Ouf of sync between leader and followers

Initial Steps

The out of sync between the leader and the followers can happen at two moments, when entering and leaving a trade:

After being copied to follower accounts, an entry or exit limit order might not be filled due to the market price not reaching the specified limit, insufficient liquidity, or the order's position in the queue, or partial fills when not enough contracts are available at the limit price. The responsibility for an unfilled order doesn't lie with the trader, the copier or the broker; it's a result of market conditions and the dynamics of supply and demand. Brokers execute orders based on set conditions but don't control market prices or liquidity. Understanding market conditions and the nature of traded futures is essential for managing expectations around limit orders.

There are several reasons why a limit order might not be filled:

1. Market Price Hasn't Reached the Limit Price: The most common reason is that the market price has not reached the specified limit price. If the market does not move to or beyond your limit price, the order will not execute.
2. Lack of Liquidity: Even if the market price reaches your limit price, if there isn't enough liquidity your order may not be filled.
3. Order Priority: The market operates on a first-come, first-served (FIFO) basis. If there are orders placed before yours at the same limit price, those orders may be filled first, especially in a fast-moving market where the price hovers around the limit price briefly. This can lead to the leader's order being filled and the followers' not.
4. Partial Fills: In some cases, your order might be partially filled if there are not enough contracts available at your limit price to complete your order in full. The unfilled portion of the order remains active until the market can fulfill it or until you cancel the order. When using Equal Quantity mode or a ratio of 1.0, a follower that received fewer contracts than the leader is considered out of sync. Follower Guard monitors position quantities, so a contract count mismatch triggers it the same way as a follower that failed to close entirely.

It's worth mentioning that market dynamics sometimes prevent all orders at a specific price from being executed due to insufficient demand. Normally, the market fills some orders while others remain open.

To prevent this type of situation we have two features in Replikanto that you can use, one of them is ATM Copy, which uses Ninjatrader's ATM strategy to manage the follower's exit orders instead of copying them from the leader account. This is useful if you're using a NinjaTrader ATM strategy in the leader account's trades, and you are submitting trades inside the NinjaTrader. The other alternative is to use the Follower Guard feature, which was created to protect follower accounts and has an action that, when enabled, will cancel the entry and exit orders if the entry order is not filled by the market after a few seconds of filling the leading order, and will flatten the follower if the exit order has not been filled by the market on the follower but has been filled on the leader's side. To configure Follower Guard, right-click on the Replikanto window and select Properties. Important: Follower Guard settings are stored per Replikanto tab, not globally. If you have multiple Replikanto tabs open, you must enable Follower Guard on each tab individually. Follower Guard applies to all accounts that are checked (selected) in that tab's Replikanto setup. Within the Properties window, make sure to enable at least one action checkbox (for example, "Cancel the follower entry order if it is not filled"). The "Disarm Followers" option only determines what happens when an action fires; if no action checkboxes are enabled, the Guard will never trigger regardless of the timer values set. After clicking Apply and OK, save your NinjaTrader Workspace so that the Follower Guard configuration is preserved the next time NinjaTrader starts.

How to save the Workspace: In current versions of NinjaTrader 8 there is no File menu, and closing a window with the red X does not reliably save your setup. To save it, open the Workspaces menu in the NinjaTrader Control Center, hover over the name of your active workspace, and click Save. When you exit NinjaTrader, also click Yes if it asks whether to save changes to the open workspace. If your Documents folder is synced by a service such as OneDrive, keep that service signed in and working, because a broken sync can silently revert the saved file.

Follower Machine Offline, Sleeping, or Disconnected

Out-of-sync accounts can also occur when the computer running the follower's NinjaTrader and Replikanto goes to sleep, loses its internet connection, or is turned off.

Replikanto's core function is to copy every order submitted by the leader to the follower accounts. NinjaTrader on the follower side is then responsible for submitting those copied orders to the broker. When the follower machine is offline, NinjaTrader cannot submit those orders. When the machine comes back online and NinjaTrader reconnects, it submits any pending copied orders. If the leader has already exited the trade by then, the followers will enter a live position with no corresponding leader position to generate an exit signal, and the fill price will reflect the current market price rather than the leader's original entry price.

There are two additional risks related to exit order management when the machine goes offline:

• ATM strategies: ATM strategies submit stop loss and profit target orders the moment the entry order fills. NinjaTrader must be running and connected when the entry order fills to submit those orders. If NinjaTrader is not fully operational at that moment, the stop loss and profit target may not be placed.
• OCO orders (locally simulated): If your broker does not support OCO natively on their servers, NinjaTrader simulates OCO behavior locally. In that case, NinjaTrader must be running and connected to send the cancellation request for the remaining order when one of the OCO orders fills. You can check where your orders reside in the NinjaTrader documentation.

To prevent these issues:

• Keep your trading machine on and connected at all times while the leader account may be taking trades. Configure your computer's power management settings to prevent the machine and its Network Adapter from turning off or entering sleep mode.
• Use Follower Guard as an additional layer of protection. Follower Guard can automatically flatten a follower account when it goes out of sync with the leader. However, Follower Guard can only act when the computer is on and Replikanto is running — it cannot protect you when the machine is offline or asleep.
• Consider using a VPS (Virtual Private Server). A VPS is a remote computer that stays powered on 24/7 in a data center, providing a stable environment for running NinjaTrader and Replikanto continuously. This eliminates the risk of your local machine's power state affecting your trading.

Extra Steps

Simulation account as leader with real or prop firm followers: When using a NinjaTrader Simulation account (e.g. Sim101) as the leader alongside real or prop firm follower accounts (such as Apex, TopStep, or live brokerage accounts), out-of-sync events will happen much more often than normal. Simulation accounts simulate the full order-matching process and can get filled in conditions where the real market would not fill a real account. This mismatch triggers the Follower Guard very frequently, causing follower accounts to be disarmed on nearly every trade. In this scenario, enabling Market Only mode (copy executions only) is strongly recommended, as it eliminates the fill-timing gap that triggers the Guard. Also make sure to save the NinjaTrader Workspace after adjusting any Follower Guard settings, or the changes will be lost on the next restart.

You can also use the feature to copy only the executions to the followers, so that the follower will always send orders to the market, thus ensuring that the entry and exit orders are filled, mitigating or even eliminating the problem of accounts becoming out of sync. To find out more about the Market Only feature, click on this link.

It is also worth remembering that using the Replikanto's Cross Order feature where the order is copied to the followers on a different instrument can increase the chances of the order not being filled on one side, because the two instruments, although they always move together, there are times when the price of one can vary a few ticks compared to the price of the other, most commonly in times of high volatility, causing orders to be filled on one side and not the other. For example, when using the NQ instrument for the leader and the MNQ for the followers, a stop order placed at the price of 15000 might be filled on the followers where the MNQ price has reached 15000 and not on the leader where the price has only reached 14999.75.