Overnight Positions

[rana.irfan]

We are trading US Stocks using Interactive Brokers and have a requirement to keep the strategy running overnight. To elaborate:

1. A position that was opened today, should be recognized by strategy when market opens tomorrow morning.
2. Any exit orders (limit orders), that we sent today, should be recognized by strategy when market opens tomorrow morning.

In essence, it should keep running as if nothing happened and the next data that came in after last data event today is next morning.

For this we believe the following setting should do the trick:
ConnectionLossHandling = ConnectionLossHandling.KeepRunning;

However, it seems like we faced issues and some of the strategies disabled, when market reopened today after Friday. In this regard I'm attaching the logs 1st, 2nd and 4th of November.

Looking forward to a quick resolution.

Thanks,
Aziz

[NinjaTrader_PatrickH]

Hello Aziz,

Thank you for your post.

The strategy, if disabled will not be able to retrieve the position and orders from the previous instance. From your Log file on Friday the following error is listed:

TWS forced your connection to close. NinjaTrader is unable to automatically reconnect. Please shut down NinjaTrader and reconnect manually to TWS: An established connection was aborted by the software in your host machine

This means the strategies were disabled as you had to restart NinjaTrader to re-connect to Interactive Broker.

Unfortunately, there is no method around this when the scheduled maintenance for Interactive Brokers occurs.

Please let me know if I may be of further assistance.