I left few instances of the same strategy with different instruments enabled and running over night from the Control Center->Strategies. When I checked in the morning, I found the connection Orange and nothing moves. I had one position in place for several hours.
I flattened the position and then disconnected, and then try to connect. I got a message: "There were not enough free threads in the ThreadPool to complete the operation".
Checking the log, I saw I had several errors after 12:30am. Some examples are:
- 11/15/2013 12:46:59 AM,Strategy,An Enter() method to submit an entry order at '11/5/2013 9:16:00 PM' has been ignored. Please search on the term 'Internal Order Handling Rules' in the Help Guide for detailed explanation.,
- 11/15/2013 12:52:18 AM,CQG.Adapter.SubscribeMarketDataResolve: PILX3 is not enabled for realtime quotes and trading.
- 11/15/2013 3:03:23 AM,Connection,Connection to NinjaTrader historical market data server established.
11/15/2013 3:03:13 AM,Default,Connection to NinjaTrader historical market data server lost: An existing connection was forcibly closed by the remote host
11/15/2013 2:48:03 AM,Strategy,Strategy 'bdtStrPPA/089d6a554fd742aca58e9b4fd1799c7e' lost price connection but will keep running.
11/15/2013 2:48:03 AM,Strategy,Strategy 'bdtStrPPA/f1b887022d0f46fcbc74f43e16587f64' lost price connection but will keep running.
11/15/2013 2:48:03 AM,Strategy,Strategy 'bdtStrPPA/c2b9759b5c6f40a1826e388bdac0c852' lost price connection but will keep running.
11/15/2013 2:48:03 AM,Strategy,Strategy 'bdtStrPPA/74ed9f0444544e4b9e0b55b2f632d97e' lost price connection but will keep running.
11/15/2013 2:48:03 AM,Connection,CQG-DTTW: Primary connection=Connected, Price feed=ConnectionLost
11/15/2013 2:47:23 AM,Connection,Connection to NinjaTrader historical market data server established. - 11/15/2013 8:45:51 AM,Connection,CQG-DTTW: There were not enough free threads in the ThreadPool to complete the operation.(NoError)
I run NT7 over Paralles Desktop 9, with Win 8 & 3GB. This is a development and test machine, where I plan to run the real platform over a broker hosted server.
I attach the log file and the strategy .cs file.
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