I am submitting the TraceOrders output which shows the order being entered. But it doesn't register in the log nor in the chart nor in the Orders tab. There are no errors logged that I can see.
This is the first occurrence in six months running this strategy. I can't imagine what is wrong or what has changed. It's only affecting one strategy of 20 running.
I tried cancelling all orders in IB TWS and then restarting the strategy, thinking that IB was blocking it, but there was no effect to that.
This is with TraceOrders=true
**NT** Enabling NinjaScript strategy 'Rossini004/73a0edc9863647068161f74f7f8e7b5c' : On starting a real-time strategy - StrategySync=SubmitImmediately SyncAccountPosition=False EntryHandling=AllEntries EntriesPerDirection=1 StopTargetHandling=PerEntryExecution ErrorHandling=StopStrategyCancelOrdersClosePositio ns ExitOnClose=False Set order quantity by=Strategy ConnectionLossHandling=KeepRunning DisconnectDelaySeconds=10 CancelEntryOrdersOnDisable=True CancelExitOrdersOnDisable=False MaxRestarts=90 in 1 minutes
24/03/2011 12:00:00 Entered internal PlaceOrder() method at
24/03/2011 12:00:00: BarsInProgress=0 Action=Buy OrderType=Market Quantity=0.06M LimitPrice=0 StopPrice=0 SignalName='EnterLongMkt' FromEntrySignal=''
24/03/2011 12:00:00 Entered internal PlaceOrder() method at
24/03/2011 12:00:00: BarsInProgress=0 Action=Sell OrderType=Limit Quantity=0.06M LimitPrice=115.74 StopPrice=0 SignalName='xlFirstTarget' FromEntrySignal='EnterLongMkt'
24/03/2011 12:00:00 Entered internal PlaceOrder() method at
24/03/2011 12:00:00: BarsInProgress=0 Action=Sell OrderType=Stop Quantity=0.06M LimitPrice=0 StopPrice=113.87 SignalName='xlFirstStop' FromEntrySignal='EnterLongMkt'
25/03/2011 17:00:00 Entered internal PlaceOrder() method at 25/03/2011 17:00:00: BarsInProgress=0 Action=SellShort OrderType=Market Quantity=0.06M LimitPrice=0 StopPrice=0 SignalName='EnterShortMkt' FromEntrySignal=''
25/03/2011 17:00:00 Cancelled pending exit order, since associated position is closed: Order='NT-00002/U618350' Name='xlFirstStop' State=Working Instrument='$EURJPY' Action=Sell Limit price=0 Stop price=113.87 Quantity=0.06M Strategy='Rossini004' Type=Stop Tif=Gtc Oco='' Filled=0 Fill price=0 Token='6114af713a6047ec96de72879348bd79' Gtd='01/12/2099 00:00:00'
25/03/2011 17:00:00 Cancelled pending exit order, since associated position is closed: Order='NT-00001/U618350' Name='xlFirstTarget' State=Working Instrument='$EURJPY' Action=Sell Limit price=115.74 Stop price=0 Quantity=0.06M Strategy='Rossini004'Type=Limit Tif=Gtc Oco='' Filled=0 Fill price=0
Token='f2f525317dab4c6e9a9f1cb8a1853e7e' Gtd='01/12/2099 00:00:00'
25/03/2011 17:00:00 Entered internal PlaceOrder() method at 25/03/2011 17:00:00: BarsInProgress=0 Action=BuyToCover OrderType=Limit Quantity=0.06M LimitPrice=114.09'5 StopPrice=0 SignalName='xsFirstTarget' FromEntrySignal='EnterShortMkt'
25/03/2011 17:00:00 Entered internal PlaceOrder() method at 25/03/2011 17:00:00: BarsInProgress=0 Action=BuyToCover OrderType=Stop Quantity=0.06M LimitPrice=0 StopPrice=115.16'5 SignalName='xsFirstStop' FromEntrySignal='EnterShortMkt'
What it does before going live in the historical run-up is go long, set a target and stop, and then reverse and set a new target and stop. It's the new stop which isn't put live.
Here's the trace & log.
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