Problems with trade execution

[muthaf]

Hi,

Ok, so today's DAX market is screwy with exchange problems but I've now had this error twice today and neither were around the screwed up part. The error each time is:

Rejected: There is no market data available to drive the simulation engine. Affected Order: Buy 1 Market

It's highlighted another problem with my script that I am working on to fix, namely the order has failed to go in at market but the stop entered fine.

On both occastions the Control Center displayed that I was connected to ESignal (green info bottom left), which I'm using to provide the information until I get my script fully working.

My question is how can I confirm that NT is receiving market information?

Regards,
MuthaF.

[NinjaTrader_JoshP]

MuthaF,

If you are receiving data you should be getting OnMarketData/Depth() events as well as updates. Otherwise if no data is flowing, but there is no status change away from that green indication then there is no way to know.

[muthaf]

Apologies,

I did not previously mention I am using eSignal EFS. Looking in the help at OnMarketData this seems to be to do with NT scripting. Is there any way I can check from within eSignal that NT is receiving the market data? eSignal is certainly pumping it because my script is watching and triggers an order.

Regards,

[NinjaTrader_JoshP]

You can try using NTConnected() to see if the ATI interface is good.

[muthaf]

Thanks, I've put the code in to check every time I am looking to add an entry and will see if that works.

[muthaf]

Nope, it does not seem to make a difference. Am I right in thinking that NTConnected() checks the link between the eSignal script and NT? That is not my issue but it seems on several occasions that NT is dropping the connection to eSignal Data Manager and so I get these rejected entries.

I have changed my code significantly so that I check if an order has been entered before putting stops etc and essentially everything is working from a trade management point of view but I am losing confidence in NT because of these drop-outs and it's basically stopping me from purchasing and going live right now.

[NinjaTrader_Bertrand]

muthaf, you can monitor OnConnectionStatus() for this - http://www.ninjatrader-support.com/H...ionStatus.html

Unfortunately NinjaTrader doesn't dictate when a connection is lost - to investigate closer you can send us your log and trace files using the Help > Mail to Support feature.

[Jean-Marc-Molina]

Auto Trade with Intercative brokers

Hi,

I've programmed a Strategy that works fine in Backtest mode when using it with the SIM account. However when I use it in real trading with IB, once the entry is executed, the associated stop order is pending and then canceled a few minutes later. Any tip on how to solve the issue?

Thanks and regards.

[NinjaTrader_JoshP]

Jean-Marc-Molina,

Please post in a new thread for unrelated questions. Thank you.

To go about figuring out why your orders are canceled you will need to use TraceOrders = true as per this tip: http://www.ninjatrader-support2.com/...ead.php?t=3627

[Jean-Marc-Molina]

Hi,

Here what I've found in the log. The Stop Order was canceled with Error code 202




02/06/2009 16:15:02;Order;Order='626726526/U386013' Name='Sell' New State=Cancelled Instrument='CAC40 06-09' Action=Sell Limit price=0 Stop price=3370,5 Quantity=3 Type=Stop Filled=0 Fill price=0 Error=NoError Native error='Order Canceled - reason: (202)';



02/06/2009 16:15:02;Order;Order='626726526/U386013' Name='Sell' New State=PendingCancel Instrument='CAC40 06-09' Action=Sell Limit price=0 Stop price=3370,5 Quantity=3 Type=Stop Filled=0 Fill price=0 Error=NoError Native error='';


02/06/2009 16:10:00;Order;Order='626726526/U386013' Name='Sell' New State=Accepted Instrument='CAC40 06-09' Action=Sell Limit price=0 Stop price=3370,5 Quantity=3 Type=Stop Filled=0 Fill price=0 Error=NoError Native error='';

[muthaf]

Jean-Marc,

Thanks for your suggestion but that function is not available to me in EFS scripting. Sod's law really, now I've posted a rant the thing has stayed up. Curioser and curioser it gets.

[NinjaTrader_JoshP]

Jean-Marc-Molina,

Please open a new thread.

muthaf,

NTConnected() checks to see if the ATI interface is connected or not.

[NinjaTrader_JoshP]

muthaf,

What instrument are you using?