Problems trading CL in TWS

[jriverac]

Hello,

I am encountering trouble trading CL in IB via TWS with automated strategies. Some orders are not executed correctly.

I attach the log and trace files corresponding to 07-12-2011. At 20.30, a strategy that was long CL should have entered short but only closed the long position. Hope you can spot some explanation for this behaviour.

Another question: In the instrument definition, the IB symbol is CL||||1. Is that correct.

Thanks for the help.

Regards,
Juan

[NinjaTrader_Austin]

Hi Juan, can you please also attach the strategy so we can analyze what could have happened there as well?

[jriverac]

Hello,

I cannot send it over because it uses a lot of custom indicators as filters.

However, the entries are based on MA crossovers.

So, it was long, the MA crossed and the method used is EnterShort, but it did not, it just crossed the long position.

Hope you can find something in the logs.

Thanks
Juan

[NinjaTrader_Austin]

Juan, according to the trace file, both orders were filled. The close position order was filled in the 2011-12-07 20:30:01:018 series of events and the sell short order was filled in the 2011-12-07 20:30:01:112 series of events.

I believe the CL|||1 mapping is correct, but I will have a coworker get back to you on Monday with confirmation.

[jriverac]

Hello Austin,

You are right. The problem was not that execution but a previous one.

Thanks for the help.

Juan