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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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Old 03-27-2011, 06:11 PM   #1
adamus
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Default Order submitted doesn't register in Orders tab or appear in Broker app

I'm using IB 912.8 on Java 1.6.0_21 for NT7 build 64 7.0.1000.1

I am submitting the TraceOrders output which shows the order being entered. But it doesn't register in the log nor in the chart nor in the Orders tab. There are no errors logged that I can see.

This is the first occurrence in six months running this strategy. I can't imagine what is wrong or what has changed. It's only affecting one strategy of 20 running.

I tried cancelling all orders in IB TWS and then restarting the strategy, thinking that IB was blocking it, but there was no effect to that.

This is with TraceOrders=true

**NT** Enabling NinjaScript strategy 'Rossini004/73a0edc9863647068161f74f7f8e7b5c' : On starting a real-time strategy - StrategySync=SubmitImmediately SyncAccountPosition=False EntryHandling=AllEntries EntriesPerDirection=1 StopTargetHandling=PerEntryExecution ErrorHandling=StopStrategyCancelOrdersClosePositio ns ExitOnClose=False Set order quantity by=Strategy ConnectionLossHandling=KeepRunning DisconnectDelaySeconds=10 CancelEntryOrdersOnDisable=True CancelExitOrdersOnDisable=False MaxRestarts=90 in 1 minutes

24/03/2011 12:00:00 Entered internal PlaceOrder() method at
24/03/2011 12:00:00: BarsInProgress=0 Action=Buy OrderType=Market Quantity=0.06M LimitPrice=0 StopPrice=0 SignalName='EnterLongMkt' FromEntrySignal=''

24/03/2011 12:00:00 Entered internal PlaceOrder() method at
24/03/2011 12:00:00: BarsInProgress=0 Action=Sell OrderType=Limit Quantity=0.06M LimitPrice=115.74 StopPrice=0 SignalName='xlFirstTarget' FromEntrySignal='EnterLongMkt'

24/03/2011 12:00:00 Entered internal PlaceOrder() method at
24/03/2011 12:00:00: BarsInProgress=0 Action=Sell OrderType=Stop Quantity=0.06M LimitPrice=0 StopPrice=113.87 SignalName='xlFirstStop' FromEntrySignal='EnterLongMkt'

25/03/2011 17:00:00 Entered internal PlaceOrder() method at 25/03/2011 17:00:00: BarsInProgress=0 Action=SellShort OrderType=Market Quantity=0.06M LimitPrice=0 StopPrice=0 SignalName='EnterShortMkt' FromEntrySignal=''
25/03/2011 17:00:00 Cancelled pending exit order, since associated position is closed: Order='NT-00002/U618350' Name='xlFirstStop' State=Working Instrument='$EURJPY' Action=Sell Limit price=0 Stop price=113.87 Quantity=0.06M Strategy='Rossini004' Type=Stop Tif=Gtc Oco='' Filled=0 Fill price=0 Token='6114af713a6047ec96de72879348bd79' Gtd='01/12/2099 00:00:00'

25/03/2011 17:00:00 Cancelled pending exit order, since associated position is closed: Order='NT-00001/U618350' Name='xlFirstTarget' State=Working Instrument='$EURJPY' Action=Sell Limit price=115.74 Stop price=0 Quantity=0.06M Strategy='Rossini004'Type=Limit Tif=Gtc Oco='' Filled=0 Fill price=0
Token='f2f525317dab4c6e9a9f1cb8a1853e7e' Gtd='01/12/2099 00:00:00'
25/03/2011 17:00:00 Entered internal PlaceOrder() method at 25/03/2011 17:00:00: BarsInProgress=0 Action=BuyToCover OrderType=Limit Quantity=0.06M LimitPrice=114.09'5 StopPrice=0 SignalName='xsFirstTarget' FromEntrySignal='EnterShortMkt'

25/03/2011 17:00:00 Entered internal PlaceOrder() method at 25/03/2011 17:00:00: BarsInProgress=0 Action=BuyToCover OrderType=Stop Quantity=0.06M LimitPrice=0 StopPrice=115.16'5 SignalName='xsFirstStop' FromEntrySignal='EnterShortMkt'


What it does before going live in the historical run-up is go long, set a target and stop, and then reverse and set a new target and stop. It's the new stop which isn't put live.

Here's the trace & log.
Attached Files
File Type: zip trace.20110321.zip (495.6 KB, 2 views)
File Type: zip trace.zip (39.5 KB, 1 views)
Last edited by adamus; 03-27-2011 at 06:13 PM.
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Old 03-27-2011, 06:36 PM   #2
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adamus, thanks for the post. We will look into this. Could you possibly send us the strategy code as well?
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Old 03-28-2011, 06:52 AM   #3
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OK, I'm mailing it in to support now with your name on it.
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Old 03-28-2011, 12:41 PM   #4
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Hi Brett

got your email.

In answer to your question, the target and stop bracket were created historically during the days-to-load period ramp-up as the strategy started.

The strategy is set to submit live working historical orders immediately, which it did for the target but not for the stop.
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Old 03-29-2011, 06:04 AM   #5
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Hello,

Can you please respond with this on the email please by doing a reply on the email. As I have no way to associate the two tickets and your email ticket is lost without you reopening it or sending in a new note so I can track your email.

Thank You.
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Old 03-29-2011, 06:50 AM   #6
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Hi Brett,

I have exactly the opposite problem as you with emails. When you send email replies, you don't include the text you are answering to and I therefore often have no idea what issue you are referring to, especially when I have sent in many emails and you reply with a one-liner. This is especially dire when I sent in logs and traces using the 'send mail' functionality in NT.

If we restrict the conversation to this thread then we will have all the information in one place for both of us, plus in future we will only have to look on the forum for info about NT issues rather than in our inboxes too, plus other users will be able to find out what's going on, and even search it on google, plus they might even post some useful information themselves that helps us.

This is what you asked (ticket 458650)

Quote:
What time specifically in the trace file on the 21st did the live order get placed. With the output you posted on the forum this looks like all historical processing due to the times being exactly 12:00:00 or 17:00:00.
Last edited by adamus; 03-29-2011 at 06:57 AM.
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Old 03-29-2011, 07:56 AM   #7
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Hello,

Have you tried deleting the strategy and creating a new instance of the strategy?

If so can you please send me a screenshot of your settings for the strategy for me to run your strategy on my side and replicate the behavior.

I look forward to assisting you further.
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