Can't restart my strategies - please help!

[grimesd]

I disables my strategies to change a parameter and now I can't re-enable them. I've checked to AT Interface. I restarted NT and still can't enable the strategies. The log shows:

3/7/2011 4:03:13 PM,Strategy,Enabling NinjaScript strategy 'TrendX/192f370135584e728c8584528cba6227' : On starting a real-time strategy - StrategySync=SubmitImmediately SyncAccountPosition=False EntryHandling=AllEntries EntriesPerDirection=1 StopTargetHandling=ByStrategyPosition ErrorHandling=StopStrategyCancelOrdersClosePositio ns ExitOnClose=False Set order quantity by=DefaultQuantity ConnectionLossHandling=KeepRunning DisconnectDelaySeconds=10 CancelEntryOrdersOnDisable=True CancelExitOrdersOnDisable=True MaxRestarts=100 in 5 minutes,
3/7/2011 4:00:33 PM,Default,Automated trading enabled (port 36973),
3/7/2011 4:00:33 PM,Connection,Optimized CPU performance enabled,
3/7/2011 4:00:33 PM,Default,Order entry hot keys disabled,
3/7/2011 4:00:33 PM,Connection,Global simulation mode disabled,
3/7/2011 4:00:27 PM,Connection,Time to flatten=12:00:00 AM, Flatten all=Disabled,
3/7/2011 4:00:25 PM,Position,Instrument='$AUDUSD' Account='FW494' Avg price=1.01266 Quantity=0.01M Market position=Short,
3/7/2011 4:00:25 PM,Position,Instrument='$GBPUSD' Account='FW494' Avg price=1.6254 Quantity=0.01M Market position=Short,
3/7/2011 4:00:25 PM,Position,Instrument='$USDJPY' Account='FW494' Avg price=82.339 Quantity=0.01M Market position=Short,
3/7/2011 4:00:25 PM,Position,Instrument='$EURCHF' Account='FW494' Avg price=1.29486 Quantity=0.01M Market position=Short,
3/7/2011 4:00:25 PM,Connection,PFGBest-FW494: Primary connection=Connected, Price feed=Connected,
3/7/2011 4:00:14 PM,Default,PFGBEST.com Client API Version 1.0.459,
3/7/2011 4:00:14 PM,Connection,Connecting to NinjaTrader data server (64.202.118.179/31654),
3/7/2011 4:00:14 PM,Connection,PFGBest-FW494: Primary connection=Connecting, Price feed=Connecting,
3/7/2011 4:00:13 PM,Connection,Auto connecting to 'PFGBest-FW494',
3/7/2011 4:00:09 PM,Default,Current license: Type=Regular State=Verified StartDate=5/12/2010 EndDate=12/31/2098 Collective2 Dtn ESignal External Provider2 Provider3 Provider7 Replay Simulator Yahoo Gain Hosted InteractiveBrokers MBTrading Patsystems Provider1 Tda TrackData TradingTechnologies Provider4 AutomatedTrading AdvancedStrategyManagement BasicEntry Charting LiveTrading DataConnection SystemDevelopment,
3/7/2011 4:00:09 PM,Default,Session Break (Version 7.0.1000.3),
3/7/2011 4:00:07 PM,Default,Verifying license at primary server...,

The log suggest that the strategy has started but the Strategies tab doesn't show the strategy enabled.

[NinjaTrader_RyanM1]

Hello grimesd,

Does NinjaTrader still have access to the account? Check the accounts tab of control center and verify you have FW494.

Make sure File > Global Simulation Mode is unchecked

FYI - AT Interface is not used for NinjaScript strategies. This is used for external applications that need to communicate with NinjaTrader.

[grimesd]

Yes I do have account FW494 setup in the Account Connections Set Up (although I did change the name of the connection from FW494 to PFGBest-FW494 a few days ago). The strategy was working until I disabled it an hour or two ago, so it can't be an account problem.

Still can't start the strategies so had to flatten all of my positions!

[NinjaTrader_RyanM1]

Thank you for the reply. Can you please send in your log / trace files so we can see what is happening internally with platform. You can use Help > Mail to support feature for this. In the subject write Attn: RyanM 447381.

What is the color of the strategy in the strategy tab of control center?

[grimesd]

I've sent the log/trace files. The color of the strategy is all white and 'Enabled' remains unchecked.

[grimesd]

OK i think I've made some progress. I reduced the number of 'Days to load' on strategy startup and now I get the following message.

Disabling NinjaScript strategy 'TrendX/f6a2c05ab3ce426ebf5008ecf13ffaab',
3/7/2011 6:13:28 PM,Strategy,An over fill was detected on order 'Order='687511/FW494' Name='Buy' State=Filled Instrument='$AUDUSD' Action=Buy Limit price=0 Stop price=0 Quantity=0.01M Strategy='TrendX' Type=Market Tif=Gtc Oco='' Filled=10000 Fill price=1.01074 Token='af284d0cc06f4757bd0a2a36e65f7ebf' Gtd='12/1/2099 12:00:00 AM'' generated by strategy 'TrendX/f6a2c05ab3ce426ebf5008ecf13ffaab' : This strategy will be disabled and NinjaTrader will attempt to cancel/close any strategy generated orders and positions. Please check your account orders and positions and take any appropriate action.,

What does that mean? I have no positions open.

[NinjaTrader_RyanM1]

Thank you for the files. I did not see overfill reference for today in the files included. Can you please send updated files and can look into this?

[grimesd]

Any update?

[NinjaTrader_RyanM1]

Thank you for the files. We are looking into this and will reply as soon as we review your files.

[NinjaTrader_RyanM1]

The overfill happens in this sequence:

3/7/2011 6:13:26 PM|1|32|Order='687510/FW494' Name='Sell short' New state=Accepted Instrument='$AUDUSD' Action=SellShort Limit price=0 Stop price=0 Quantity=0.01M Type=Market Filled=0 Fill price=0 Error=NoError Native error=''
3/7/2011 6:13:26 PM|1|32|Order='687510/FW494' Name='Sell short' New state=Working Instrument='$AUDUSD' Action=SellShort Limit price=0 Stop price=0 Quantity=0.01M Type=Market Filled=0 Fill price=0 Error=NoError Native error=''
3/7/2011 6:13:26 PM|1|32|Order='687510/FW494' Name='Sell short' New state=Filled Instrument='$AUDUSD' Action=SellShort Limit price=0 Stop price=0 Quantity=0.01M Type=Market Filled=10000 Fill price=1.0104 Error=NoError Native error=''
3/7/2011 6:13:26 PM|1|16|Execution= Instrument='$AUDUSD' Account='FW494' Exchange=Default Price=1.0104 Quantity=0.01M Market position=Short Operation=Insert Order='687510' Time='3/7/2011 6:13:26 PM' Multiplier=1E-05
3/7/2011 6:13:26 PM|1|64|Instrument='$AUDUSD' Account='FW494' Avg price=1.0104 Quantity=0.01M Market position=Short Operation=Insert Currency=UsDollar
3/7/2011 6:13:26 PM|3|128|A Set() method to submit an exit order at '3/7/2011 6:15:00 PM' has been ignored. Please search on the term 'Internal Order Handling Rules' in the Help Guide for detailed explanation.
3/7/2011 6:13:27 PM|1|32|Order='687511/FW494' Name='Buy' New state=Accepted Instrument='$AUDUSD' Action=Buy Limit price=0 Stop price=0 Quantity=0.01M Type=Market Filled=0 Fill price=0 Error=NoError Native error=''
3/7/2011 6:13:27 PM|1|32|Order='687511/FW494' Name='Buy' New state=Working Instrument='$AUDUSD' Action=Buy Limit price=0 Stop price=0 Quantity=0.01M Type=Market Filled=0 Fill price=0 Error=NoError Native error=''
3/7/2011 6:13:27 PM|1|32|Order='687511/FW494' Name='Buy' New state=PendingCancel Instrument='$AUDUSD' Action=Buy Limit price=0 Stop price=0 Quantity=0.01M Type=Market Filled=0 Fill price=0 Error=NoError Native error=''
3/7/2011 6:13:27 PM|1|32|Order='687511/FW494' Name='Buy' New state=Filled Instrument='$AUDUSD' Action=Buy Limit price=0 Stop price=0 Quantity=0.01M Type=Market Filled=10000 Fill price=1.01074 Error=NoError Native error=''

There is an issue caused because NinjaTrader issues a pending cancel command and the order is filled before this can be cancelled.

You are submitting opposing orders at the same time and running into order handling rules. You should debug your strategy so that this is not likely to occur. Details of internal order handling rules can be found here:
Internal Order Handling Rules that Reduce Unwanted Positions