Cancelled legit order

[kazbek966]

Hi, I was running separate LONG and SHORT strategies within single script. Long leg started 5 min before CPI news and was submitted and filled without any problem.
LONG leg exited upon hitting stated condition and SHORT order was submitted as market order, however for some reason it was cancelled without flagging any errors.
At the same time I run same strategy on SIM account and it worked flawless. The only thing I can think of that strategy on real account was submitted with SYNCHRONIZE account.
Not sure whether it should had any effect or not. Cheers

[NinjaTrader_Jim]

Hello kazbek966,

Thanks for your post.

We removed the log snippet as they often contain account ID's and other information that you may not want shared.

As a side note, we do not recommend running multiple strategies on the same account as this can prevent the strategies from being in sync with the account.

Strategy vs. Account Position - https://ninjatrader.com/support/help..._account_p.htm

Regarding the cancellation, cancels can occur from implicit rules, I.E. a position is closed, and also from deliberate cancels that are added to the script.

When you test to reproduce the symptom, are you able to do so in the playback connection? (Reproducing a symptom is the best way to analyze how something occurred.)

Playback - https://ninjatrader.com/support/help...l?playback.htm

Could you also send me the complete log and trace files at scriptingsupport [at] ninjatrader [dot] com with the text "Attn Jim" I would like to see if there are other hints that we can turn up.

We look forward to assisting.

[kazbek966]

Hi Jim,
Thx for taking care about security. I admit I am a bit relaxed to those details. Then again my account size is for silly games. Anyway

1. I am running single strategy within my Real account. Sometime I do run multiples but only on SIM or in PLayback. No issues whatsoever, but still Never ever on Real.
2. This strategy has Long and Short Legs , which always work both in SIM and Playback mode. Condition of End of Long Leg initiates Start of Short and vice versa through position set on FLAT
3. Rules of Entering and exiting position are based on the Slope of MA being Positive or Negative. It is really 6 lines of codes without any complications. No other implicit cancellation rules except way of handling errors ( see below).
4. Most importantly prior to CPI news very same strategy was run in parallel on both Real and SIM account and as mentioned strategy run on SIM account was executed flawlessly
5. The only thing may be worth mentioning is conditions for Real time error handling

- It was set to Stop Strategy , Cancel Orders, close positions, ignore order rejections.
Regardless of this SIM account worked fine and Real account sabotaged winning trade. Not nice feeling.


6. As suggested I run Playback mode with two strategies differing on way to handle errors and no errors were observed whatsoever and never will.

As suggested I will ship tomorrow full log and trace files.

Cheers

[NinjaTrader_Jim]

Thanks kazbek966,

I had reviewed the log and trace files and have also inquired with the NinjaTrader Brokerage Order Desk.

Please see my message and let me know if there is anything else we can do to help.