NT7 automated strategy forgets to submit stop

[rightcoast]

In attempt to live trade via automated strategies, I had an instance this morning where a short position was taken but the stoploss was not. Also I had no idea that the strategy had a position because the "control center" showed no position? Enabled box was checked. When I unchecked then re-checked, it submitted the correct stop and the position showed.

Looking at log file, there is no condition in which the original execution submitted a stop? on re-enabling strategy it does submit stop 'Name"='Stop loss' New state=Accepted.

I have several 5 strategies running ok(ie stops and targets) I have selected "Stop and target submission" = By strategy position... Is this wrong"?

[NinjaTrader_RyanM1]

Hello rightcoast,

Please include your log and trace files for the day and indicate the time (accurate to minute at least) that this occurred. We can then investigate what happened.

You can use help > mail to support feature, manually attach to this post, or manually send to [email protected]

Reference this thread:

http://www.ninjatrader.com/support/forum/showthread.php?t=33799

[rightcoast]

Ryan,

I just submitted inquiry to the support e-mail. Please let me know if log and trace went through?

Just had another problem. Another strategy set to exit 5pm, and cancel stops. 4pm now, Stop cancels?? position remains. Scary, this NT7 is DANGEROUS, I ran this thing in demo all last week (IB paper)= seemed OK, now getting this strange behavior?

[rightcoast]

Ryan? Anyone?

I sent log and trace files yesterday, can I please have a status. ty

[NinjaTrader_RyanM1]

Thank you for the follow up. I will look into and respond later today.

[NinjaTrader_RyanM1]

Hello rightcoast,



Thanks for your help and including all the files. I can see the details of the sell short entry order, but there are no logs regarding a stop loss order, as you indicated in your first post. Unfortunately we can't really say what happened if there is no logging. Please let us know if you run into this scenario again and we can work on isolating to a reproducible case.


When running the strategy, it's a good idea to know purpose of all control center tabs, and use them to identify what is happening in real time.


Strategies tab - displays strategy position information and can be different than your account position. See here for more info on this.


Positions tab - displays any account positions. After your sell short order was filled it should be there.


Orders tab - You can right click > filter only active orders here to display any open orders. Any strategy related orders will show here.


You can also use TraceOrders output to see information related to the strategy in real time. Add TraceOrders = true; to your Initialize() method and then you can view output through tools > output window.

[rightcoast]

Hi Ryan,

In the log file 9/20/2010 2:47:24
You can see where I turned the strategy back on "immediately submit live working" is still checked. And this time it submits the stop order properly. Possibly this helps in
diagnosing the problem?

[rightcoast]

Hello rightcoast,





When running the strategy, it's a good idea to know purpose of all control center tabs, and use them to identify what is happening in real time.


Strategies tab - displays strategy position information and can be different than your account position. See here for more info on this.


Positions tab - displays any account positions. After your sell short order was filled it should be there.


Orders tab - You can right click > filter only active orders here to display any open orders. Any strategy related orders will show here.

Hi Ryan,

Just to clarify a bit, my experiences with 6.5 to date and still recurring is that "positions" tab is unstable, unreliable and for me it is accurate maybe 50% of the time. The control center in 6.5 is only accurate when you select in TWS the account your trading. TWS has an "all" feature where you can list all accounts (FA setup). If your last task was selecting "all" on TWS, the control center in NT 6.5 does not adjust/refresh. The only way to get control center to reflect accurately is to select the actual account in TWS. I have a thread here

http://www.ninjatrader.com/support/forum/showthread.php?t=32920

Regretfully, Control center DOES NOT work accurately,for me with NT6.5. This is probably because of having a FA account with IB.

All of this is stemming from my issue with "Allocation Profiles" with IB's FA account.
Seems since NT is not supporting "allocation" within IB that even if I do not try to allocate to sub accounts, "control center" is unstable. Seriously, you guys should support this?? http://www.elitetrader.com/br/?sort=1
By not doing so, is causing unexpected consequences in my FA account.
If nothing else you should probably have a disclaimer on your download site that could
prevent the next guy from these issues.

[NinjaTrader_Brett]

Hello,

This is Brett responding for Ryan.

This is correct FA account from IB are not supported. Its seems strange to me that the Positions tab would stop updating depending on an action taken in IB though so this may or may not be a bug we would need to check with development. Since you already have a thread open for this and a call with kyle please continue with this other ticket on this issue as we only need one ticket per issue.

As for the stop order since its not listed in the log we would need you to send us your strategy and steps to reproduce on our side. Such as just enable this strategy let it take a short trade an no stop loss is submitted and we will test this on our side.

Please send us your strategy to support at ninjatrader dot com.

Also, if you do not want to send the strategy another option would be to debug on your own and add TraceOrders = True in Initialize() and then have an output window and verify that the stop loss is actually submitted by the strategy.

Let me know if I can be of further assistance.

[rightcoast]

Sorry Brett,

I am getting tired of playing Lab Rat with these issues. Your competitors have the ability to do what I need, or at least they advertise that they can. Kindly take me off your email list, I get @ least 2 day asking me to sign up. If you guys ever decide to
make this platform perform as advertised, then you can send me an email.

[NinjaTrader_Brett]

Hello,

Since I'm in tech support I am unable to take you off email list. You will need to send a note from your email address to sales at ninjatrader dot com and request to be removed off the email list.

I;m sorry to hear about the frustration, Remember that NT7 is our beta release therefor we are currently beta testing and as such if there is an issue it needs to be isolated as this is the reason for open beta.

I otherwise suggest that you use NT 6.5 our official production release if you are running into issue with NT 7.


Let me know if I can be of further assistance.