OCA workaround ??

[NinjaTrader_Brett]

Hello,

Sounds good please follow up on that post.

Let me know if I can be of further assistance.

[rightcoast]

Starting a new post with my findings using NT7 for automated strategies

http://www.ninjatrader.com/support/forum/showthread.php?p=193646#post193646

[NinjaTrader_Jason]

I am not aware of issues that will occur when running 10 automated strategies on multiple accounts.

If the strategies are heavy on memory usage to calculate their conditions, you could experience unresponsiveness or even crashing of the software.

[rightcoast]

Hi Jason,

Can you give an idea of other users/issues in which NT7 is stable enough to run a
handful of strategies 10 trades per day? with 3 or 4 other accounts = 30 or 40 trades per day. ty

[NinjaTrader_Jason]

Hello rightcoast,

Yes, the strategy will synch with the existing OCO orders.

[rightcoast]

One thing I notice with NT7 that I love, that is if it's a consistent feature.

1. Live strategy running with position and OCA with broker. tools,options,strategies, order handling== nothing checked.
Immediately submit live working historical orders = checked

a. turnoff running strategy= orders remain @ broker
turn strategy back on, No new OCA is submitted, which is fine if the running
strategy knows this on next trade??

b. Strategy running then simulate lost connection, (ie close broker connection)
logoff ninja, since popup window(NT7) tells me to.

- Turn NT7 back on, turn TWS back on, connect
- Turn strategy back on it submits new OCA to broker and subsequently
cancels old OCA.

So in both cases it's a win/win if it's by design. Scerio a. above is different from 6.5
(which will always submit new OCA) So is this by design that NT7 can actually read that you have an existing OCA and in turn Sync to that OCA?

[rightcoast]

Hi Jason,

I don't want to bother you with this any longer, but I have a dilema in which the workaround in 6.5 (ie OCA's) is ineffective with >1 account trading same strategy/strategies. Since 1 chart would recall the same theorhetical # of trades.
So resyncing (necessary 6.5) since rebooting 6.5 (necessary).

On the other side NT7 is still beta, so you probably can't give me a date of it being supported??

Can you give an idea of other users/issues in which NT7 is stable enough to run a
handful of strategies 10 trades per day? with 3 or 4 other accounts = 30 or 40 trades per day. ty

[NinjaTrader_Jason]

Good to hear it worked. To be more specific, the option will need to be setup before you initiate a strategy.

[rightcoast]

Correct.

unchecking 'Cancel exit orders when a strategy is disabled' BEFORE logging into TWS worked. In 6.5 I believe that you can switch that feature on/off while connected to tws and It responds properly.

[NinjaTrader_Jason]

Ok, so when you initiated the strategy, 'Cancel exit orders when a strategy is disabled' was enabled, correct?

Can you please restart NinjaTrader. Make sure 'Cancel exit orders when a strategy is disabled' is disabled first. Subsequently connect to IB and initiate your strategy. Check if the OCA order remains when you disable your strategy.

[rightcoast]

tools, options, strategies,ninjascript, order handling...uncheck exit and entry boxes for disabling strategies, cancel (close window)

control center , uncheck "enabled" strategies. result was each OCA cancelled NOT all at once like 6.5, I see the tag#'s are different.

The point Im getting at is in order to see if re-syncing works properly, I needed to cancel what I had running first, but if I logoff for whatever reason, my existing positions remain but my OCA's are gone, very risky.

[NinjaTrader_Jason]

Yes, I stated that you do not have to restart NinjaTrader 7 while running strategies. I was only trying to clarify why you re-synched as per my previous post.

Can you please tell me what exactly you mean by 're-sync' - what actions do you perform?

The issue is fixed in NinjaTrader 7. The strategy ID is attached in NinjaTrader 7 to make the OCO ID unique. This was not the case in NinjaTrader 6.5.

[rightcoast]

I did not restart NT7 yet since all my orders cancelled and they should not have done so.

You guys have stated that you do NOT need to restart NT7 while running strategies.
You guys have stated that you DO need to restart NT 6.5 while running strategies
(At least 1 time per day).

Aside from NT it's probably a good practice to reboot Windows based machine 1 per day. With this in mind or for unforseen consequences, re-sync and reboot probably will be necessary,

[NinjaTrader_Jason]

I see - I did not checked the screenshot yet.

I see that you have the 'On connection loss' set to KeepRunning. I am not sure why you would need to re-synch. Could you please clarify? Am I correct you restarted NinjaTrader at some point in time?

[rightcoast]

Hi Jason,

Did you look at the screenshot? the stuff you request was already tested