Outlier Protection

Prevent false account kills caused by bad data, price feed glitches, or stale quotes

Overview

Outlier Protection prevents your account from being killed based on bad data. Price feed glitches, stale quotes, and NinjaTrader occasionally reporting P&L numbers that don't match reality can all cause the Account Manager to trigger a kill that shouldn't have happened. When Outlier Protection is enabled, every time your P&L crosses a kill threshold, the system double-checks the numbers before acting.

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Outlier Protection is a Pro feature available in XT Add-On v1.12.0+. It applies to both account-level and position-level P&L monitoring.


How It Works

When a kill threshold is breached, the system runs a series of validation checks before allowing the kill to proceed. It cross-references the reported P&L against independent calculations, checks quote freshness, and looks for price divergence between data sources. If any check fails, the kill is delayed for one evaluation cycle to give the system time to reconfirm with fresh data (delay between evaluation cycles is typically 2-2.5 seconds).

The sensitivity setting controls how suspicious the system is before blocking a kill.


Sensitivity Levels

Low

The system gives your data the benefit of the doubt. It only intervenes when something is clearly wrong — prices that are wildly off, P&L jumping to values that make no sense, or quotes that haven't updated in over a minute. This is the right choice if you've had false blocks and want the system to stay out of the way unless there's an obvious problem.

Trade-off: A subtle data glitch could still slip through and trigger a kill you didn't deserve.

Medium (Default)

Balanced. The system catches most data anomalies without being overly cautious. It flags price disagreements beyond roughly 200 ticks between data sources, P&L values that are 5x larger than what the system independently calculates, and quotes older than 30 seconds. This works well for most traders and most instruments.

Trade-off: In rare cases during extreme volatility (flash crashes, limit moves), legitimate rapid P&L swings could temporarily delay a kill by one or two evaluation cycles while the system re-confirms.

High

The system is skeptical of everything. Prices must agree within roughly 100 ticks, P&L must be within 3x of the independent calculation, and quotes older than 15 seconds are treated as unreliable. Use this if you're trading during volatile sessions, running on an unreliable connection, or if a missed kill is more costly to you than a delayed one.

Trade-off: During fast markets or if your data feed has natural latency, the system may need an extra cycle or two to confirm before allowing a kill through.


Automatic Scaling

All three sensitivity levels automatically scale their dollar thresholds to your instruments and position size. A 200-tick divergence on ES means something very different than 200 ticks on NQ or CL — the system handles that for you. You just pick how cautious you want it to be.


Configuration

Outlier Protection is configured in your Account Management settings:

Setting
Values
Description

Outlier Protection

true / false

Enable or disable outlier protection.

Outlier Sensitivity

low / medium / high

How aggressively the system validates data before allowing a kill. Default: medium.

The web dashboard provides a simplified toggle that combines both settings: Off → Low → Medium → High.

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