Bracket Orders
Adding take profit and stop loss levels or TP/SL OCO bracket to an alert is very simple and is only available as part of the PLACE or FLATPLACE order commands. Both fields accept numeric values only that represent price level triggers for the order in the underlying (relative prices to the underlying for TP/SL can also be used, such as %, points, $ and tick values).
The Automated Trading Interface (ATI) must be enabled for this feature to work correctly.
Wait-for-Fill Behavior
Starting in v1.12.0, when you attach TP/SL to a Limit or Stop entry order, the bracket orders are deferred until the entry fills. This is now the default behavior and requires no configuration.
Previously, bracket orders were submitted at the same time as the entry — regardless of order type. This was problematic for non-market entries: if your limit order never fills, the bracket legs are already live in the market with no parent position to protect. Worse, a bracket leg could fill first, creating an unintended position in the opposite direction.
Now the add-on holds the bracket configuration internally and monitors the entry order's lifecycle:
Entry fills — the bracket is placed using the actual fill price and filled quantity.
Entry partially fills then reaches a terminal state (canceled, rejected) — the bracket is placed for the filled quantity only.
Entry is canceled or rejected with no fills — the bracket is discarded. No orphaned orders.
Bracket configurations are persisted to the local database and survive add-on restarts. If the add-on restarts while an entry order is still working, the pending bracket is restored and continues monitoring.
Market orders are unchanged. Market orders fill immediately, so the bracket is submitted right away alongside the entry — exactly as before. The wait-for-fill logic only applies to Limit and Stop entry orders.
One-sided TP/SL Order
When CrossTrade receives a request for a take_profit, stop_loss, stop_loss_limit, or stop_loss_stop price inside of a place order message, it creates an opposing order (buy becomes sell and vice versa, same quantity, etc.).
take_profitbecomes a buy or sell limit order to guarantee the profit target is hitstop_lossbecomes a buy or sell stop market order
All orders are entered as GTC (Good-til-Canceled).
Alternatively, stop_loss_limit can be used in place of stop_loss. stop_loss_limit creates a stop limit order instead of a stop market order.
A stop limit order is a stop loss level composed of 2 parts: the stop trigger and the limit price. When the stop price is breached the order at the limit price is created.
When using stop_loss_limit orders alone, please be aware that, by default, the stop price and limit price are being set as the same value. In fast moving markets, there's a chance the underlying price can quickly move beyond the limit price before it has a chance to trigger and close the position.
To explicitly set the stop price of the stop limit order, you can optionally include a stop_loss_stop price level that will act as the initiator or trigger of the limit order. stop_loss_stop must be used in conjunction with stop_loss_limit, otherwise its presence will be ignored. Please see examples on how to use stop losses below.
Two-sided TP/SL OCO Bracket Order
If both take_profit and stop_loss or stop_loss_limit are included in the alert message, it will automatically become an independent OCO bracket order. If the position is closed by means other than the take profit or stop loss orders, the bracket remains active.
When submitting a TP/SL bracket, only one of stop_loss or stop_loss_limit is allowed in the alert message. If both are present, stop_loss takes priority and will be accepted over stop_loss_limit, which is ignored.
Appending to an ATM Strategy
It's possible to append take_profit and/or stop_loss/stop_loss_limit to an ATM strategy for management. To do so, you must indicate the strategy name with the optional flag append_atm=true; This will move the TP/SL order(s) under the ATM strategy for management. If the position or strategy is closed, all related positions and orders will be closed or canceled.
Example Payloads
We are using the TradingView continuous contract format ES1! in these examples. If you're not using TradingView you would provide a NinjaTrader specific format. (ES 06-26 or ES JUN26 or ESM26)
Market Order with Take Profit
Market Order with OCO Bracket
A take profit and stop loss together are automatically converted into an OCO bracket:
Limit Entry with OCO Bracket (Wait-for-Fill)
This is where v1.12.0's wait-for-fill behavior matters most. The limit entry is submitted immediately, but the TP/SL bracket is held until the entry fills. If the limit price is never hit and the order is canceled, the bracket is discarded — no orphaned orders are created.
Once the entry fills, the bracket is placed using the actual fill price and filled quantity. This means offset-based TP/SL values (e.g., 100 ticks) are calculated from the real fill price, not the requested limit price.
Limit Entry with Stop Limit Loss
This variation uses a stop limit order instead of a stop market order. The stop price level and the limit price value of the stop limit order are equal to the stop_loss_limit price:
Explicit Stop Price for Stop Limit Orders
In this version, we are explicitly setting the level of the stop price that triggers the stop loss limit order:
OCO Bracket Appended to an ATM Strategy
A market order with TP/SL OCO bracket appended to an ATM strategy called "crosstrade":
Tick and Percentage Offsets
To add stops and targets in Ticks or Percentages, simply replace the numerical value.
Tick Example:
Percentage Example:
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