exit on close issue

[bigpapi]

None of my market on close order executed, below is a copy of the log, can someone tell me why this happened?


1/12/2011 3:59 PM Position Instrument='LOGM' Account='U12345' Avg price=0 Quantity=0 Market position=Long Operation=Remove Currency=UsDollar
1/12/2011 3:59 PM Execution Execution='LOGM/00015e20.4d2dc659.01.01' Instrument='LOGM' Account='U12345' Exchange=Island Price=46.35 Quantity=49 Market position=Long Operation=Insert Order='1792408519' Time='1/12/2011 3:59:31 PM'
1/12/2011 3:59 PM Order Order='1792408519/U12345' Name='Exit on close' New state=Filled Instrument='LOGM' Action=BuyToCover Limit price=0 Stop price=0 Quantity=300 Type=Market Filled=300 Fill price=46.35 Error=NoError Native error=''
1/12/2011 3:59 PM Execution Execution='LOGM/00015e20.4d2dc658.01.01' Instrument='LOGM' Account='U12345' Exchange=Island Price=46.35 Quantity=100 Market position=Long Operation=Insert Order='1792408519' Time='1/12/2011 3:59:31 PM'
1/12/2011 3:59 PM Order Order='1792408519/U12345' Name='Exit on close' New state=PartFilled Instrument='LOGM' Action=BuyToCover Limit price=0 Stop price=0 Quantity=300 Type=Market Filled=251 Fill price=46.35 Error=NoError Native error=''
1/12/2011 3:59 PM Execution Execution='LOGM/00015e20.4d2dc657.01.01' Instrument='LOGM' Account='U12345' Exchange=Island Price=46.35 Quantity=41 Market position=Long Operation=Insert Order='1792408519' Time='1/12/2011 3:59:31 PM'
1/12/2011 3:59 PM Order Order='1792408519/U12345' Name='Exit on close' New state=PartFilled Instrument='LOGM' Action=BuyToCover Limit price=0 Stop price=0 Quantity=300 Type=Market Filled=151 Fill price=46.35 Error=NoError Native error=''
1/12/2011 3:59 PM Order Order='1792408518/U12345' Name='LE' New state=Cancelled Instrument='LPNT' Action=Buy Limit price=0 Stop price=37.55 Quantity=300 Type=Stop Filled=0 Fill price=0 Error=NoError Native error='Order Canceled - reason: (202)'
1/12/2011 3:59 PM Execution Execution='LOGM/0000f073.4d2e8601.01.01' Instrument='LOGM' Account='U12345' Exchange=Default Price=46.35 Quantity=110 Market position=Long Operation=Insert Order='1792408519' Time='1/12/2011 3:59:31 PM'
1/12/2011 3:59 PM Order Order='1792408519/U12345' Name='Exit on close' New state=PartFilled Instrument='LOGM' Action=BuyToCover Limit price=0 Stop price=0 Quantity=300 Type=Market Filled=110 Fill price=46.35 Error=NoError Native error=''
1/12/2011 3:59 PM Order Order='1792408519/U12345' Name='Exit on close' New state=Working Instrument='LOGM' Action=BuyToCover Limit price=0 Stop price=0 Quantity=300 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''
1/12/2011 3:59 PM Order Order='1792408519/U12345' Name='Exit on close' New state=Accepted Instrument='LOGM' Action=BuyToCover Limit price=0 Stop price=0 Quantity=300 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''
1/12/2011 3:59 PM Default Order Event Warning:Attribute 'Outside Regular Trading Hours' is ignored based on the order type and destination. PlaceOrder is now being processed. 2109
1/12/2011 3:59 PM Order Order='1792408509/U12345' Name='SS' New state=Cancelled Instrument='LOGM' Action=BuyToCover Limit price=0 Stop price=47.09 Quantity=300 Type=Stop Filled=0 Fill price=0 Error=NoError Native error='Order Canceled - reason: (202)'
1/12/2011 3:59 PM Order Order='1792408508/U12345' Name='ST' New state=Cancelled Instrument='LOGM' Action=BuyToCover Limit price=45.2 Stop price=0 Quantity=300 Type=Limit Filled=0 Fill price=0 Error=NoError Native error='Order Canceled - reason: (202)'
1/12/2011 3:59 PM Order Order='1792408506/U12345' Name='SR' New state=Cancelled Instrument='LOGM' Action=BuyToCover Limit price=0 Stop price=47.05 Quantity=300 Type=Stop Filled=0 Fill price=0 Error=NoError Native error='Order Canceled - reason: (202)'
1/12/2011 3:59 PM Order Order='1792408518/U12345' Name='LE' New state=PendingCancel Instrument='LPNT' Action=Buy Limit price=0 Stop price=37.55 Quantity=300 Type=Stop Filled=0 Fill price=0 Error=NoError Native error=''
1/12/2011 3:59 PM Strategy Exit on close handling for strategy 'krInsideBar' started.
1/12/2011 3:59 PM Strategy Exit on close handling for strategy 'krInsideBar' started.
1/12/2011 3:59 PM Strategy Exit on close handling for strategy 'krInsideBar' started.
1/12/2011 3:59 PM Order Order='9f42290fe0e84d2a95bcd77537948d10/U876184' Name='Exit on close' New state=PendingSubmit Instrument='LOGM' Action=BuyToCover Limit price=0 Stop price=0 Quantity=300 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''
1/12/2011 3:59 PM Order Order='1792408509/U12345' Name='SS' New state=PendingCancel Instrument='LOGM' Action=BuyToCover Limit price=0 Stop price=47.09 Quantity=300 Type=Stop Filled=0 Fill price=0 Error=NoError Native error=''
1/12/2011 3:59 PM Order Order='1792408508/U12345' Name='ST' New state=PendingCancel Instrument='LOGM' Action=BuyToCover Limit price=45.2 Stop price=0 Quantity=300 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
1/12/2011 3:59 PM Order Order='1792408506/U12345' Name='SR' New state=PendingCancel Instrument='LOGM' Action=BuyToCover Limit price=0 Stop price=47.05 Quantity=300 Type=Stop Filled=0 Fill price=0 Error=NoError Native error=''
1/12/2011 3:59 PM Strategy Exit on close handling for strategy 'krInsideBar' started.
1/12/2011 3:59 PM Strategy Exit on close handling for strategy 'krInsideBar' started.

