Showing wrong position; stops disappear

[SteveB]

Over the course of a few hours I had scaled (1 at a time) into a live (IB) position of being short "x" ES using an ATM strategy I have been using for a few days. All was well with the world.

They I added "y" more, same ATM strategy, and noticed the Position Count (bet the REV & CLOSE) still showed "x". Stops and Targets totalled "x" + "y".

When I tried to move down my stops, they disappeared...

I was able to move targets & they filled okay.

[NinjaTrader_Jason]

Hello SteveB,

Can you please verify you are running TWS 882 (standalone).

What ATM strategy selection mode was used for this SuperDOM?

[SteveB]

TWS 882 = yes.

ATM strategy selection mode = KeepSelected....

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And as Targets were hit/filled, Position continued being displayed as "x"

[NinjaTrader_Jason]

Hello SteveB,

I tried to reproduce this behavior on my end was I was unable to do so. I first entered the market with an ATM strategy and subsequently scaled in a few times using 1 contract. It created seperate stop losses and profit targets if the entry price was different. This is as expected due to the ATM strategy selection mode.

Then, I increased the "Order qty:" to 8 and left the same ATM strategy selected. The position count updated correctly as well as a new stop loss and profit target were displayed in the DOM.
Are you able to reproduce this behavior?

[SteveB]

I have been using the same strategy on this account for a few weeks without problem; I wanted to pass along my unpleasant experience.

Reproduce = This happened during live trading; I hope you can imagine what what happened to my blood pressure; I will not be trying to reproduce, but you will HEAR if it happens again.

[SteveB]

The only thing I can think of is an IB disconnect that happened hours earlier in the day...sorry, but NT handles disconnects very POORLY.

I do not understand why Strategies must terminate with IB disconnects; can't NT just cycle waiting for a reconnect & then resume as normal?

Strategies cannot run unattended with this painful shortcoming.

[NinjaTrader_Dierk]

Not sure what you mean by "poorly":
- NT reports "Connected" as soon as TWS was able to reconnect. This is not in NT's control.
- you need to be disconnected when TWS triggers its own handling to shut down once a day. This isn't in NT's control either.
- ATM strategies are recovered as you reconnect

[SteveB]

Why must NT strategies stop when IB terminates? (Scheduled or not)

[NinjaTrader_Dierk]

Because you need to disconnect from TWS. Not sure why this is of relevance since:
- strategy would not run since it could not submit any order while not connected
- ATM strategies are recovered as you reconnect anyway

[SteveB]

Sorry, I meant Custom Startegies; these terminate when IB terminates (scheduled or not)...so I have to manually restart Custom Strategies when IB returns....Why must Custom Strategies terminate as opposed to waiting like the ATM Strategies?

[NinjaTrader_Dierk]

This is a limitation which should be overcome with NT7 (beta end of this year).