Issue with sudden "Lost Order Connection But Will Keep Running"

[RunnrX]

Hello all,

I hope someone can troubleshoot this when they have some free time.. I searched the forums for this already and didn't find an open thread that covered this topic that I could post to.

I have had my strategy forward testing overnight on sim101 account with kinetick full data feed. I didn't have any internet connection loss, but I just got this message in the output box: Strategy lost order / price connection but will keep running.

The actual status of the data feed has been "connected" the entire time, and I can continue to pull up new chart data as of now, 11:39am, but the charts with my strategies running on them are frozen at 11:15am and the strategy is still active, but the data is not updating, nor are the open positions updating their unrealized P&L in the positions tab. I don't want to restart the strategies, because they will lose hold of the open positions they have, unless I have to.

Does anyone have any ideas why the charts would stop taking new data when there wasn't a loss of connection, and why they aren't resuming even though I can get new data on other chart windows?

Thanks!

[NinjaTrader_PatrickH]

Hello RunnrX,

Thank you for your post.

I would like to investigate this matter further. Please provide me with your log and trace files by going to the NinjaTrader Control Center > Help > Mail To Support.
Ensure there is a check mark next to the 'Log and trace files' option.
Include "ATTN: Patrick" in the subject line and a reference to this thread in the body of your e-mail: http://www.ninjatrader.com/support/f...ad.php?t=52143

I look forward to assisting you further.

[RunnrX]

*Updating the post

After having my log and trace files examined, NinjaTrader_PatrickH suggested that it was my network / ISP configurations that were causing some interruption of the data flow that resulted in charts freezing between sessions while leaving the computer on overnight..

i.e., I would open a chart of some stock, let it run until the close of the session, leave it running all night long, and at 9:30am the next day I would suddenly not get any new time and sales prints, bar updates, etc. However I could load other new chart windows that would give me price updates, but not the existing window.

I've confirmed that at least on my computer with my internet connection, this happens to me about every 1 or 2 days where the chart will not resume printing data on the next day's market open. As a result of this, I won't be able to make any truly automated trading strategies if they will be ones that carry overnight positions, until the day that hopefully ninjatrader adds a way to search for account open positions that originated from before the time the strategy was enabled and assume control of them (so I could turn the computer off each night and still have control of open strategy positions)

thanks all for reading! Thanks for the help in diagnosing this, PatrickH

[Elevator2TheTop]

I have a similar issue: I have a Time and Sales window open all night long. If I lose my internet connection, the Time and Sales data do not resume once the internet connection is restored. The bars on my chart do not resume plotting. In addition, my strategy output says ..."lost price connection but will keep running." The problem with my strategy is similar to the T&S and Chart windows, in that no OnBarUpdate events are firing. Interestingly, as soon as the data connection is restored, my Level II window resumes updating. So, it appears that even though the status on my Control Center says "Connected - Kinetick", I am not getting tick data, but rather just Level II data.

The only way I have discovered to recover from this is to close NT and restart. At that point, I lose my strategy state, which is a big problem when I have an open position.

Thank you!

[NinjaTrader_Jason]

Hello Elevator2TheTop,

Can you please send me your log and trace files, so I can investigate. Go to Control Center-->Help-->Mail to Support in NinjaTrader. Put 'Attn Jason, Issue with sudden "Lost Order Connection But Will Keep Running"' in the subject field and enable 'Log and trace files'.

[daqu40]

Was there a resolution to this? I'm having the same trouble.

Thanks

[NinjaTrader_Jason]

Please send me your log and trace files, so I can investigate. Go to Control Center-->Help-->Mail to Support in NinjaTrader. Put 'Attn Jason, Issue with sudden "Lost Order Connection But Will Keep Running"' in the subject field and enable 'Log and trace files'.

[daqu40]

Thanks Jason,

I'm doing a new run today and will send you the logs the next time I hit the issue.

I also found another thread that talked about changing the settings in NT Options which I've done.

Hopefully there will be no need to send you my logs.

[pstrusi]

Hi all,

I'm not any NT support member but after reading about this issue, I have a suggestion that maybe could help to avoid this kind of problems when a strategy is ongoing; and of course I'm not sure if this applies or address correctly the issue but it will worth to watch it. I must say that this helped me actually to solve the daily disconnection from Interactivebrokers ( because they clean and restart their servers ). The most cases the when NT is connected completely all continues to run smoothly. However, is always a "must" to supervise this process.


Go to:
Tools/Options/Strategies/NinjaScript

Select:
1. "immediately submit live working historical orders
2. Disconnect delay seconds: 130
3. Number of restart attempts: 4680
4. Restart within x minutes: 390
5. Handling: KeepRunning

6. Cancel entry orders when strategy is disabled: checked
7. Cancel exit orders when strategy is disabled: checked