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MicroTrendsLtd / NinjaTrader8

NinjaTrader8 Components Strategies and Trading tools
MIT License
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Rithmic trade entry executions does not trigger Stops and Targets due to execution caveat in NinjaTrader 8 with Rithmic #99

Open Aalv3 opened 1 year ago

Aalv3 commented 1 year ago

What would cause bracket orders not to deploy on a live account? Mind you, I have submitted hundreds of orders testing in sim, and they work every time.

MicroTrendsTom commented 1 year ago

So the entry order goes in + Position fills? but no stops/exits? Is this is a rithmic thing? Is it showing a position in the UI?

any errors/debug can you watch it run through a VStudio debugger?

MicroTrendsTom commented 1 year ago

try in Unsafe mode - so it misses all the checks etc

Aalv3 commented 1 year ago

It is on a rithmic prop account. Every strategy I have that uses the ATS backend does the same thing. On sim, I can submit 200 orders and they work perfect with the brackets. On live, it will randomly enter a position with no brackets at all. Sometimes it works, but 70% of the time it does not. I do not have a cash account to try it on at the moment. Not sure how to run in unsafe mode but I will look into this

MicroTrendsTom commented 1 year ago

maybe its related to this #45

Aalv3 commented 1 year ago

Appears to be the same issue. I have ran sidler's version and it does the same thing. Also, my log looks the same as the one he posted. I'm not sure if a solution has been discovered. Will be looking into it

MicroTrendsTom commented 1 year ago

related to this https://github.com/MicroTrendsLtd/NinjaTrader8/issues/45

On absence of NT actually fixing the issue at source. A solution is to add a "Rithmic" mode and then after an entry - force an execution OnExec to mimic the normal workflow -when its all filled. This would be for example a second after the entry has gone in etc to call back if rithmic mode

or to poll after a new position and then fire the placeStopLossTraget Workflow.
not a 5monute job for sure.

Note May get addressed in Q2 base do on current time & resources. We would only use it for testing/optimization only not for production trading as the AFt8 supersedes all this tech. Note: You can try plug your code algo signal logic into the AFT8 AlgoTemplates posted in the discord group etc.

MicroTrendsTom commented 1 year ago

Ok i have opened a rithmic live account will test out at some point when i can come up for air

Aalv3 commented 1 year ago

Ok i have opened a rithmic live account will test out at some point when i can come up for air

Thank you so much for the help, you rock!

MicroTrendsTom commented 1 year ago

latest update the rithmic account was turned down and as yet there is not time to look at this due to other projects - this is still open

JonathanGVC commented 1 year ago

@MicroTrendsTom If you're still looking for an account, try apex. If you email them, link the github, and explain your situation, they might just give you a coupon for a free dev account, they have that arrangement with the company I consult for.

Barring that, they routinely run 80% off deals for 1 month, which brings their 25k account down to 30 bucks for the month (USD). They support MCL, which means inside that month you can test quite a bit before running into their $1500 trailing drawdown.

(My browser AV extension has a problem with the link, but it's legit, feel free to google it instead) https://apextraderfunding.com/

All of what I said above is also true of LeeLoo, so you might want to try them as well.

MicroTrendsTom commented 1 year ago

@MicroTrendsTom If you're still looking for an account, try apex. If you email them, link the github, and explain your situation, they might just give you a coupon for a free dev account, they have that arrangement with the company I consult for.

Barring that, they routinely run 80% off deals for 1 month, which brings their 25k account down to 30 bucks for the month (USD). They support MCL, which means inside that month you can test quite a bit before running into their $1500 trailing drawdown.

(My browser AV extension has a problem with the link, but it's legit, feel free to google it instead) https://apextraderfunding.com/

All of what I said above is also true of LeeLoo, so you might want to try them as well.

Yup out of these so called "prop firms" - some better than others Apex seems to be least finickity of the bunch and more popular. Here is a list here of the ones i find the better for NT : https://algotradingsystems.net/GetStarted

The rithmic got turned down as im already using CQG in my retail account, so it would require a new account with a different brokerage/fcm to get that,

The problem i have is time management in 2023 there is no slots. This product here https://algofuturestrader.com/ (AFT) allows coding of algos far superior to this product for free but no backtesting - no issues with any broker as the workflow doesnt use strategies but instead goes via the NT account api and is broker neutral. i might have to add a section in github so show how this is done in fact i do show a bit in the trading group. I will be using this in that project AFT to provoide a backtester - and build open source examples with compiled indicators from AFT- this may present a window to see the rithmic dilema.