What happens to exit orders when NinjaTrader closes or there is a broker disconnection?

The behavior of your exit Take Profit (TP) and Stop Loss (SL) orders, particularly those associated with Advanced Trade Management (ATM) strategies, depends on whether they are managed locally by your NinjaTrader platform or directly on your broker's servers.

Here's what generally happens in the scenarios you described:

• When NinjaTrader is closed:
  • For an ATM strategy to activate and function, NinjaTrader needs to be connected and running.
  • By default, the Stop Loss and Profit Target orders submitted automatically through an ATM Strategy utilize One Cancels Other (OCO) functionality. If your NinjaTrader Brokerage account is used, most OCO functionality is simulated locally on your PC unless the "Server Side ATM Strategy" beta feature is enabled in NinjaTrader Desktop 8.1.
  • If NinjaTrader is closed, any OCO functionality simulated locally on your PC for these ATM orders would cease to be actively managed by your local platform. However, orders that have already reached an "Accepted," "Working," or "Suspended" state are typically located at the brokerage or exchange, or on NinjaTrader's/broker's servers if the specific order type is not supported by the exchange.
  • If an ATM Strategy entry is rejected, its stops and targets will not be entered. If a Stop Loss or Profit Target order is rejected, all Stop Losses and Profit Targets for that ATM will be canceled. This is related to rejection rather than closure, but highlights the system's response to order failures.
• When the broker connection disconnects:
  • The consequence for your exit orders depends on how your broker handles OCO orders:
    • Local Simulation: If your broker (e.g., Forex.com/City Index, Rithmic) or NinjaTrader (for most NinjaTrader Brokerage accounts by default) simulates OCO functionality locally on your PC, a connection loss would mean these orders are no longer actively managed as an OCO pair by your platform. This could potentially leave one of the orders (TP or SL) active while the other is not automatically cancelled if the first one fills, or vice-versa.
    • Native Server-Side Support: Some brokers (e.g., Continuum/CQG, FXCM, Interactive Brokers) natively support OCO functionality on their servers. If your orders are managed this way, they should ideally remain active and linked on the broker's side even if your local connection drops.
  • Orders that are in a "TriggerPending" state (applicable to MIT orders) and are held locally on your PC may become "Unknown" and cannot be recovered by the NinjaTrader Desktop app after a connection loss if your provider does not offer native support for them.
  • A connection loss between your computer and the brokerage servers can lead to error messages like "Close operation failed. Operation timed out. Manually close your position".
  • For an ATM strategy to operate, NinjaTrader needs to be connected.
  • If you are using a trade copier like Replikanto, it logs broker disconnections, and during these disconnections, follower accounts become unavailable, and trade copying is paused. Replikanto itself does not control the connection between NinjaTrader and your broker. It's your sole responsibility to monitor positions and orders and manage them if discrepancies occur due to connection issues.

In summary, for critical trades, it's essential to understand whether your broker offers server-side OCO order management, as this provides a greater degree of protection against local NinjaTrader closures or internet connection disruptions. If OCOs are simulated locally, then the continuity of NinjaTrader's connection and operation is crucial for their proper functioning.