
Thanks Given: 4,242
Thanks Received: 27,102



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.

Reply With Quote
Thanked by:
  #4 (permalink)
 
redratsal's Avatar
 redratsal 
Milan (I)
 
Experience: Advanced
Platform: Ninjatrader
Broker: Kinetick
Trading: FDAX,6E,CL,YM,NQ,ES
Posts: 1,648 since Oct 2010
Thanks Given: 1,215
Thanks Received: 2,090


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.

Attached Thumbnails
Click image for larger version

Name:	2011-01-12_2118.png
Views:	276
Size:	89.7 KB
ID:	28294  
Visit my NexusFi Trade Journal Reply With Quote
Thanked by:
  #5 (permalink)
 
Fat Tails's Avatar
 Fat Tails 
Berlin, Europe
Market Wizard
 
Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker: Interactive Brokers
Trading: Keyboard
Posts: 9,888 since Mar 2010
Thanks Given: 4,242
Thanks Received: 27,102


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!

Reply With Quote
  #6 (permalink)
 
redratsal's Avatar
 redratsal 
Milan (I)
 
Experience: Advanced
Platform: Ninjatrader
Broker: Kinetick
Trading: FDAX,6E,CL,YM,NQ,ES
Posts: 1,648 since Oct 2010
Thanks Given: 1,215
Thanks Received: 2,090


Fat Tails View Post
An Italian TWS, what a nightmare!


LOL, it was not for your ana prefix indicators

Visit my NexusFi Trade Journal Reply With Quote
  #7 (permalink)
 
Fat Tails's Avatar
 Fat Tails 
Berlin, Europe
Market Wizard
 
Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker: Interactive Brokers
Trading: Keyboard
Posts: 9,888 since Mar 2010
Thanks Given: 4,242
Thanks Received: 27,102


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....

Reply With Quote
  #8 (permalink)
 
redratsal's Avatar
 redratsal 
Milan (I)
 
Experience: Advanced
Platform: Ninjatrader
Broker: Kinetick
Trading: FDAX,6E,CL,YM,NQ,ES
Posts: 1,648 since Oct 2010
Thanks Given: 1,215
Thanks Received: 2,090


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

Visit my NexusFi Trade Journal Reply With Quote
  #9 (permalink)
 
gulabv's Avatar
 gulabv 
Dallas, TX
 
Experience: Beginner
Platform: Ninjatrader
Broker: Zen-Fire
Trading: ZN, 6E
Posts: 286 since May 2010
Thanks Given: 161
Thanks Received: 169


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 ???

Reply With Quote
  #10 (permalink)
 
sam028's Avatar
 sam028 
Site Moderator
 
Posts: 3,765 since Jun 2009
Thanks Given: 3,825
Thanks Received: 4,629



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.

Success requires no deodorant! (Sun Tzu)
Follow me on Twitter Reply With Quote




Last Updated on January 13, 2011


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
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.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts