I've been working with NT8 for about 3 months now. Have also played with Sierra Charts and Thinkorswim.

I have a base strategy which I've developed two working strategies from, both sharing the same code.

One is full autotrade, the other hands off entries to existing ATM strats.

On stress-testing these two (by running them on MES with low tick setting of 50 ticks, so they make many trades while I watch), I'm running into many problems, including:

- auto-trailing stop orders that trip over themselves and generate errors for trying to place stop orders above the market price

- severe crashes that put up dozens of error dialogs and take the whole program down

- Strat generating orders that enter > 1 position (which should never happen, as 'EntriesPerDirection = 1' is set in State.SetDefaults);



Just to note: the logic of the strategies is working perfectly when it does work--entries are executing correctly; exits are executing correctly.

And, I've so far had no issues trading live (with the exception of the trailing stop issues noted above).

It's quite possible some of these issues may stem from coding errors on my part. But before I proceed further in development, I wanted to get other's advice regarding their experience with autotrading strats and stability in NT. And how NT compares to any other platforms you've used.

Just trying to gauge if it's worth continuing. I want to spend my time on improving my strategy profitability, rather than chasing down bugs, which may or may not be mine.

one of the things i would recommend is using an indicator sending a mkt order rather than auto trailing....

the 50 ticks looks a little herky jerky.....tough to latch onto a trend....I can see why you would get a lot of errors using autotrailing

Without seeing your strategy, it would be difficult to diagnose what the issue is.

I have coded both types of strategies. One which uses the ATM to handle the order once executed and the other is a fully hard coded strategy that manages quantity, entries, exists and a trailing stop.

As you are getting the errors in both the ATM and the hard coded strategy tells me there is likely something wrong globally.

It is puzzling you are having an issue with the strategy running the ATM. Once the strategy has passed over the handling of the position to the ATM that should be it, other than perhaps a circle back to prevent another order from executing if a position is already open.

So, unless I can see your strategy code/working I can't really help you that much.

I've been working with NT8 for about 3 months now. Have also played with Sierra Charts and Thinkorswim.

I have a base strategy which I've developed two working strategies from, both sharing the same code.

One is full autotrade, the other hands off entries to existing ATM strats.

On stress-testing these two (by running them on MES with low tick setting of 50 ticks, so they make many trades while I watch), I'm running into many problems, including:

- auto-trailing stop orders that trip over themselves and generate errors for trying to place stop orders above the market price

- severe crashes that put up dozens of error dialogs and take the whole program down

- Strat generating orders that enter > 1 position (which should never happen, as 'EntriesPerDirection = 1' is set in State.SetDefaults);



Just to note: the logic of the strategies is working perfectly when it does work--entries are executing correctly; exits are executing correctly.

And, I've so far had no issues trading live (with the exception of the trailing stop issues noted above).

It's quite possible some of these issues may stem from coding errors on my part. But before I proceed further in development, I wanted to get other's advice regarding their experience with autotrading strats and stability in NT. And how NT compares to any other platforms you've used.

Just trying to gauge if it's worth continuing. I want to spend my time on improving my strategy profitability, rather than chasing down bugs, which may or may not be mine.