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Closing a position in the DOM terminated/disabled the wrong strategy

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    Closing a position in the DOM terminated/disabled the wrong strategy

    I am running NT 7.0.1000.32 64 bit. (Latest version at time of post.)

    I am running nine strategies. Seven on the FDAX and two on the ES. Two of the FDAX strategies are on live accounts, everything else is on the same sim account.

    I manually closed an ES position on the sim account with by clicking “Close” on the Dynamic SuperDOM.

    This is what happened:

    The OCO Stop Loss (stop order) and Profit Target (limit order) order were cancelled. Strategy identified on the Strategy ID on the Orders tab of the Control Center.

    The position on the ES was closed.

    The strategy that opened the position processed an OnTermination event but kept running. My strategy log entry was:
    2016-12-08 07:13:41:387: Time: 2016-12-08 07:14: CB 0009943: BIP: 0: MTStrategyBaseV02.OnTermination:Strategy Terminated

    Then the other ES strategy with no position processed an OnTermination event and terminated. My strategy log entries were:
    2016-12-08 07:13:41:747: Time: 2016-11-08 00:31: CB 0000000: BIP: 0: MTStrategyBaseV02.OnTermination:Strategy Terminated
    2016-12-08 07:13:41:762: Time: 2016-11-08 00:31: CB 0000000: BIP: 0: Direct Message: 08-12-2016 7:13:41 AM(2) VM188 BlissV01ES: MTStrategyBaseV02.OnTermination: Strategy Terminated

    The result was that the related orders were cancelled and the position was closed. All good up to here. Then the incorrect strategy was terminated/disabled. Both strategies received an OnTermination event.

    Neither strategy received an OnOrderUpdate – no entries in my strategy logs. Even though the strategy with a position had both a Stop Loss and Profit Target orders (OCO) which were cancelled.

    Neither strategy received an OnPositionUpdate event – no entries in my strategy logs. Even though the strategy which opened the position now reflected no position (Unrealized and Realized both zero) and the strategy was still enabled.

    Questions:

    Why did both strategies running on the ES receive an OnTermination event?

    Why did one strategy (the wrong one) terminate and the other keep running?

    Neither strategy received an OnOrderUpdate event – no entries in either of my strategy logs. Why not?

    Neither strategy received an OnPostionUpdate event – no entries in either of my strategy logs. Why not?

    Can this incorrect behaviour be corrected or at least a work around provided?

    Does NT8 have a linkage between the position and the strategy that created it so that this problem is solved? So that closing a position terminates the correct strategy?

    Attached:
    Log, executions and trace and screen capture of the strategies tab.
    Attached Files
    Last edited by NinjaTrader_ChelseaB; 12-08-2016, 08:51 AM.

    #2
    Hello AusTrader,

    Your log and trace files contain your account information.

    I have downloaded these and then removed these from your post.

    Moving forward, my recommendation is that if you need to have our platform support investigate an order, is that you please send an email to platformsupport [at] ninjatrader [dot] com and include your log and trace files.
    I would not recommend you post your log, trace, phone number, email or any other personal information on public forums.

    I am reviewing your log and trace. I appreciate your patience.
    Chelsea B.NinjaTrader Customer Service

    Comment


      #3
      Hello AusTrader,

      It appears that the strategies were started on a different day than when the SuperDOM close button was clicked.

      The provided log and trace files do not contain all of the information I need to trace what has occured.
      Please send an email to platformsupport [at] ninjatrader [dot] com, so that I may request all of your log and trace files. In the email, please include a link to this forum thread.
      Chelsea B.NinjaTrader Customer Service

      Comment


        #4
        Hello AusTrader,

        Thank you for your patience.

        Clicking CLOSE on the SuperDOM will in fact close all positions and disable all strategies on that instrument and account combination. You would need to use specific exit orders and quantity rather than selecting CLOSE.
        Patrick H.NinjaTrader Customer Service

        Comment


          #5
          Hi Patrick,
          thanks for your reply. Please re-read my original post - you have missed the situation - summary below:

          2 strategies were running on the ES on the same account. 1 of those strategies had a position.

          Click CLOSE for the ES.

          The strategy that had no positions was disabled. The strategy that had a position was not disabled.

          Both did process an On Termination event but only one strategy was terminated.

          If clicking CLOSE terminates all strategies on that instrument / account combination - why was one strategy left still enabled?

          Comment

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