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Strategy goes crazy after crash

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    Strategy goes crazy after crash

    Account real, provider CQG. NT works on VPS

    Sometimes strategies (i have several different) crash without any visible reason. But that is a question for a separate thread.
    What I'm looking for is understanding how to deal with strategy after crash.
    When I relaunch strategy after crash (from flat position) it acts as if there is already an open position.
    Thus, if NT is in "wait until flat before executing live" mode, nothing happens, tab stays yellow forever. (But before crash it worked of couse, how else could strategy crash without having open position)
    If NT is in "Immediately submit live working historical orders" it either:
    - places stop and profit target order immediately if "Sync account position" is set to false, and nothing happens when real conditions to buy/sell appear.
    - places stop, profit target and buy/sell order named "Synchronize" as it should had there be an open position, but I start from flat, no working orders, no open positions. And again, nothing happens when it's condition for a real trade.
    Strategy sees a open position which doesn't exist?
    Each time cure was different, sometimes it helped, sometimes not:
    exit NT, reload the computer;
    repair DB;
    re-install NT;
    manually open position/flatten everything (and pay commission)
    call broker's support;

    Yesterday nothing of the above helped

    P.S. English is not my native language, but "live historical order" sounds awkward anyway. Historical cannot be live, history is something that has already happened to the current moment (the only known exception is Lenin, who lived, live and will live

    #2
    Hi Andrei Petrov,

    A live working historical order is a historical order that has not been cancelled or filled and would theoretically still be working if it were actually placed.

    The idea is that NinjaTrader would submit this last historical order so that the order is working live.


    With the synchronization, may I have screenshots of the extra synchronize order you are referring to?
    Chelsea B.NinjaTrader Customer Service

    Comment


      #3
      Please see attached.
      I did several attempts to re-launch. And of course it is not seen on the chart when only stop and profit target orders were submitted and then cancelled.
      Attached Files

      Comment


        #4
        Hi Andrei Petrov,

        I'm not quite sure whats going on here.

        Could you simply your script to only place a single order to demonstrate the issue?

        Also, please screenshot the strategy performance real time and historical -> Executions tab.
        (Right-click the chart -> select Strategy Performance -> select the strategy name -> select Historical & Real-Time -> select the Executions tab -> take a screenshot)
        Chelsea B.NinjaTrader Customer Service

        Comment

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