[bigpapi]

This may have had something to do with NT and IB disconnecting and my having to re activate all my strategies, in the event that NT disconnects, how do I update the strategies so everything goes back to normal as if the disconnect never occured and my strategies will execute a few seconds before market closing?

[NinjaTrader_JoshP]

bigpapi,

If you want NT to continue off a disconnect as if nothing happened, in your Tools>Options>Strategies>NinjaScript tab, you want to select KeepRunning as the option for connection losses. For more indepth information around this area please see here: http://www.ninjatrader.com/support/h...tegies_tab.htm

[bigpapi]

Keep running was selected under connection lost and "handling"

[NinjaTrader_JoshP]

Please see the other options in there like restart attempts. If your strategy was not auto restarted via the connection loss handling its handling will actually be a recalculate style handling if you do it by hand.

[bigpapi]

I had "cancel exit orders when a strategy is disabled" selected could this have been it?

[NinjaTrader_JoshP]

bigpapi,

That would indeed play a factor if the strategy did get disabled. Trying to start it up again would not have all the same orders.

[bigpapi]

Can you tell me why this order did not execute? It was 3:59:31 before market closes but it is saying that the exchange was already closed.

[NinjaTrader_RyanM1]

Hello bigpapi,

We need your log and trace files to see the complete message. You can use help > mail to support feature for this. In the subject, write Attn: 420203

[bigpapi]

Sent thanks

[NinjaTrader_RyanM1]

Thanks for the files. This is a native error, which is supplied from IB.

Native error='Order rejected - reason:Exchange is closed (201)'

It's best to contact IB in order to identify why the order was not accepted.

If this type of message is frequent, you should consider changing the ExitOnCloseSeconds to a higher number within NinjaTrader.

[bigpapi]

That's what I imagined I changed the close seconds to 600 and will contact IB thanks

[bigpapi]

Seems like everything that can go wrong is going wrong can someone tells me what this error message means?

[NinjaTrader_Austin]

bigpapi, I will have someone get back to you tomorrow. If you can reproduce that error, please let us know how.

[bigpapi]

Thanks I sent a log because it is crashing on me now when I am running backtests