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:
My connectionn to C2 is through an account group with the following connect string:
Here's my NT log that shows the trade signal being sent to C2 with a quantity of 1:
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. 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
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: [URL]http://www.collective2.com/cgi-perl/signal.mpl?cmd=signal&systemid=*********&pw=*********&action=BTO&quant=1&instrument=future&symbol=@EMDZ1&duration=GTC×tamprel=1177&sequence=2&sourcecode=NTF&sourceversion=701005[/URL] 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
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