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| Automated Trading Support for automated trading systems using NinjaScript. Support for our ATI (Automated Trading Interface) used to link an external application such as TradeStation and eSignal to NinjaTrader. |
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06-04-2007, 01:39 PM
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#1 |
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Junior Member
Join Date: May 2007
Posts: 28
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A rare problem with a specific order.
Hello,
I was developing a simple trading strategy with NinjaScrith for trading in the future CAC 40. The code of Ninja is the following: ( You can see the screen shot of my strategy in the next file) The strategy works very well in Back Test, but i have a rare problem when i running it in real time. The strategy sends the entry order well and when the order is executed then... ( my stop loss ) is placed ok. But if the strategy has a position = 1 at 18:45:00 then the order be cancel. I am running the strategy in a chart of 10 minutes. This is rare rare rare true ? I am writing from Europe ( Spain), and i am running this strategy in another markets ( usa) and i have no this problem. Why this happend to me ? Sorry for my bad english , I am learning slowly  Thanks for your time. |
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06-04-2007, 01:44 PM
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#2 |
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Administrator
Join Date: Nov 2004
Location: Denver, CO, USA
Posts: 11,164
Thanks: 6
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There could be several issues -
- Could the order be cancelled due to "Exit on close" parameter being true when running a strategy? - Since its a very specific time, could the exchange be closing at that time and your broker is automatically cancelling the order due to a DAY time in force?
Ray
NinjaTrader Customer Service |
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06-04-2007, 01:55 PM
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#3 |
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Junior Member
Join Date: May 2007
Posts: 28
Thanks: 0
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Ray say :
- Could the order be cancelled due to "Exit on close" parameter being true when running a strategy? No, because the trading day for future cac40 ends at 20:00 o clock and i think that this set up is correct in my configuration. Ray say: - Since its a very specific time, could the exchange be closing at that time and your broker is automatically cancelling the order due to a DAY time in force? May be... i am trading with Interactive Brokers. Should i to change the time force in my strategy for Gtc? Thanks for your time
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06-04-2007, 02:15 PM
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#4 |
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Administrator
Join Date: Nov 2004
Location: Denver, CO, USA
Posts: 11,164
Thanks: 6
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Yes, try to change to GTC.
Ray
NinjaTrader Customer Service |
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06-05-2007, 11:35 AM
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#5 |
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Junior Member
Join Date: May 2007
Posts: 28
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Ray say:
- Since its a very specific time, could the exchange be closing at that time and your broker is automatically cancelling the order due to a DAY time in force? It was for this !. I changed the state of the order and all works ok. I did not know that the end of day for this order was at 18:45 in Europe . Thanks very much !  Regards |
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06-05-2007, 11:47 AM
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#6 |
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Administrator
Join Date: Nov 2004
Location: Denver, CO, USA
Posts: 11,164
Thanks: 6
Thanked 46 times in 32 posts
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Excellent! Thanks for reporting back.
Ray
NinjaTrader Customer Service |
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