Sorry I shouldn't have said broker, but rather execution engine -- Rithmic, Zen Fire, TT, etc.
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From my perspective the broker themselves represent my biggest risk to futures trading and you are doing the right thing addressing this issue early. On more than one occasion when I left ATM swing strategy trades overnight (to test ninjatrader) I woke up in the morning to find myself down $10k due to naked open positions and could never understand why. Fortunately these were on sim.
Due to this issue I have been entering my live trades directly into the broker's system. This is not a fault of ninjatrader but the brokers themselves. In fact very recently I asked three separate brokers about this specific issue and they all dismissed it out of hand as a non-issue.
If you trade ninja ATM strategies and hold positions overnight or are away from your PC often with open positions then it is critical you select a broker that keeps the OCOs on their servers. My understanding is Interactive Brokers is the only broker that does.
At least Matt from Optimus has a partial solution whereby they give you directions to log into their RTrader system and deal with the open orders there. This only helps if you are aware of the outage and of little use if it's 3 am and you are asleep.
1) Call your broker, and CALMY explain the situation,
2) Check your net/net positions with broker, IE long vs. short on all futures traded
3) Flatten your positions immediately
4) Check your net/net again.
PM with any questions about optimusfutures (800) 771-6748 (561) 367 8686. THERE IS A SUBSTANTIAL RISK OF LOSS IN FUTURES TRADING.