Where did my strategies go?

[boaza]

Running NT with TWS paper trading. As a consequence of TWS's so-called "feature" of forcing a logoff once a day (I can just imagine the engineering celebrating themselvs over this one ), NT pops up:

IB_connection: TWS forced your connection to close. NinjaTrader is unable to automatically reconnect. Please shut down NinjaTrader and reconnect manually to TWS: An established connection was aborted by the software in your host machine

Being a good scout, I shutdown NT, restart it and voila, the strategies are gone: Once it was their PNL, then three out of five strategies did not show up. Needless to say I wasn't able to see their real-time performance summary.

And to this I say: What the hell is going on? Is this the expected behavior of NT? If so, how can I persist strategy state between NT shutdowns?

Thanks,

Boaz

[NinjaTrader_Bertrand]

Hi Boaz, I believe there would be tool called TWS Start around that can enable a constant change of the logoff time and thus creating a continuous operation throughout the week (weekends excluded) - a Google search should reveal more.

The strategies would be persisted with NT7, you would need to restart them though once the you've restarted / reconnected - this can be done via the enable button on the right hand side in the strategies tab where all instances persisted are listed.

[boaza]

Hi Bertrand, and thanks for the quick reply.
I'm aware of this tool (it's called IBController), but have not tried it yet.
I'm more concerned with NT's behavior than with TWS's - why when I shutdown NT, I loose the live data? We do maintenance on weekends, installing windows updated etc, so we must shutdown NT at least once a week.
Isn't there a way to persist this info between shutdowns?

[NinjaTrader_Bertrand]

boaza, what do you mean by losing live data? The strategy instances are running are persisted so you could restart them, but once you do this they would recalculate their strategy positions and match up what's possible : http://www.ninjatrader.com/support/h..._positions.htm

If you refer to chart data, with IB please ensure to save chart data as historical under Tools > Options > Data if you're not having another supplementary data provider such as www.kinetick.com

[boaza]

Hi Bertrand,
By live data, I mean that while NT is running, I'm able to see the strategy's performance in real-time, including everything from the 'Summary' tab, through 'trades' to 'orders'. Moreover, the 'Realized' column in the 'Strategies' tab in the control center is updated.

Once I restart NT, this info is lost. I can still run backtesting, but I did not find a way to restore my live performance for this specific strategy (I can still see an aggregate via the 'account performance' tab, though).

Will saving historical data do the trick? (My datafeed is Kinetick).

[NinjaTrader_Bertrand]

Boaz, that data would not be completely persisted / saved - you would restart your strategy once you have restarted and then live PnL and trades / orders would begin to update again and providing the account position would not need any synching it should be a very close match.

[boaza]

Bertrand,
I don't think I fully understand. Are you saying that I cannot save PNL info between shutdowns of NT?

[NinjaTrader_Bertrand]

Correct, the strategy instance with all settings is saved / persisted but if you reenable it > it would recalculate it's strategy position and then resume to manage orders depending on the 'starting a real time strategy setting' : http://www.ninjatrader.com/support/h...tegies_tab.htm (second section here please).