Unexpected 'Close Position' orders

[[email protected]]

Hello,

I'm evaluating NT and wrote a little script to trade ES vs NQ. The idea was just to see how the program worked. Oddly it behaves differently when connected to the simulated market than when connected to IB's simulated trading account. With IB there is the occasional 'Close Position' order which flattens everything out.

I haven't been able to find an explaination using TraceOrders and there is nothing in my code that would call that kind of order.

Is this a known bug? How do you suggest I track down it's origin?

Thanks

[NinjaTrader_JoshP]

[email protected],

"Close position" is an order that is placed when you try to do a reversal. If you are long and you place an enter short, you will see a "Close position" to close the long position and then an "Sell" to get you your short position. This is expected behavior and you should see it across IB or the simulated data feed.

[[email protected]]

Josh,

Thanks for your reply. The odd thing is that the quantity for all orders should be 1 and these 'close position' orders are all for quantities which flatten the position.

Also, my orders are named either "Naz Order" or "Spoo Order". These orders are coming through with the name 'Close Position".

What is the best way to give you a look at my log, code and output?

Thanks

[NinjaTrader_JoshP]

Please just post them here. Thank you.

[[email protected]]

Here is the Output:

Some of the messages are signals for me so I can trace the course of events. Whats odd is that the position goes from 5 to 1 without a message generated from the TraceOrders method. The log shows the order though. I've also appended the order generating code. Apologies for the mess.


---Output----
2/2/2009 8:37:23 AM Entered internal PlaceOrder() method at 2/2/2009 8:37:23 AM: Action=Buy OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName='Naz Order' FromEntrySignal=''
2/2/2009 8:37:23 AM Entered internal PlaceOrder() method at 2/2/2009 8:37:23 AM: Action=SellShort OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName='Spoo Order' FromEntrySignal=''
Spoo Triggered This
NDX - SPX edge is -2.6579999999999
Spoo Triggered This
SPX - NDX edge is 2.04774999999995
SPX Position is 5
NDX Position is -5
Naz Triggered This
NDX - SPX edge is -2.01804302567655
Spoo Triggered This
Spoo Triggered This
Naz Triggered This
Naz Triggered This
Spoo Triggered This
NDX - SPX edge is -2.9079999999999
Spoo Triggered This
SPX - NDX edge is 2.04774999999995
SPX Position is -1
NDX Position is 1
We would buy Spoo sell Naz
2/2/2009 8:37:24 AM Entered internal PlaceOrder() method at 2/2/2009 8:37:24 AM: Action=Buy OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName='Spoo Order' FromEntrySignal=''
2/2/2009 8:37:24 AM Entered internal PlaceOrder() method at 2/2/2009 8:37:24 AM: Action=SellShort OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName='Naz Order' FromEntrySignal=''

-----Below is the order in the log-----
2/2/2009 8:37:24 AM Order Order='65c268d4845f49efafcac0fbd75e88b2/Sim101' Name='Close position' New State=Working Instrument='ES 03-09' Action=Sell Limit price=0 Stop price=0 Quantity=5 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''


--- Will have to post the code separately to meet the character limit----

[[email protected]]

-Here is a piece of the code, the rest of it is the other three cases

protectedoverridevoid OnMarketData(MarketDataEventArgs e)
{
if(BarsInProgress == 0){
Print("Spoo Triggered This");
if (e.MarketDataType == MarketDataType.Ask){
Print("SPX - NDX edge is " + (-GetCurrentAsk(0)*sFairN + GetCurrentBid(1)));
Print("SPX Position is " + MyPosition(Positions[0].Quantity, Positions[0].MarketPosition));
Print("NDX Position is " + MyPosition(Positions[1].Quantity, Positions[1].MarketPosition));

//Execution Logic For SPX - NDX
if(100*(-GetCurrentAsk(0)*sFairN + GetCurrentBid(1))/sMinusNThreshold - sMinusNFactor*MyPosition(Positions[0].Quantity,Positions[0].MarketPosition)/sMinusNTarget > 1){
----Cut--

[[email protected]]

---The rest of it---

if (Positions[1].MarketPosition == MarketPosition.Short && Positions[1].Quantity >= nShortMax) return;

Print("We would buy Spoo sell Naz");
EnterLong(0,1,"Spoo Order");
EnterShort(1,1,"Naz Order");
Print("one");

}

}

I apologize for the mess. I kept running into charater limits. Is there a cleaner way to share this stuff? I'd like to be a good citizen of the board.

