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ExitLong with same fromsignalName entered twice sells twice

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    ExitLong with same fromsignalName entered twice sells twice

    I have found that when my strategy is running, if it calls ExitShort() with the same fromsignalName twice it will place two orders which in effect reverses my position. Am I wrong in understanding - I thought if I call ExitShort with the same fromsignalName - it should only allow me to exit what is currently in sequence; meaning I am not calling it quantities rather only the signalName and fromsignalName parameters.

    Normally I wouldn't care but because my strategy depends on state from actual closing of the order not requesting - I rely on NT to prevent duplicate submissions to the broker.

    Initial Call:
    execution='c500f1e1c866459d866e974b0eaee912' instrument='ES 12-15' account='Sim101' exchange=Default price=1905 quantity=1 marketPosition=Short orderId='551d007bc9c741e28c47a78a48cf111d' time='9/24/2015 1:00:01 PM' sod=False

    Subsequent Duplicate calls (from a race condition):
    execution='2c361d01426f43028bdc03071a888bcd' instrument='ES 12-15' account='Sim101' exchange=Default price=1910 quantity=1 marketPosition=Long orderId='5642ed1045e34145a6c9d323736827ee' time='9/24/2015 1:50:03 PM' sod=False

    execution='76df561edf934ea1956537e06966e09e' instrument='ES 12-15' account='Sim101' exchange=Default price=1910 quantity=1 marketPosition=Long orderId='f698be18df4148149f85cb84039c1f41' time='9/24/2015 1:50:03 PM' sod=False

    Do I need to manage a working state to resolve this or is this considered a bug in NT? From my perspective, I should be able to call the ExitShort() routine with no quantity and it only closes my order not reverses it regardless how many times I call it if the fromsignalName is the same.

    regards,
    Dave
    Last edited by MarketAlly; 09-24-2015, 06:40 PM.

    #2
    I am running the same strategy on 3 boxes and it happened only on 1 of them - so I know this must be an issue in NT8 and not my strategy.

    Comment


      #3
      Hello Dave,

      Thank you for your post.

      Can you send us your Log and Trace files by going to Help > Email Support? Please reference this thread in the e-mail: "http://ninjatrader.com/support/forum/showthread.php?t=78477"

      Comment

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