Out of sync between leader and followers

How to Recognize If Accounts Are Out of Sync

Before diving into causes and solutions, verify that your accounts are actually out of sync. Common indicators include:

• Position mismatch: Follower has a position open but leader doesn't (or vice versa)
• Quantity mismatch: Follower has fewer or more contracts than leader (using Equal Quantity mode or ratio 1.0)
• Entry/exit desynchronization: Leader entered a trade but follower didn't, or leader exited but follower remains in position
• Follower Guard triggered: The Follower Guard feature has disarmed one or more follower accounts

If you're experiencing any of these symptoms, review the causes and solutions below.

Quick Reference: Common Causes and Solutions

Use this table to quickly identify your issue and find the right solution:

Understanding Limit Order Sync Issues

Out-of-sync between leader and followers can happen at two moments: when entering and when exiting a trade. After being copied to follower accounts, an entry or exit limit order might not be filled due to market conditions.

Why limit orders may not fill:

1. Market price hasn't reached the limit price: The most common reason - if the market doesn't move to or beyond your limit price, the order won't execute.
2. Lack of liquidity: Even if the market price reaches your limit price, insufficient liquidity may prevent your order from filling.
3. Order priority (FIFO): Markets operate on first-come, first-served basis. Orders placed before yours at the same limit price may fill first, especially in fast-moving markets where price hovers briefly around the limit. This can cause the leader's order to fill while followers' orders don't.
4. Partial fills: Your order might be partially filled if not enough contracts are available at your limit price. The unfilled portion remains active until the market can fulfill it or you cancel. When using Equal Quantity mode or ratio 1.0, a follower receiving 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.

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 supply/demand dynamics. 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. Market dynamics sometimes prevent all orders at a specific price from executing due to insufficient demand - normally, the market fills some orders while others remain open.

Solutions for Limit Order Sync Issues

Replikanto offers two features to prevent limit order sync problems:

1. ATM Copy
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 submitting trades inside NinjaTrader.

2. Follower Guard
Created to protect follower accounts. When enabled, it can cancel entry and exit orders if the entry order isn't filled by the market within a few seconds of the leader's order filling, and can flatten the follower if the exit order hasn't filled on the follower but has filled on the leader's side.

How to configure Follower Guard:

1. Right-click on the Replikanto window and select Properties
2. Enable at least one action checkbox (for example, "Cancel the follower entry order if it is not filled")
3. Configure the timer values as needed
4. The "Disarm Followers" option determines what happens when an action fires; if no action checkboxes are enabled, the Guard will never trigger regardless of timer values
5. Click Apply and OK
6. Save your NinjaTrader Workspace (see instructions below)

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.

How to save your NinjaTrader Workspace:

1. Open the Workspaces menu in the NinjaTrader Control Center
2. Hover over the name of your active workspace
3. Click Save
4. When you exit NinjaTrader, click Yes if it asks whether to save changes to the open workspace

Note: 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. 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 internet connection, or is turned off.

How this happens:

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 will only submit pending copied orders to followers if the leader order was initialized before the broker connection was disconnected. This is an uncommon scenario, as it requires an order to be initialized just before a broker disconnect occurs.

If the leader order was not initialized before the disconnection, those trades won't be copied when the broker is disconnected. 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.

Additional risks 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:

1. 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.
2. 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.
3. 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 and Special Scenarios

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.

Why this happens:

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.

Recommended solution:

Enable Market Only mode (copy executions only). This eliminates the fill-timing gap that triggers the Guard. When Market Only is enabled, the follower always sends orders to the market, ensuring entry and exit orders are filled, which mitigates or even eliminates the problem of accounts becoming out of sync.

To learn more about the Market Only feature, click here.

Also make sure to save your NinjaTrader Workspace after adjusting any Follower Guard settings, or the changes will be lost on the next restart.

Cross Order Between Different Instruments

Using Replikanto's Cross Order feature (where the order is copied to followers on a different instrument) can increase the chances of orders not being filled on one side.

Why this happens:

Although the two instruments 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 during periods of high volatility. This can cause orders to be filled on one side and not on the other.

Example:

When using NQ for the leader and MNQ for the followers, a stop order placed at 15000 might fill on the followers where the MNQ price has reached 15000, but not on the leader where the price has only reached 14999.75.