[NinjaTrader_JoshP]

worow,

Please post more of the logs.

[[email protected]]

8:37:25 AMPositionInstrument='ES 03-09' Account='Sim101' Avg price=812.25 Quantity=0 Market position=Short Operation=Remove Currency=Unknown8:37:25 AMExecutionExecution='902e26c9bb5047daa4aa24a684ebb546' Instrument='ES 03-09' Account='Sim101' Exchange=Default Price=812.25 Quantity=1 Market position=Long Operation=Insert Order='ee01d43d4855411ba526c573622968e7' Time='2/2/2009 8:37:25 AM'8:37:25 AMOrderOrder='ee01d43d4855411ba526c573622968e7/Sim101' Name='Close position' New State=Filled Instrument='ES 03-09' Action=BuyToCover Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=1 Fill price=812.25 Error=NoError Native error=''8:37:25 AMOrderOrder='ee01d43d4855411ba526c573622968e7/Sim101' Name='Close position' New State=Working Instrument='ES 03-09' Action=BuyToCover Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''8:37:25 AMOrderOrder='ee01d43d4855411ba526c573622968e7/Sim101' Name='Close position' New State=Accepted Instrument='ES 03-09' Action=BuyToCover Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''8:37:24 AMOrderOrder='3ff5b5bab2154ee7bab7dc9f47f96ff4/Sim101' Name='Naz Order' New State=PendingSubmit Instrument='NQ 03-09' Action=SellShort Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''8:37:24 AMOrderOrder='61dc55cc738447998dff7d4fbb6ecb0c/Sim101' Name='Close position' New State=PendingSubmit Instrument='NQ 03-09' Action=Sell Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''8:37:24 AMOrderOrder='e4f66dc6099f40ed87957cb897bec174/Sim101' Name='Spoo Order' New State=PendingSubmit Instrument='ES 03-09' Action=Buy Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''8:37:24 AMOrderOrder='ee01d43d4855411ba526c573622968e7/Sim101' Name='Close position' New State=PendingSubmit Instrument='ES 03-09' Action=BuyToCover Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''8:37:24 AMPositionInstrument='ES 03-09' Account='Sim101' Avg price=812 Quantity=1 Market position=Short Operation=Insert Currency=Unknown8:37:24 AMExecutionExecution='7c5f9163b5b44bbbaec9fca6738bda05' Instrument='ES 03-09' Account='Sim101' Exchange=Default Price=812 Quantity=1 Market position=Short Operation=Insert Order='616caa6a113f4a23ac78f50aff9a92a7' Time='2/2/2009 8:37:24 AM'8:37:24 AMOrderOrder='616caa6a113f4a23ac78f50aff9a92a7/Sim101' Name='Spoo Order' New State=Filled Instrument='ES 03-09' Action=SellShort Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=1 Fill price=812 Error=NoError Native error=''8:37:24 AMOrderOrder='616caa6a113f4a23ac78f50aff9a92a7/Sim101' Name='Spoo Order' New State=Working Instrument='ES 03-09' Action=SellShort Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''8:37:24 AMOrderOrder='616caa6a113f4a23ac78f50aff9a92a7/Sim101' Name='Spoo Order' New State=Accepted