Setting "fake" positions with unmanaged orders

[guillembm]

I switched to unmanaged orders. Everything went fine except a point.

I'm working with IB and every day it auto logs off. If I keep overnight positions I need a way to set a position on the strategy to match the real position.

When I worked with managed positions it was easy. When the historical bar matched with the time and date of the real entered position I launched an market order that appeared on the strategy but it didn't send a real enter order on the market.

With unmanaged when I send a SubmiOrder, even in an historical bar it sends a real market order. Thus, I'm duplicating the real position on the market.

Any hint on how to set an historical strategy position on unmanaged orders without sending a real market order?

[NinjaTrader_Bertrand]

guillembm, are you sure the SubmitOrder call was then done on historical bar for your script? Just tested quickly here and did not see an issue submitting a SubmitOrder() on a historical CurrentBar for example to add a strategy position...

[guillembm]

This is the code I use:

if (ToDay(Time[0]) == EnterDate && ToTime(Time[0]) == EnterTime)
{
MyOrder = SubmitOrder(0, OrderAction.Buy, OrderType.Market, NumContracts, 0, 0, "", "");
}

EnterDate and EnterTime are historical bars for sure. I set prints to check if this was correct and when the historical bar executes it does the submit but it always sends the real order

[NinjaTrader_Bertrand]

If you include a print to historical then, what would it return at the time of the SubmitOrder() call?

[guillembm]

Sorry I think I don't understand your question.

In the text of the print I just include Print("Enter order");

The submit is executed for sure at the historical bar but it always send a live order.

[NinjaTrader_Bertrand]

Historical is a property in NinjaScript that tells you if you're processing live bars or not :

http://www.ninjatrader.com/support/helpGuides/nt7/historical.htm

Please include this in your prints to doublecheck you're not submitting on a realtime bar accidentially.

[guillembm]

I'm sure this doesn't happen.

I converted the same project again to managed and it does the right thing.

[guillembm]

I'll try to make another simple strategy only with a simple submit with unmanaged to see if it works.

[NinjaTrader_Bertrand]

Yes, please do that - just create a basic script in unmanaged that would submit on a historical bar or yesterday...then set ExitOnClose to false and apply it on Sim101 - do you see any orders submitted in realtime?

[saltminer]

Hi, I also have experienced this.
An unmanaged strategy placed a live order at IB from a historical bar, 3 bars from the right hand side of the chart. The order was a stop entry order, not yet filled by the end of the chart.

Attached is a snapshot of the chart. The large green bar 3rd from right is the bar ending at 12:30.
This time matches the time in the Output Window as when a trading signal and what should have been a virtual order should have been created.

10/30/2012 3:00:00 PM Cancelled order due to end of session handling:
BarsInProgress=0: Order='NT-00054/DU122562' Name='LBE1' State=Cancelled Instrument='ZC 12-12' Action=Buy Limit price=0 Stop price=763.75
Quantity=1 Strategy='RelTechSlicerSystem2LIVE' Type=Stop Tif=Gtc Oco='d25288fbbb184d41be27301e059f5acd' Filled=0 Fill price=0 Token='67da9c28e8094276a1882092cfa9ad54' Gtd='12/1/2099 12:00:00 AM'
10/31/2012 12:30:00 PM ZC 12-12 placing long breakout order at 763.75
10/31/2012 12:30:00 PM Entered internal SubmitOrder() method at 10/31/2012 12:30:00 PM: Action=Buy OrderType=Stop Quantity=1 LimitPrice=763.75 StopPrice=763.75 OcoId='7ec8478e27ea42c49e8f17d53382c5f3' Name='LBE1'

Yet it became a live order at IB when the strategy was launched at 9:14:44 (outside of the session template hours). Here is the information from the Log tab of the Control Centre.

10/31/2012 9:14:44 PM Order Order='2033295281/DU122562' Name='LBE1' New state=Accepted Instrument='ZC 12-12' Action=Buy Limit price=0 Stop price=763.75 Quantity=1 Type=Stop Filled=0 Fill price=0 Error=NoError Native error=''
10/31/2012 9:14:43 PM Order Order='NT-00055/DU122562' Name='LBE1' New state=PendingSubmit Instrument='ZC 12-12' Action=Buy Limit price=0 Stop price=763.75 Quantity=1 Type=Stop Filled=0 Fill price=0 Error=NoError Native error=''

Sync Account position is False.
Wait Until Flat Before Executing Live is True.
Ninja version is .10

Let me know how I can assist further in an inquiry.
Cheers,
saltminer

[NinjaTrader_Bertrand]

Thanks saltminer, this should have been cancelled by the end of session handling as your prior order shows - which session template is used on the ZS 120 min chart here so I could look into reproducing?

[saltminer]

Hi,
Attached is screenshot of the session template. Template uses Central Time, while the computer was set to Eastern Time (USA). Bars are 120 minute on ZC.
saltminer

[guillembm]

I solved the problem (after trying everything) reinstalling NT. When technology fails, restart it.

Silly but it works.