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SubmitOrder, active but not show in OderTab or got filled ever

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    SubmitOrder, active but not show in OderTab or got filled ever

    Hi NT,

    Here an important issue within the simulator that I couldn't solve yet.
    Previous observation: the issue does happen with some Forex instruments but not all of them. In this case, the failure pops for GBPUSD and EURUSD but not for USDJPY and USDCNH.

    The issue is simple. I set a simulation with Sim101 only for the GBPUSD. After activating it, I watch the Trace Order log, which is below. What you can see it's an internal working Sell Order that is below the market and yet, it didn't get filled. Not only that, the allegedly working doesn't show in the Order Tab either. I can't understand how this is possible.
    I have set the Strategies in the simulator for "immediately submit live working historical orders".
    I will continue to look for the cause of this and solve it, but I'm stuck, so any ideas, suggestions...etc would be appreciated.


    TRACE ORDER LOG
    6/26/2019 5:01:00 PM Entered internal SubmitOrder() method at 6/26/2019 5:01:00 PM: Action=Sell OrderType=Limit Quantity=0.1M LimitPrice=1.2663 StopPrice=0 OcoId='' Name='SET SHORT'
    Changing unmanaged order at 6/26/2019 3:51:34 AM: Order='NT-00228/Sim101' Name='SET SHORT' State=Working Instrument='$GBPUSD' Action=Sell Limit price=1.2665 Stop price=0 Quantity=0.1M Strategy='RTS' Type=Limit Tif=Gtc Oco='' Filled=0 Fill price=0 Token='4aa5211d556b4c479cf635351ad475fb' Gtd='12/1/2099 12:00:00 AM'
    Changing unmanaged order at 6/26/2019 3:51:55 AM: Order='NT-00228/Sim101' Name='SET SHORT' State=Working Instrument='$GBPUSD' Action=Sell Limit price=1.2665 Stop price=0 Quantity=0.1M Strategy='RTS' Type=Limit Tif=Gtc Oco='' Filled=0 Fill price=0 Token='4aa5211d556b4c479cf635351ad475fb' Gtd='12/1/2099 12:00:00 AM'
    Changing unmanaged order at 6/26/2019 3:51:57 AM: Order='NT-00228/Sim101' Name='SET SHORT' State=Working Instrument='$GBPUSD' Action=Sell Limit price=1.2665 Stop price=0 Quantity=0.1M Strategy='RTS' Type=Limit Tif=Gtc Oco='' Filled=0 Fill price=0 Token='4aa5211d556b4c479cf635351ad475fb' Gtd='12/1/2099 12:00:00 AM'
    Changing unmanaged order at 6/26/2019 3:51:58 AM: Order='NT-00228/Sim101' Name='SET SHORT' State=Working Instrument='$GBPUSD' Action=Sell Limit price=1.2665 Stop price=0 Quantity=0.1M Strategy='RTS' Type=Limit Tif=Gtc Oco='' Filled=0 Fill price=0 Token='4aa5211d556b4c479cf635351ad475fb' Gtd='12/1/2099 12:00:00 AM'
    Changing unmanaged order at 6/26/2019 3:52:01 AM: Order='NT-00228/Sim101' Name='SET SHORT' State=Working Instrument='$GBPUSD' Action=Sell Limit price=1.2665 Stop price=0 Quantity=0.1M Strategy='RTS' Type=Limit Tif=Gtc Oco='' Filled=0 Fill price=0 Token='4aa5211d556b4c479cf635351ad475fb' Gtd='12/1/2099 12:00:00 AM'
    Changing unmanaged order at 6/26/2019 3:52:08 AM: Order='NT-00228/Sim101' Name='SET SHORT' State=Working Instrument='$GBPUSD' Action=Sell Limit price=1.2665 Stop price=0 Quantity=0.1M Strategy='RTS' Type=Limit Tif=Gtc Oco='' Filled=0 Fill price=0 Token='4aa5211d556b4c479cf635351ad475fb' Gtd='12/1/2099 12:00:00 AM'
    Changing unmanaged order at 6/26/2019 3:52:08 AM: Order='NT-00228/Sim101' Name='SET SHORT' State=Working Instrument='$GBPUSD' Action=Sell Limit price=1.2665 Stop price=0 Quantity=0.1M Strategy='RTS' Type=Limit Tif=Gtc Oco='' Filled=0 Fill price=0 Token='4aa5211d556b4c479cf635351ad475fb' Gtd='12/1/2099 12:00:00 AM'
    Changing unmanaged order at 6/26/2019 3:52:09 AM: Order='NT-00228/Sim101' Name='SET SHORT' State=Working Instrument='$GBPUSD' Action=Sell Limit price=1.2665 Stop price=0 Quantity=0.1M Strategy='RTS' Type=Limit Tif=Gtc Oco='' Filled=0 Fill price=0 Token='4aa5211d556b4c479cf635351ad475fb' Gtd='12/1/2099 12:00:00 AM'
    Changing unmanaged order at 6/26/2019 3:52:10 AM: Order='NT-00228/Sim101' Name='SET SHORT' State=Working Instrument='$GBPUSD' Action=Sell Limit price=1.2665 Stop price=0 Quantity=0.1M Strategy='RTS' Type=Limit Tif=Gtc Oco='' Filled=0 Fill price=0 Token='4aa5211d556b4c479cf635351ad475fb' Gtd='12/1/2099 12:00:00 AM'
    Changing unmanaged order at 6/26/2019 3:52:15 AM: Order='NT-00228/Sim101' Name='SET SHORT' State=Working Instrument='$GBPUSD' Action=Sell Limit price=1.2665 Stop price=0 Quantity=0.1M Strategy='RTS' Type=Limit Tif=Gtc Oco='' Filled=0 Fill price=0 Token='4aa5211d556b4c479cf635351ad475fb' Gtd='12/1/2099 12:00:00 AM'
    6/26/2019 3:52:16 AM CancelAllOrders: BarsInProgress=0
    **NT** Disabling NinjaScript strategy 'RTS/3354839a3a8344bcabc12b30e2a74e15'

    #2
    Hello pstrusi,

    From the details nothing sticks out as the reason, you will likely need to continue to debug the situation to see where the problem begins to happen.

    Have you at this point tried doing a repair DB or Reset?

    Is this only happening with the unmanaged orders shown, do you also see this with managed orders or one of the samples such as SampleMACrossOver?

    If this relates to something specific you are doing in logic, a sample of the syntax would be helpful to see if I can see the same results in the same use case. Otherwise if this is some combination of actions you do where you see this we would just need the general steps you used to try and recreate the described output.


    I look forward to being of further assistance.
    JesseNinjaTrader Customer Service

    Comment


      #3
      Hi Jesse,

      Since I just barely did a fresh installation is nothing to do with reset database or similar. In fact, I've found the cause and a possible solution that seems to work ok. Here you can read it in other post with different matter but it was the real cause:
      https://ninjatrader.com/support/foru...with-obc-false

      Thanks

      Comment

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