Instrument='ES 03-09' Action=SellShort Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''8:37:24 AMPositionInstrument='ES 03-09' Account='Sim101' Avg price=812 Quantity=0 Market position=Long Operation=Remove Currency=Unknown8:37:24 AMExecutionExecution='7761f5fb7ea549ed899ae40a24bef3f8' Instrument='ES 03-09' Account='Sim101' Exchange=Default Price=812 Quantity=5 Market position=Short Operation=Insert Order='65c268d4845f49efafcac0fbd75e88b2' Time='2/2/2009 8:37:24 AM'8:37:24 AMOrderOrder='65c268d4845f49efafcac0fbd75e88b2/Sim101' Name='Close position' New State=Filled Instrument='ES 03-09' Action=Sell Limit price=0 Stop price=0 Quantity=5 Type=Market Filled=5 Fill price=812 Error=NoError Native error=''8:37:24 AMOrderOrder='65c268d4845f49efafcac0fbd75e88b2/Sim101' Name='Close position' New State=Working Instrument='ES 03-09' Action=Sell Limit price=0 Stop price=0 Quantity=5 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''8:37:24 AMOrderOrder='65c268d4845f49efafcac0fbd75e88b2/Sim101' Name='Close position' New State=Accepted Instrument='ES 03-09' Action=Sell Limit price=0 Stop price=0 Quantity=5 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''8:37:24 AMPositionInstrument='NQ 03-09' Account='Sim101' Avg price=1172.75 Quantity=1 Market position=Long Operation=Insert Currency=Unknown8:37:24 AMExecutionExecution='80cd11857c2e4be3a9e5b9bac37c5fd4' Instrument='NQ 03-09' Account='Sim101' Exchange=Default Price=1172.75 Quantity=1 Market position=Long Operation=Insert Order='752bf1d0bf514aba98b35b9c3ecd3cdf' Time='2/2/2009 8:37:23 AM'8:37:24 AMOrderOrder='752bf1d0bf514aba98b35b9c3ecd3cdf/Sim101' Name='Naz Order' New State=Filled Instrument='NQ 03-09' Action=Buy Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=1 Fill price=1172.75 Error=NoError Native error=''8:37:23 AMOrderOrder='752bf1d0bf514aba98b35b9c3ecd3cdf/Sim101' Name='Naz Order' New State=Working Instrument='NQ 03-09' Action=Buy Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''8:37:23 AMOrderOrder='752bf1d0bf514aba98b35b9c3ecd3cdf/Sim101' Name='Naz Order' New State=Accepted Instrument='NQ 03-09' Action=Buy Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''8:37:23 AMPositionInstrument='NQ 03-09' Account='Sim101' Avg price=1173 Quantity=0 Market position=Short Operation=Remove Currency=Unknown8:37:23 AMExecutionExecution='65316406a81c4478b8798fa88b6a371f' Instrument='NQ 03-09' Account='Sim101' Exchange=Default Price=1173 Quantity=1 Market position=Long Operation=Insert Order='381fa9d05fc341209d2852ebcadcfa5e' Time='2/2/2009 8:37:23 AM'8:37:23 AMOrderOrder='381fa9d05fc341209d2852ebcadcfa5e/Sim101' Name='Close position' New State=Filled Instrument='NQ 03-09' Action=BuyToCover Limit price=0 Stop price=0 Quantity=5 Type=Market Filled=5 Fill price=1172.8 Error=NoError Native error=''

