Strategy Trades Every Few Seconds on 60 min Chart

[cmetz]

I'd been testing a Simple Moving Average Crossover strategy on a 60 minute chart. All was going as expected so I took it to live trading.

The strategy was running on 6 different currency pairs with slightly different parameters i.e. moving averages and stop losses.

Last night, starting at 11:33:30 PM and going until 11:55:09 PM, the USDCAD made about 390 trades, trading every 1 to 7 seconds. That fleeced out over 100 points in a short amount of time.

This currency pair strategy was running on a 60 minute chart, 15 point stop loss, and the strategy was to calculate on bars closed. No stop loss was ever hit.

The same anomaly happened on the EURUSD from 11:00:01 PM to 11:08:33 PM, making about 110 trades. This too was on a 60 minute chart with a 25 point stop loss.

When I woke this morning, and identified the issue, I quickly moved the strategies over to SIM, and since then they are working as the should.

Please advise how this could happen, and how to avoid this from happening again.

Thank you

[NinjaTrader_Matthew]

Can you please send us your log and trace file so we can understand what happened during that period?

[cmetz]

I'm sorry but I can't. I've had this issue with Brandon who is helping me on a previous issue.

Each time I attempt to send log and trace files I get this message "Unable to upload attachment files to support server. Please try again later. E-Mail will be sent out regardless: Index was outside the bounds of the array."

I still have the NinjaTrader Quick Support Remote Control connected from earlier. Due to another issue Brandon has been helping me with. He had to just come in a grab the files himself. He is aware of this issue but finds it unrelated to what he is working on.

Please advise.

[NinjaTrader_Matthew]

Was this using NinjaTrader 8 Beta?

[cmetz]

No. Running NT7 on a Windows 7 operating system.

[NinjaTrader_Matthew]

Sorry for confusion, this was posted in the NinjaTrader 8 beta forum. Brandon will continue working with you on the issues in NT7 and we can advise from there on how to prevent the issue you originally reported.

[NinjaTrader_PatrickH]

Hello cmetz,

Thank you for your patience.

Please manually attach your log and trace files for the dates this occurred to an e-mail to platformsupport[at]ninjatrader[dot]com, so I may investigate this matter further. Please reference this thread in your e-mail: "http://www.ninjatrader.com/support/forum/showthread.php?t=76752"

You will find the log file on your PC in the (My) Documents > NinjaTrader 7 > Log folder.

• The log file will be named "log.20150731.txt"

You will find the trace file on your PC in the (My) Documents > NinjaTrader 7 > Trace folder.

• The trace file will be named "trace.20150731.txt"