Ghost orders problems

[ryker]

On my last trade on ER2: I was flat before entering the trade, the strategy triggered a short sell, and then my profit target has been hit. At this point everything was ok: IB received my order and acknowledged it. I could see the closing trade on the chart but as we can see on the screenshot I was still short 1 contract in the strategy (screenshot1).

I then restarted NT and on restart NT placed a stop and a target order on YM (I have another strategy running on it), but I was flat on it before the restart and had no other live orders so I'm a bit confused as where these trades come from (screenshot2)...

Could you please advise on what happened?

Thanks

[NinjaTrader_Jessica]

It is likely your strategy (not account) had an open position. Please stop the strategy from within the Conrol Center Strategies tab.

Here is a post on the difference between account position and strategy position:

http://www.ninjatrader-support.com/vb/showthread.php?t=4033&highlight=difference+between+strategy+position

[ryker]

Not really I didn't have anything opened at that moment! I watched the strategy trading so I would have noticed this earlier if I had an open order!

[NinjaTrader_Jessica]

Did you close the strategy under the strategy tab?

[ryker]

I closed the strategy after noticing that I was still short in the strategy but flat at the broker...

[NinjaTrader_Jessica]

Then that sounds like this is what happened- your strategy was short with a bracket and the order didn't get submitted because you shutdown but the bracket was submitted as soon as you re-connected because once there was data the strategy showed the short as filled. I would close your strategy before shutting down to prevent further issues.

[ryker]

Not at all...
I think you don't understand the problem and try to put this on me!

It's quite clear though, I was short got the order filled but the strategy was still short although I was flat at the broker... Look at the screenshot! This is not a normal behaviour, the strategy should have been flat. I then decided to restart NT...

[NinjaTrader_Jessica]

I have reviewed your screen shots and if you look at the shot of the log tab shows the strategies were not closed.

If you leave these running when a condition is met they will fire orders.

Please review the link I posted earlier as I believe it explains your issue clearly.

[ryker]

I think you didn't understand or you just don't read what I wrote which make things harder here!!!
Don't try to explain me how an automated strategy works I think I have much more experience than you in that area, so I obviously understand that if the strategy is started it will fire orders once the condition are met!!!

Please try to read carefully what I write now:
-- I'm flat (100% sure) with no outstanding orders at all.
-- My strategy send a market order and I'm filled so i'm short 1 contract
-- The target profit is hit at the broker and on the chart so i'm flat at the broker and I should be flat in the strategy position
-- But when I look in the MA I still can see a short of 1 contrat but I should have been flat in the strategy.

So now if you think that it's a normal behaviour then I think I should try to find a new execution platform!

PS: After the restart I had a few more issues but I'll keep that for later.

[NinjaTrader_Ray]

There are several reasons that this could happen:

- Your account was not flat when you started the strategy
- Your strategy generated orders that put you in this position. One example that could result in an unwanted position is having a target working, your strategy sent a market to close the position and cancel the target but it could not get cancelled in time and both orders were filled.
- An order was generated manually

Since you state that you were 100% flat then I would look at the next two situations. Review the log file during the lifetime of the strategy to piece together what may have happened.

[ryker]

Look at the screenshot.
The strategy is submitting market orders to enter and then stop+target orders. No other orders were there (the fact that I was flat at the broker is a sign, the problem appeared just after the fill of the target order).
No manual order was submitted either.

I looked at the logs already, no problems from the strategy.

[NinjaTrader_JoshP]

Can you post the logs and trace files along with the relevant timestamp of the event?

[ryker]

Ok attached is the relevant file, problem occured in between 17:00-18:30 with the target filled at around 18:30.

Thanks

[NinjaTrader_Ray]

I need some clarification.

- In your original screenshot --> I see you connected to eSignal and not Interactive Brokers
- Could the MA be reporting a position in the Sim101 account?

[NinjaTrader_Ray]

Also, what TWS version are you using and can you send in the entire logs/traces not just a section of it. You can send it in via NinjaTrader Help > Mail To Support menu, attention to Ray.