[NinjaTrader_JoshP]

worow,

Please just post it as a file attachment in a text file. It is extremely difficulty to analyze the logs in that formatting. Thank you.

[[email protected]]

Log attached at text file-

Thanks again for your help on this

[NinjaTrader_JoshP]

worow,

Your attached doc file doesn't contain any information. Please just copy+paste your log into notepad and save it as a .txt file. Thank you.

[[email protected]]

Hope this one takes

[NinjaTrader_JoshP]

Right. This is expected behavior. You have two instruments and you have positions in both of them. As you submitted a reversal order it uses "Close position" to close out the existing position before obtaining you the new position.

[COLOR=Red][B]Order    8:37:25 AM    Order='3ff5b5bab2154ee7bab7dc9f47f96ff4/Sim101' Name='Naz Order' New State=Filled Instrument='NQ 03-09' Action=SellShort Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=1 Fill price=1172.5 Error=NoError Native error=''
Order    8:37:25 AM    Order='3ff5b5bab2154ee7bab7dc9f47f96ff4/Sim101' Name='Naz Order' New State=Working Instrument='NQ 03-09' Action=SellShort Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''
Order    8:37:25 AM    Order='3ff5b5bab2154ee7bab7dc9f47f96ff4/Sim101' Name='Naz Order' New State=Accepted Instrument='NQ 03-09' Action=SellShort Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''[/B][/COLOR]
Order    8:37:25 AM    Order='f67d6644f4df4e3f90b4b7e39c2d25fd/Sim101' Name='Spoo Order' New State=PendingSubmit Instrument='ES 03-09' Action=Buy Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''
Position    8:37:25 AM    Instrument='NQ 03-09' Account='Sim101' Avg price=1172.5 Quantity=0 Market position=Long Operation=Remove Currency=Unknown
Execution    8:37:25 AM    Execution='d560e39882e042c6928260a2ea982648' Instrument='NQ 03-09' Account='Sim101' Exchange=Default Price=1172.5 Quantity=1 Market position=Short Operation=Insert Order='61dc55cc738447998dff7d4fbb6ecb0c' Time='2/2/2009 8:37:25 AM'
[COLOR=Red][B]Order    8:37:25 AM    Order='61dc55cc738447998dff7d4fbb6ecb0c/Sim101' Name='Close position' New State=Filled Instrument='NQ 03-09' Action=Sell Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=1 Fill price=1172.5 Error=NoError Native error=''[/B][/COLOR]
[COLOR=Red][B]Order    8:37:25 AM    Order='61dc55cc738447998dff7d4fbb6ecb0c/Sim101' Name='Close position' New State=Working Instrument='NQ 03-09' Action=Sell Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''[/B][/COLOR]
[COLOR=Red][B]Order    8:37:25 AM    Order='61dc55cc738447998dff7d4fbb6ecb0c/Sim101' Name='Close position' New State=Accepted Instrument='NQ 03-09' [/B][/COLOR]Action=Sell Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''
Position    8:37:25 AM    Instrument='ES 03-09' Account='Sim101' Avg price=812.25 Quantity=1 Market position=Long Operation=Insert Currency=Unknown
Execution    8:37:25 AM    Execution='f7230130a4804a9b896489e8732d00b4' Instrument='ES 03-09' Account='Sim101' Exchange=Default Price=812.25 Quantity=1 Market position=Long Operation=Insert Order='e4f66dc6099f40ed87957cb897bec174' Time='2/2/2009 8:37:25 AM'
Order    8:37:25 AM    Order='e4f66dc6099f40ed87957cb897bec174/Sim101' Name='Spoo Order' New State=Filled Instrument='ES 03-09' Action=Buy Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=1 Fill price=812.25 Error=NoError Native error=''
Order    8:37:25 AM    Order='e4f66dc6099f40ed87957cb897bec174/Sim101' Name='Spoo Order' New State=Working Instrument='ES 03-09' Action=Buy Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''
Order    8:37:25 AM    Order='e4f66dc6099f40ed87957cb897bec174/Sim101' Name='Spoo Order' New State=Accepted Instrument='ES 03-09' Action=Buy Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''
Position    8:37:25 AM    Instrument='ES 03-09' Account='Sim101' Avg price=812.25 Quantity=0 Market position=Short Operation=Remove Currency=Unknown
Execution    8:37:25 AM    Execution='902e26c9bb5047daa4aa24a684ebb546' Instrument='ES 03-09' Account='Sim101' Exchange=Default Price=812.25 Quantity=1 Market position=Long Operation=Insert Order='ee01d43d4855411ba526c573622968e7' Time='2/2/2009 8:37:25 AM'
Order    8:37:25 AM    Order='ee01d43d4855411ba526c573622968e7/Sim101' Name='Close position' New State=Filled Instrument='ES 03-09' Action=BuyToCover Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=1 Fill price=812.25 Error=NoError Native error=''
Order    8:37:25 AM    Order='ee01d43d4855411ba526c573622968e7/Sim101' Name='Close position' New State=Working Instrument='ES 03-09' Action=BuyToCover Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''
Order    8:37:25 AM    Order='ee01d43d4855411ba526c573622968e7/Sim101' Name='Close position' New State=Accepted Instrument='ES 03-09' Action=BuyToCover Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''
