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Getting errors when running strategy that is not flat

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    Getting errors when running strategy that is not flat

    Zen-fire disconnected me over the weekend and I have an open position in one of my strategies. I have NT set to submit live orders immediately when starting a strategy. When I start the strategy with the position I get a serious of errors like this:

    Strategy X submitted an order that generated the following error 'OrderRejected'. Strategy has sent cancel requests, attempted to close the position and terminated itself.

    Group state doesn't allow this function Affected Order: BuyToCover 1 Market

    Group state doesn't allow this function Affected Order: BuyToCover 1 Stop @ xx.xx

    I'm not sure what to do because I have an open position with a small loss. I can close it manually but I'd prefer to let the strategy close it out. Any ideas to get the strategy working? Could this have anything to do with it being sunday? I have an open stop loss that I can't cancel either. so I'm wondering if it's because the instrument isn't trading. I will try again in the morning..

    #2
    Hello cunparis,

    I am not sure if this is related to the fact that it is Sunday.

    It seems your strategy submitted an order that got rejected. I would need to take a look at your log file to investigate why the rejection occurred.

    Does the error always occur upon starting the strategy?

    When you compile the strategy, does it compile successful?

    If the instrument is not trading and there is no real-time data received, orders will be rejected.
    JasonNinjaTrader Customer Service

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      #3
      It seems to work now. I think what happened is because there was an open position the strategy was sending the stop loss, which got rejected because it was sunday and the instrument wasn't trading.

      I ran it now and it works. The only thing is there are two buy stops, one says stop loss and was created by the strategy, the other says "extern" and they were at different prices. So I manually canceled the "extern" order. I will try to keep an eye on it today.

      Thanks for your prompt reply on a sunday and your offer to analyze the logs. Once again I'm reminded that one of the main reasons I choose Ninjatrader is because of the outstanding customer service!

      Comment


        #4
        Hello cunparis,

        Sounds good, let me know if the strategy does not work as expected.

        Thank you for your kind words!
        JasonNinjaTrader Customer Service

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