Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Collective2 receiving signals with the wrong quantity

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Collective2 receiving signals with the wrong quantity

    Hello. I'm testing a strategy on Collective2. They are reciving my signals, but for some reason with the wrong quantity.

    This is what Collective2's logs show:
    From the server logs here at C2, it appears your are sending quantity 2 to C2, then quantity=1.

    Then at 10:45:46 You BOUGHT 2

    That effectively closed your short and opened your long

    Then at 10:45:47 You BOUGHT another 1

    It appears that every one of your orders to C2 follows this sequence -- a QUANT 2, and then (1 second later) a QUANT 1. Something about your Ninja configuration is making your NT send 2 sets of orders for each trade... first at QUANT=2, then at QUANT=1
    On my side, I only see quantity of 1 being sent.

    My connectionn to C2 is through an account group with the following connect string:
    C2;my_systemID;my_password;1
    I'm using NT version 7.0.1000.5 on 64-bit Windows 7. I'm running NT in 32-bit mode, nit the 64-bit version. My DataFeed is Kinetick realtime.

    Here's my NT log that shows the trade signal being sent to C2 with a quantity of 1:
    Code:
     
    10/10/2011 11:43:12 AM|1|128|Enabling NinjaScript strategy 'DayTradingSystem/0dedd83479c34f4b907a5650926f258a' : On starting a real-time strategy - StrategySync=WaitUntilFlat SyncAccountPosition=False EntryHandling=AllEntries EntriesPerDirection=1 StopTargetHandling=PerEntryExecution ErrorHandling=StopStrategyCancelOrdersClosePositions ExitOnClose=True/ triggering 30 before close Set order quantity by=DefaultQuantity ConnectionLossHandling=KeepRunning DisconnectDelaySeconds=10 CancelEntryOrdersOnDisable=False CancelExitOrdersOnDisable=True MaxRestarts=4 in 5 minutes
    10/10/2011 11:44:47 AM|1|32|Order='10cee3af528d4e358595640893ca6771/Sim101' Name='GoLong' New state=PendingSubmit Instrument='EMD 12-11' Action=Buy Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''
    10/10/2011 11:44:47 AM|1|32|Order='10cee3af528d4e358595640893ca6771/Sim101' Name='GoLong' New state=Accepted Instrument='EMD 12-11' Action=Buy Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''
    10/10/2011 11:44:47 AM|1|32|Order='10cee3af528d4e358595640893ca6771/Sim101' Name='GoLong' New state=Working Instrument='EMD 12-11' Action=Buy Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''
    10/10/2011 11:44:47 AM|1|32|Order='10cee3af528d4e358595640893ca6771/Sim101' Name='GoLong' New state=Filled Instrument='EMD 12-11' Action=Buy Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=1 Fill price=821.9 Error=NoError Native error=''
    10/10/2011 11:44:47 AM|1|16|Execution='df61768108d14e4b957aa7ed5e07f894' Instrument='EMD 12-11' Account='Sim101' Exchange=Default Price=821.9 Quantity=1 Market position=Long Operation=Insert Order='10cee3af528d4e358595640893ca6771' Time='10/10/2011 11:44:47 AM'
    10/10/2011 11:44:47 AM|1|64|Instrument='EMD 12-11' Account='Sim101' Avg price=821.9 Quantity=1 Market position=Long Operation=Insert Currency=Unknown
    10/10/2011 11:44:49 AM|1|32|Collective2 signal (66612533) processed successfully: http://www.collective2.com/cgi-perl/...version=701005
    10/10/2011 11:49:55 AM|1|128|Disabling NinjaScript strategy 'DayTradingSystem/0dedd83479c34f4b907a5650926f258a'
    10/10/2011 11:50:11 AM|1|128|Terminating any NinjaScript strategies invoked by Flatten Everything command
    Last edited by fredb987; 10-10-2011, 10:45 AM.

    #2
    Hello fredb987,

    Can you please upgrade to the latest NinjaTrader release using the link below:
    http://www.ninjatrader.com/download-registration.php

    If you continue to see this, please mail your trace and log files to support 'at' ninjatrader 'dot' com. Attn: RyanM and reference this thread.

    The files are dated YYYYMMDD in the directories indicated below. Today's files are dated 20111010

    You will find the log file in the Documents > NinjaTrader 7 > Log folder.

    * The log file will be named "log.YYYYMMDD.txt"

    You will find the trace file in the Documents > NinjaTrader 7 > Trace folder.

    * The trace file will be named "trace.YYYYMMDD.txt"
    Ryan M.NinjaTrader Customer Service

    Comment


      #3
      Ryan - thanks for your assistance, but I've resolved the issue. Thank you!

      Comment


        #4
        OK, glad to hear you were able to resolve. Thanks for updating us here.
        Ryan M.NinjaTrader Customer Service

        Comment

        Latest Posts

        Collapse

        Topics Statistics Last Post
        Started by gravdigaz6, Today, 01:43 AM
        0 responses
        3 views
        0 likes
        Last Post gravdigaz6  
        Started by DayneSwift, Yesterday, 11:06 PM
        0 responses
        2 views
        0 likes
        Last Post DayneSwift  
        Started by AidanLawrence, Yesterday, 10:03 PM
        0 responses
        2 views
        0 likes
        Last Post AidanLawrence  
        Started by butt_toast, Yesterday, 09:47 PM
        0 responses
        3 views
        0 likes
        Last Post butt_toast  
        Started by GaryOz, Yesterday, 06:54 PM
        0 responses
        5 views
        0 likes
        Last Post GaryOz
        by GaryOz
         
        Working...
        X