I have a very sophisticated, custom Order Entry Strategy which is unmanaged.
This Strategy has been fully debugged; and functions perfectly for 24 hours at
a time. However, as I've complained about several months previously; the Chart
to which the Strategy is attached appears to ARBITRARILY disable my
Strategy; sometimes in the heat of battle; but I see no errors, and no reason
for this.
FOR FUTURE CHARTS WHICH HOST STRATEGIES; perhaps there is some
improvement you can make so that Strategies are not "randomly" disabled in
this manner. The TERMINATED state is delivered to the Strategy and there's
nothing more I can do, but restart it.
On the positive side; this strategy is delivering round-trip Order fulfillments under
about 60 milliseconds consistently; and I can only applaud the efficiency of the
NinjaTrader platform for that capability !!!
BUT, losing Order Control, and having to use a manual closure intervention is one of
the worst situations that can occur. After many hours of perfect execution, at
around 1pm Chicago time (could be a clue) the Termination state was sent.
hyperscalper
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