Ghost Executions

[cnecorp]

Hi

I ran a strategy in live using the SIM account after a couple of week's testing and encountered the following.

1. According to the strategy, ran against NQ and CL on two separate charts, the strategy took some 6 trades and was profitable, about $200
2. On Running account performance, the summary trades says it took 38 trades and lost some $400
3. Both on the executions tab and in the account performance tabs confirmed the 38 trades i.e. there were significantly more trades taken that did not follow the strategy rules and were not registered in the strategy performance.
4. Chart Markers (plotting markers on the chart) aligns with the strategies i.e. only showed the 6 trades that the strategy took
5. Nothing else was running and no manual trades were taken

This did not occur in Market replay. Only in SIM real time(live connection).

Any ideas?

[sledge]

Just to verify - this is NT7?

I have issues similar to this in NT8B3 through B5.

[cnecorp]

Yep NT7. I did find a rogue position running which must have been left behind one a strategy crash. Doesn't explain the multiple ghost entries but have flattened all and and recommence testing whilst keeping an eye on positions.

So far so good. Will repost outcome in 24 hours.

[NinjaTrader_ZacharyG]

Hello cnecorp,

Can you please provide us your log and trace files so we can look into what occurred?

You can do this by going to the Control Center-> Help-> Mail to Platform Support.

Please reference this thread and my name in the body of the email.

[cnecorp]

Thanks Zachary

I think it is sorted. Don't know exactly what the error is but it has not recurred once cleared the rogue transactions (leftover from crashed strategy I suspect).

Been monitoring open positions and no unexpected transactions seen so far except for Market change over i.e.

it appears to temp close an open trade then market closes and start another trade when market reopens:
- for all intents the strategy treats it as the one trade but
- Account performance stats treats it as 2.

Another observation is that executions by strategies are only available for the strategy session. Once the strategy is restarted, the old executions are no longer plotted.


Thanks