when trade is made by algo does ninjatrader tell broker or prop that this trade was made by (algo/ea and copytrade) by hand human? i know these things like if trade sent at 000micro or hft ,or trade24hours, ect… easy todetect its algo. am talking is there other than these possibility to know this trade was made by (algo or copytrade) or was made by hand? like metatrader tells it s ea or not handmade
I think platforms have to tag trades as manual or auto per the exchange regulations (Tag 1028). If you click on a button in the GUI, I think NT tag it as manual. I would think if you have a custom button for an unmanaged entry, I would think it’ll still be tagged as automated because it goes through the strategy submission path. I have no clue what these firms look at, but I would imagine they probably infer automation. For example, maybe if you are always placing orders a couple milliseconds of bar close or you keep canceling and replacing a lot of orders.
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Interesting stuff, thanks for posting @WaleeTheRobot! I’ve never heard of “Tag 1028” but did a little research about it and I’m not sure this impacts retail traders.
CME Group FIX Tag 1028
The way I am reading this, automated orders are anything generated by computer (either pushing a button or execution algorithm) that is routed without human intervention. Manual orders seem to refer to orders placed directly into a front-end terminal. To me this says: all my retail platform trades are “automated” and when my platform is down and I call my broker to enter/exit a trade that order would be “manual”.
Perhaps I am reading this wrong? I would appreciate any additional insight you can offer.
It’s not that it impacts traders. I was trying to point out that entries are tagged, which the funded firms can potentially see based on the OP’s concerns. You can set it, but maybe the brokers will have their own rules to tag it anyways. https://ninjatrader.com/support/helpguides/nt8/NT%20HelpGuide%20English.html?createorder.htm
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It seems my reading of that CME document may be incorrect. I went to the FIX protocol website and they happen to have an AI designed to help explain the regulations. I asked it about the tag 1028 and here’s what it said:
Question:
I have a question regarding Tag 1028. Do customer facing retail platforms that route orders through an introducing broker have to set tag 1028, or are all orders from these platforms considered “automated”?
Answer:
According to provided documents:
The ManualOrderIndicator( 1028) field was historically used to indicate whether orders were manually received (e.g., via phone) or electronically received for SEC OATS reporting. The FIX Protocol organization expanded its scope to include orders entered into order books by algorithmic systems. The data dictionary description was modified to reflect this broader application.(^ 1)
Key implementation details from the context:
- ManualOrderIndicator( 1028) was added to the ListOrdGrp component, requiring it for every order in a list
- A separate ListManualOrderIndicator( 2401tbd) field was created for NewOrderList messages to apply the indicator at the list level(^ 1)
- The field’s purpose includes distinguishing between manual and electronic/algo-generated orders, but no distinction is made between different electronic submission methods (e.g., retail platforms vs other electronic channels)(^ 1)
Supplemental Information (Not from Knowledge Base)
For customer-facing retail platforms routing through introducing brokers:
- Orders would typically be considered automated if generated electronically without human intervention
- The ManualOrderIndicator( 1028) should still be set according to the order’s origin (manual vs electronic/algo), regardless of routing path
- Final determination would depend on specific platform architecture and regulatory requirements, which may require consultation with compliance officers or legal counsel
Note: The provided documents don’t specifically address introducing broker routing scenarios, but establish the general principle that ManualOrderIndicator( 1028) applies to all order types requiring this distinction.
I didn’t know that the original history. I guess that makes sense. 
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This is fascinating stuff, I didn’t know any of it until you mentioned tag 1028. You learn something new everyday!
The whole thing brings up a lot of questions for me. Like, if I place a trade “manually” using the chart trader that has an ATM strategy associated with it are the stops and targets also manual, or are they automated? What if I code my strategy in such a way that it doesn’t place orders “via code”, but rather “clicks the entry button” on the chart trader programmatically? Is that a bypass to the platform detecting “automated” trading?
Also, it’s worth noting that many broker connections have their own proprietary protocols. There’s really no telling what they do under the hood without some hardcore debugging / packet analysis for each individual broker.
- keep canceling and replacing a lot of orders* is behavioral pattern recognition i know that ,* always placing orders a couple milliseconds of bar close* how is that possible , ninjatrader only has seconds , can i choose in my strategy miliseconds???
ATM strategy is accepted as that s not fulll ea , but ur idea about ather “clicks the entry button” on the chart trader is good , easier is strategy that click on atm strategy…
There is no millisecond interval in NT, but you can always use ticks (or other non time based bars). Presumably your broker knows when the first tick of any given time based interval happens. If they analysis this and see a pattern that is sub-human reflex speed, they can likely assume automation was the trigger. However, if they have to employ behavioral analysis, they probably don’t have a flag telling them definitively the order was automated. Food for thought!
Presumably your broker knows when the first tick of any given time based interval happens. they know the ticks per micro and miliseconds? that means my strategy about buying selling again same price level support /resist line shouldn t fire market order at price touch,
if strategy buys after certain tick touch ,it will fire alltrades always at same speed , means always 2miliseconds of newticks foexemple.
but when ninjatrader get order buy 4seconds after price touch. say i am smart and make strategy that buys at multiple times 3seconds , 1seconds ,2seconds . it will still fire at certain speed nearly everytime same speed , every trade forexemple will be made 3miliseconds after the end of a second.
say i biuy at price 100 $and 112 $and 130$. all these trades will be say 2miliseconds after that tick happened . same if i say buy 2seconds after 100$ 1second after 112$ 4seconds after 130$ . the time of trading happened in always gonna be the timing say first was at 9am4min5seconds and 3 miliseconds ,secod trade happened at 10am45min11seconds and 3 miliseconds , 3rd trade hapened at 11am24min57seconds and 3 miliseconds
I would think ATM are tagged as automated even if you programmatically create it. I think it’s possible to programmatically click buttons through testing tools like Windows UI Automation. I’ve never tried it or recommend it for entering trades since it probably can cause unknown issues too.
It’s not using milliseconds time for entry. It’s comparing the difference between the time of the last bar and first tick of new bar. I would think that it can flag that your account is most likely automated if your trades are always entering around the first tick of new bar.
There’s nothing stopping ninjatrader to attach their own tags to each order. In fact it would be beneficial to the support team if each order had some state info along with it. Therefore I think it’s very likely that IB or prop can see origin of the order and some other info.
Stop & Targets from ATM are indeed processed via OrderEntry.Automated
To add to this, I assume if there is any copy trading going on, its also shown as “automated”?
I know prop firms normally don’t allow automation, but if one uses copy trading, how could they even tell by the follower accounts? And since all follower accounts may be seen as “automated”, how could they even tell if a master account is automated?
I mean, its not like they would know which is a master account or follower because wouldn’t all look automated?
I have a headache now. 
I’m sure there’s some type of tech that does, and I don’t know scripting. I’m a cyber security person.
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I think the more important question is what your broker or prop firm’s rules are about automated trading and how strictly they enforce them. Most prop firms allow using automated strategies as long as they aren’t HFT and you’re physically in front of your PC supervising it.
Pretty sure they have no way to detect if orders are placed via a copy Traders, these are just market/limit orders submitted normally and I would say that are not even tagged as automated. It’s like submitting an order via shortcut key.
If you’re using copy traders then you’re not in the real market. You’re in a prop simulation. The market and the exchange does not interact with your orders.