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I found something strange on the picture (price column), i think this is the problem. It is strange, nobody reported until now, so we have to check on your side why works different compared to mine and fix the bug, if exist.
We cannot create StopLimit orders in C2, so the only way to sync NinjaTrader StopLimit orders - that are widely used for StopLoss type - is to create a Stop order on C2 side.
In beta phase we sync all orders from NT to C2 without any “source” filter like: sync only account, sync only order type, sync only strategy… We need to find all problems before using more complicated sync management. After Beta we will implement many filters, even ATM, if it is possible.
Please help me with an example of how you want to use this ATM filter?
We made some tests a few weeks ago to check if we can sync orders created only by “Strategy X”, and we found that basically it is possible.
I really hope that we can offer this feature soon, after the Core Bridge is stable.
About StopLimit order, the situation is the same. We have to run some tests and check if we can “replicate” the order behaviour on C2 side… but we have many important tasks before…so we need time.
Thank you for your feedback! I welcome new ideas and reports
Strategy A is short while Strategy B is long, each strategy is positioned 10 pts apart with their respective stops and targets. Can this be accomplished in C2 as well via the C2 bridge?
I am afraid it will not work. But I will write this in our todo list in order to check in the future.
My quick explanation:
An NT Strategy works as a “standalone” instance in platform, so all strategies are completely separated. You can hold a Long and Short Position on the same instrument using different strategies until you will not sync the Strategy Position with Account Position.
In C2 you cannot do this. If your Strategy 1 will Open a Long Position and Strategy 2 will open a Short Position, C2 will close the Long, even if the Short purpose was “ToOpen”. You cannot “hedge” in C2.
I’ve just made a short test with NT in sim mode. I’ve made some DOM NQ long trades with entry at the ask and sometimes after a fill one or both of the bracket orders were not sent to C2 ?
Still not working, for example placing a limit order above the last price, you will get an immediate fill and the bracket will not be sent !!
There seems a general problem when the limit entry order at NT is filled (and the bracket orders are created) BEFORE the limit entry order is SENT to C2.
We have to decide for EVERY NT order the C2 Purpose (ToOpen, ToClose). Those information are not available in NT and the only way to send for the correct execution is to decide internally based on C2 Position and Orders.
When you create a “forced price” Limit in NT, we must send a Limit order to C2.
When NT will open the Position and attach the ATM, we must send the ATM orders to C2 as well, but maybe the C2 entry order was not filled yet. So we cannot send orders with purpose ToClose, because we don’t have C2 Position. The only solution is to wait the C2 Limit to be Filled…
The only way right now to solve this “fill delay” is slow a bit the NT-C2 sync time and wait for C2 position, … but yes… the price slippage…
We use now 500-1000 ms delays between order execution, but we must change to 1-5 sec i think.
The solution is already implemented, please bear with me, it is very very helpful every feedback, we will do the best to find the optimal setting asap.
I changed some the internal workflows and execution timers to a “slower” version and works very well on my side, all known issues dissapeared, but the price slippage still must be tested.
I asked Matthew to change once again the installer on servers (build 104), maybe later today or Monday will be available for download. - I will post the info here.
If anybody need my personal support, can contact me on skype: lorant_algotrader
Thank you for help!
Have a great W/E! Hope we can Release the v1.0 Stable version very soon!