this has happened several times to me now:
I have 3 strategies running. All use Kinetick as the datafeed (connection establishes on startup of NT). For execution the stragegies use:
#1: SIM101 (NT internal)
#2: InteractiveBrokers REAL money account (TWS for it is open)
#3: InteractiveBrokers SIM account (TWS for this one is also open)
For some reason the connection to IB's REAL money account gets lost and cannot be reestablished for several minutes. Only strategy #2 uses this account yet all 3 strategies are switched OFF with the message "Strategy 'abc' lost price connection for more than 10 seconds and will be restarted."
But the price connection to Kinetick is still OK! I can see all ticks coming in. TWS for the SIM account is also running fine. Only the TWS for the REAL money account is down (& trying to reconnect).
Why are all 3 strategies shutting down? Can this be prevented?
Please be aware that I run all 3 strategies in UNMANAGED mode as configured here:
protected override void Initialize() { // Run on every tick CalculateOnBarClose = false; // Use UNMANAGED order methods Unmanaged = true; // Allows for custom OVERFILL handling IgnoreOverFill = true; // ### handling of CONNECTION LOSS DisconnectDelaySeconds = 10; // Disconnect has to be at least 10 seconds MaxRestartMinutes = 390; // Allow for restarting the strategy only if there were less restart attempts than MaxRestartAttempts within the last 6.5 hours MaxRestartAttempts = 4680; // Allow the strategy to restart every 5 seconds for 6.5 hours. ConnectionLossHandling = ConnectionLossHandling.Recalculate; // Strategy will attempt to recalculate its strategy position when a connection is reestablished. RestartDelaySeconds = 5; // Recalculate strategy only after connection is reestablished for at least 5 seconds // for debugging logTrades = true; TraceOrders = true; // traces are generated and displayed in the NinjaScript Output window // for each call of an order method providing confirmation that the method is entered // and providing information if order methods are ignored and why. }
NutFlush
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