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Order Entry / Exit Issue

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    Order Entry / Exit Issue

    [sorry, wrong thread. Admin please move to NT7 Issue thread.]
    Hi Ninja Support

    At first i thought i had an error with the Account Performance reports, however i believe i am experiencing an issue with order entry / exit.

    The issue:
    * I place an order, long s&p ES for example, SL10 TP10,
    * I close the order using the trade manager at a profit or loss.

    The resulting order that is logged in the "Account Performance / Trades" tab is showing an anomily in terms of the [Entry Time]

    For example, as per my attached screen shot, I enter and exit Trade #37.
    The short trade has an Entry at time ~21:48 - 21:56, 8 minutes duration.

    However, the Account Performance / Trades Tab report Trade #37 as having an Entry time of 20:36 - Exit 21:56, 20 mins duration. and then reports the P/L incorrectly as a result of that.

    There were no trades taken, or showing in the Trade Manager between these times 20:36 and the opening of Trade #37 at 20:48.

    Trade #37 on the chart shows the correct entry / exit points.
    Entry 1 @ 1846.75
    Target1 1 @ 1846.50
    Thus 0.25 points profit

    The Trades Tabs report this as:
    Entry 1853
    Exit 1846.5
    Thus 6.50 points profit

    In other words when a trade is opened, the entry time and price is being picked up from the previous trade exit time/price or just after.
    Could this be a glitch with the AMP data? I am prepared for a delete and re-install of NinjaTrader if recommenced.

    I trust i have explained the issue sufficiantly. Thanks for any comments or assistance.


    I have no strategies running while this occurs.
    Very recent upgrade to NinjaTrader 7.0.1000.31 64bit - AMP Clearing Demo using CQG Datafeed.
    Windows 10 Pro 64 Bit.
    Attached Files
    Last edited by MaxForex; 02-09-2016, 05:51 PM. Reason: sorry, wrong thread. Admin please move to NT7 Issue thread.

    #2
    Please use the steps below to change/check your Time Zone and sync the PC clock:
    • Close NinjaTrader.
    • Click on the clock in the lower right corner of your desktop.
    • Press 'Change time zone...'.
    • Set the Time zone and press 'OK'.
    • Click on Internet Time tab.
    • Set the server to time.nist.gov and then click Update.

    Your PC clock should now be updated. Please let me know if the issue persists.

    Comment


      #3
      Thanks PatrickG, I followed the steps that you detailed and the issue appears to have disappeared. Thank you for your help and assistance.

      Comment


        #4
        Hi Patrick

        Thanks again for your reply. I carried out the tweaks as you sugessted; however there appears to be a major glitch with this current version of NT that i am running.

        As per my attached image, i took a number of long and short trades, yet the Account performance / trades tab has recorded ALL trades as short.
        This in turn ruins all the P/L calcs - as the trades that are recorded are not the trades that i have taken.

        I am finding that when i enter a trade, the Account Performance / Trades tab has already logged the trade (Entry/Exit Time) with a profit/loss while the trade is still actually open on the chart.

        Long trades are being recorded as short trades. I have no idea what to do other that completely remove and re-install NT.

        Your comments and advise are appreciated.
        Attached Files
        Last edited by MaxForex; 02-11-2016, 11:28 AM.

        Comment


          #5
          Does this occur when placing manual trades or when using an automated strategy? Or both?

          Comment


            #6
            I am not using any strategies. I did use an ATM stragegy with 10 point stop and 20 point take profit. After setting the ATM strategy to none; i repeated the test, Enter 1 lot long, then close it out - and the trade is logged as a short as before.

            The system still appears to be 'picking up' time stamps from previous trades. Example: my test trade lasted seconds Enter - Exit, yet the platform has recorded the time stamps as Entry 17:29 and Exit 17:51. So a trade that lasted seconds is recorded as being active for 22 mins.

            Thanks for you assistance.

            I have attached another screenshot detailing the issue.
            Attached Files
            Last edited by MaxForex; 02-11-2016, 12:49 PM.

            Comment


              #7
              You can rename your database by following the steps below.
              • Shutdown NinjaTrader and Go to the Start Menu
              • Select My Documents--> NinjaTrader 7--> DB--> NinjaTrader.SDF.
              • Right click on NinjaTrader.SDF and select "Rename." *Name it "OLDNinjaTrader.SDF."
              • Then restart the software and NinjaTrader will create a fresh database file to use
              • Unfortunately the following items stored in the old database will be lost - ATM Strategy templates, Session templates, Instrument Lists / Custom Instruments, historical trade execution data, saved Strategy Analyzer backtest results

              To prevent running into situations where you can potentially lose important data, we advise to run regular backups via our inbuilt backup feature in NinjaTrader.

              http://www.ninjatrader.com/support/h...up_archive.htm

              Please let me know if the issue persists after these steps.

              Comment


                #8
                Thank you, renaming the DB and allowing NT to create a new "NinjaTrader.sdf" appears to have resolved the issue. Long and short trades are being recorded with the correct direction and timestamps. All good.

                In future, how can i know if the database has become corrupted again? This glitch would be a total show stopper if this happens on a live account.

                Comment


                  #9
                  I believe this was a combination of your PC clock being out of sync which caused the database to become corrupted. Once the PC clock was resolved, the database was writing executions at times that had already been written to.

                  I think with the fixes we have done today, it should not occur in the future.

                  Comment


                    #10
                    Patrick, I am experiencing the same issues again with incorrect trades values being recorded. Is there any way i can solve this issue without deleting the current database? I am losing market replay data when i do this. Thanks for any comments.

                    Update: I clicked on Tools > Options > Data > Repair DB. No Change.
                    However, "Reset DB" appears to have solved the problem.
                    Last edited by MaxForex; 04-27-2016, 09:55 AM.

                    Comment


                      #11
                      Originally posted by MaxForex View Post
                      Patrick, I am experiencing the same issues again with incorrect trades values being recorded. Is there any way i can solve this issue without deleting the current database? I am losing market replay data when i do this. Thanks for any comments.

                      Update: I clicked on Tools > Options > Data > Repair DB. No Change.
                      However, "Reset DB" appears to have solved the problem.
                      I am glad to hear that a reset of your database has resolved the issue. A reset is a less severe version of a rename. It creates a new database, but is also able to transfer information from your old database.

                      As preventative maintenance, I would recommend doing repairs of your database frequently.

                      Comment

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