Strategy Disables When Trailing Stop Filled

September 27th, 2012, 11:16 AM

The extent of my programming is using the Ninjascript wizard, so while I'm not a programmer, I'm not sure if this is the best place to post, but I'll start here.

My strategy includes a trailing stop and many times when price hits the trailing stop, the order gets filled, but then ninjatrader disables the strategy. It doesn't happen every time, but it does happen often. I've contacted ninja support and their response was:

"You will need to double check your ATM Strategy and ensure that you are not attempting to move the stop too close to the last traded price and also take the bid/ask fluctuation into considerations. If the order is too close to the last traded price, you may experience where the price you are attempted to submit to will not be a valid price by the time it is received by the exchange."

They further went on to suggest that the problem is at the broker. I've contacted my broker an they have no solutions. Do you guys have any thoughts on how to keep my strategy from disabling when price hits the trailing stop?

Thanks for any help you can provide.

Brian

September 27th, 2012, 05:16 PM

Before the problem occurs open the Output window. Check this and the Log tab when the problem occurs.

Strategy Disables When Trailing Stop Filled

Discussion in NinjaTrader

Strategy Disables When Trailing Stop Filled