A bug...

[heyligerb]

I think I found a bug. This has happened to me on several occasions, but I've found a workaround - which is simply to replace the orders during market hours.

On Friday's I place some ATM orders on the bonds. If I'm not filled, I leave these trades in to get filled in the Sunday night session.

Come Sunday, the orders were still in NT and at my broker, later they were filled. However, they were filled while I was sleeping and NT didn't submit a profit target and a stop loss.

This seems to happen when I close/disconnect NT from my broker over the weekend when I have orders in the market. The entry orders stay in place, but NT somehow forgets to submit the exit orders on a fill.

Brian

[NinjaTrader_Bertrand]

Brian, thanks for the post - NinjaTrader needs to be connected for those ATM orders to be placed after the fill occured. Were you connected at the time this happend?

[heyligerb]

Yes... sorry. I should've mentioned that. I'm always connected during market hours.

Typically I re-connect on Sunday before the open of the night session which begins at 6:30 PM EST. Yesterday I connected around 6PM.

[NinjaTrader_Bertrand]

Thanks Brian, so you connected and got the pending order filled, but the ATM Strategy was not 'green' / working in the Strategies tab? This is unfortunately expected, as you would need to restart the ATM as startup fresh after the weekend disconnect.

[heyligerb]

No.. the orders I placed were GTC, so when I re-connected, the ATM strategies were green, and gave every indication they were working properly.

The problem only arouse when I was filled. No exit orders were place. If this is expected behavior, there should be some sort of visual indication.

Brian

[heyligerb]

This should help, here is the chronology:

Friday 3PM: ATM orders placed in market
Friday 5PM: bond market closes
Saturday AM: disconnect from broker, backup NT
Sunday 6PM: start up and re-connect NT, orders still in NT, still at broker
Sunday 6:30PM: Night session opens:
Monday 1AM: ATM entry orders filled
Monday 7AM: position open with no exit orders in place, and profit target missed.

[NinjaTrader_Bertrand]

Brian, thanks - can you please send me the log and trace files using the Help > Mail to Support feature so I can review and see why the orders did not fill as expected? Thanks

[heyligerb]

Happened again this weekend...

And to make things worse, the ATM strategies were still green in the control center after I'd already manually close out my losing positions (which should have been winning trades), so I was flat. Then, when I went to "stop" the ATM strategy, it submitted a market order and reversed my position. It seems it always does this. I even put it in Global SIM mode before I stopped the ATM strategy b/c I've had this crap happened before. But, it still sent the orders.

[NinjaTrader_Bertrand]

Hi Brian, please contact me again at support at ninjatrader dot com Attn Bertrand with the logs and traces from the weekend, thanks!