UPDATE: C2Bridge for NinjaTrader 8

Update:

We are testing the new full version of C2Bridge that is capable to sync ALL ORDER types from NinjaTrader to Collective2.

The Bridge can manage Manual or Automated Strategies with ATM (SL, TP, Trailing) and keep synced the 2 systems, almost tick by tick.

Here is a screenshot, I hope we can release the beta in the next 1-2 weeks.

I tried the new C2Bridge to enter orders for my system, but they don’t get synced. What might be the problem?

I’m a little bit disappointed, because my signals don’t appear in the Trading System on Collective 2 :frowning:

Dear Heiko,

It is very hard to find the problem based on a picture, let me help you directly using screensharing, if it is possible.

Please add me to skype: lorant_algotrader and we can find the problem.

Thank you

Lorant

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.

Thank you for your quick response. Lets do this tomorrow. I’ll add you skype.

We found the bug and was fixed, available in the next build. Please use this version only in EN language (localization).

Working on full integration between NinjaTrader and Collective 2. ALL ORDER types will be synced, no matter how they were created in NT!

Planned Beta Release next week…

How do you handle Stop Limit entries ?
Will it be possible to send only specific ATMs to C2 ?

  1. 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.

  2. 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?

Thank You

I have 6 DOMs, each with aa individual ATM strategy: STRAT_A … STRAT_F, and I want only transmit STRAT_A, - STRAT_D to C2.

I know that C2 doesn’t support Stop Limit orders which is really a shame.
But Stop Limit orders with a negative offset should be possible.

For example buy ES @ 1950x1949.25, because NT does not create any order until the stop price is touched and then sends a limit order…

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 :smile:

Have a great day!

Lorant

Can you also do some testing on the following?

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?

thanks

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.

But let me think about this situation as well…

We’re proud to announce the new NinjaTrader-C2 Bridge- FULL VERSION.

This version is capable to synchronize ALL ORDER TYPES (Market, Limit, Stop) from NinjaTrader to Collective2.

If you have the prior version installed, please Uninstall it before.

The new version (build 102, Beta):

https://collective2.com/collective2-ninjtrader-bridge

Short video:

Happy Trading!

Lorant Vari
CEO, Developer

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 ?

OK, thank you!
I will check it asap and fix it…

PS: The bug was fixed! The new build will be available from next week, but I will announce it here.

The new build 103 is ready to download:

https://collective2.com/collective2-ninjtrader-bridge

Fixed Bug:

  • Entry at the Ask and sometimes after a fill, one or both of the bracket orders were not sent to C2

Please Uninstall the existing one before Installing the build 103.

Thank you!

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.

Offf…

Yes, this is a Global and very strange problem.

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.

Thank you

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!