On connection Loss...

[aavevo]

I am using NT with IB TWS (their paper trading account).
Every morning at around 5am London time (and a different time on fridays)
there shut/restart their servers as part of their daily maintance.

This disables all my "enabled" strategies.
After finally understanding the root cause, i then configured to "On connecion Loss" settings to remedy this situation, with the following settings:

On connection loss: Keep Running
Disconnect delay seconds 10
Number of restarts attempts: 60
Restart within X minutes: 60.

I restarted NT and TWS, and to my great satisfaction, i woke uo the next morning and found all my strategies ENABLED. This settings above worked well (The logs shows the disconnect occured but the strategies later reconnected). I thought the issue was sovled.

I left my computer on again the following night (saturday 4th night), woke up sunday and found my strategies all NOT ACTIVE (i understand the markets are closed, but thats not relevant right now, iam only testing the connection loss handling logic).

The worrying thing is what he logs show... the disconnect start occuring at 5am ish...(london time)... then i see...

Time Category Message
05/06/2016 05:02:16 Default Strategy 'VevoMain/75908922' lost price connection more than 4 times in the past 5 minutes and will be disabled.

This message appears for all strategies.

So ...

The strategy did not keep running, nor did they ever restart (like they did the previous night). No where in my connection loss settings listed above does it say anything about 4 times, or 5 minutes.... so whats going on ?

Thank you in advance.

aavevo

[aavevo]

On connection Loss.. persisting issue

Hi,

I saw a re-occurance early this morning.

first disconnect at 4.30 am > the strategy is disabled and succesfully re-enabled:

Time Category Message
07/06/2016 04:32:03 Connection My Interactive Brokers: Primary connection=Connected, Price feed=Connection lost

Time Category Message
07/06/2016 04:32:14 Default Strategy 'VevoMain/75908936' lost price connection for more than 10 seconds and will be restarted.

Time Category Message
07/06/2016 04:32:14 Default Disabling NinjaScript strategy 'VevoMain/75908936'

Time Category Message
07/06/2016 04:32:19 Connection My Interactive Brokers: Primary connection=Connected, Price feed=Connected

Time Category Message
07/06/2016 04:36:30 Default Enabling NinjaScript strategy 'VevoMain/75908936' : On starting a real-time strategy - StartBehavior=WaitUntilFlat EntryHandling=All entries EntriesPerDirection=1 StopTargetHandling=Per entry execution ErrorHandling=Stop strategy, cancel orders, close positions ExitOnSessionClose=False SetOrderQuantityBy=Strategy ConnectionLossHandling=Recalculate DisconnectDelaySeconds=10 CancelEntriesOnStrategyDisable=False CancelExitsOnStrategyDisable=False Calculate=On bar close IsUnmanaged=False MaxRestarts=4 in 5 minutes


second disconnect at 5 am ish.... strategies disabled, connection is later re-instated but the strategies were never renabled in the same as above - why ?

Time Category Message
07/06/2016 05:01:31 Connection My Interactive Brokers: Primary connection=Connected, Price feed=Connection lost

Time Category Message
07/06/2016 05:01:31 Default Strategy 'VevoMain/75908931' lost price connection more than 4 times in the past 5 minutes and will be disabled.

Time Category Message
07/06/2016 05:01:31 Default Disabling NinjaScript strategy 'VevoMain/75908931'


Thoughts and Observations

strategies are re-enabled if he error is: "lost price connection for more than 10 seconds"

strategies are not re-enabled if the error is: "lost price connection more than 4 times in the past 5 minutes"

I suspect the 10 seconds comes from "disconnect delay seconds", but where does the 4 times in 5 minutes minutes come from ?

here are my connection loss settings again:

On connection loss: Keep Running
Disconnect delay seconds 10
Number of restarts attempts: 60
Restart within X minutes: 60.

Please help

Thank you

[aavevo]

please ignore, iam re-posting in the Connection section of the forum.