[B][COLOR=Red]Order    8:37:24 AM    Order='3ff5b5bab2154ee7bab7dc9f47f96ff4/Sim101' Name='Naz Order' New State=PendingSubmit Instrument='NQ 03-09' Action=SellShort Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''[/COLOR][/B]
[COLOR=Red][B]Order    8:37:24 AM    Order='61dc55cc738447998dff7d4fbb6ecb0c/Sim101' Name='Close position' New State=PendingSubmit Instrument='NQ 03-09' Action=Sell Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''[/B][/COLOR]
Order    8:37:24 AM    Order='e4f66dc6099f40ed87957cb897bec174/Sim101' Name='Spoo Order' New State=PendingSubmit Instrument='ES 03-09' Action=Buy Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''
Order    8:37:24 AM    Order='ee01d43d4855411ba526c573622968e7/Sim101' Name='Close position' New State=PendingSubmit Instrument='ES 03-09' Action=BuyToCover Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''
Position    8:37:24 AM    Instrument='ES 03-09' Account='Sim101' Avg price=812 Quantity=1 Market position=Short Operation=Insert Currency=Unknown
Execution    8:37:24 AM    Execution='7c5f9163b5b44bbbaec9fca6738bda05' Instrument='ES 03-09' Account='Sim101' Exchange=Default Price=812 Quantity=1 Market position=Short Operation=Insert Order='616caa6a113f4a23ac78f50aff9a92a7' Time='2/2/2009 8:37:24 AM'
Order    8:37:24 AM    Order='616caa6a113f4a23ac78f50aff9a92a7/Sim101' Name='Spoo Order' New State=Filled Instrument='ES 03-09' Action=SellShort Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=1 Fill price=812 Error=NoError Native error=''
Order    8:37:24 AM    Order='616caa6a113f4a23ac78f50aff9a92a7/Sim101' Name='Spoo Order' New State=Working Instrument='ES 03-09' Action=SellShort Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''
Order    8:37:24 AM    Order='616caa6a113f4a23ac78f50aff9a92a7/Sim101' Name='Spoo Order' New State=Accepted Instrument='ES 03-09' Action=SellShort Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''
Position    8:37:24 AM    Instrument='ES 03-09' Account='Sim101' Avg price=812 Quantity=0 Market position=Long Operation=Remove Currency=Unknown
Execution    8:37:24 AM    Execution='7761f5fb7ea549ed899ae40a24bef3f8' Instrument='ES 03-09' Account='Sim101' Exchange=Default Price=812 Quantity=5 Market position=Short Operation=Insert Order='65c268d4845f49efafcac0fbd75e88b2' Time='2/2/2009 8:37:24 AM'
Order    8:37:24 AM    Order='65c268d4845f49efafcac0fbd75e88b2/Sim101' Name='Close position' New State=Filled Instrument='ES 03-09' Action=Sell Limit price=0 Stop price=0 Quantity=5 Type=Market Filled=5 Fill price=812 Error=NoError Native error=''
Order    8:37:24 AM    Order='65c268d4845f49efafcac0fbd75e88b2/Sim101' Name='Close position' New State=Working Instrument='ES 03-09' Action=Sell Limit price=0 Stop price=0 Quantity=5 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''
Order    8:37:24 AM    Order='65c268d4845f49efafcac0fbd75e88b2/Sim101' Name='Close position' New State=Accepted Instrument='ES 03-09' Action=Sell Limit price=0 Stop price=0 Quantity=5 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''
Position    8:37:24 AM    Instrument='NQ 03-09' Account='Sim101' Avg price=1172.75 Quantity=1 Market position=Long Operation=Insert Currency=Unknown
Execution    8:37:24 AM    Execution='80cd11857c2e4be3a9e5b9bac37c5fd4' Instrument='NQ 03-09' Account='Sim101' Exchange=Default Price=1172.75 Quantity=1 Market position=Long Operation=Insert Order='752bf1d0bf514aba98b35b9c3ecd3cdf' Time='2/2/2009 8:37:23 AM'
[B][COLOR=Red]Order    8:37:24 AM    Order='752bf1d0bf514aba98b35b9c3ecd3cdf/Sim101' Name='Naz Order' New State=Filled Instrument='NQ 03-09' Action=Buy Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=1 Fill price=1172.75 Error=NoError Native error=''
Order    8:37:23 AM    Order='752bf1d0bf514aba98b35b9c3ecd3cdf/Sim101' Name='Naz Order' New State=Working Instrument='NQ 03-09' Action=Buy Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''
Order    8:37:23 AM    Order='752bf1d0bf514aba98b35b9c3ecd3cdf/Sim101' Name='Naz Order' New State=Accepted Instrument='NQ 03-09' Action=Buy Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''[/COLOR][/B]

Please see the chronological sequence of events highlighted in red. Read the text from bottom up. You have a long position in NQ 03-09. You submit a Sell Short order. To get you a short position you need to close your long first. NT auto submits you the Close position. Then it fills you on your short position.

[[email protected]]

Thanks Josh,

There is one thing that is still not clear to me though. Why are the orders that close the position greater than 1? Does that message somehow aggregate all that orders that are bringing the position to flat?