I had a very bad experience with NT8 today and would like to know why this happened and how to prevent such issues. Now here is the issue description and the NT8 logs. The issue happened on live trading.
I had a position open by the running strategy. When I check my screen after a while, I could see the position was still open but NT8 has already cancelled out my stop loss and take profit orders. From the logs, I could see there was a connection disconnect and reestablishment. Right after the connection was reestablished, NT8 went ahead and issued a Cancel all orders leaving my position open. So my open position was left unprotected and the stop loss orders were cancelled. I don't know why
Why would NT8 doing a cancel order upon connection reestablishment leaving open position vulnerable to losses.
I am using Start behavior Adopt Account position
See below my logs.
Order Submitted 9:30
Connection Lost 14:12
After Connection reestablishment - StopLoss() and TakeProfit() was cancelled automatically leaving open position vulnerable to losses.
3/14/18 14:13 Order Order='419192378/myLiveAcct' Name='Stop loss' New state='Cancelled' Instrument='EURUSD' Action='Sell' Limit price=0 Stop price=1.23205 Quantity=4,000 Type='Stop Market' Time in force=GTC Oco='17810146' Filled=0 Fill price=0 Error='No error' Native error=''
3/14/18 14:13 Order Order='419192381/myLiveAcct' Name='Profit target' New state='Cancelled' Instrument='EURUSD' Action='Sell' Limit price=1.25305 Stop price=0 Quantity=4,000 Type='Limit' Time in force=GTC Oco='17810146' Filled=0 Fill price=0 Error='No error' Native error=''
3/14/18 14:13 Default Enabling NinjaScript strategy 'Ninja8HAAEU/131610929' : On starting a real-time strategy - StartBehavior=AdoptAccountPosition AccountPosition=EURUSD 4000L, EURUSD 4000L EntryHandling=All entries EntriesPerDirection=1 StopTargetHandling=Per entry execution ErrorHandling=Stop strategy, cancel orders, close positions ExitOnSessionClose=False SetOrderQuantityBy=Strategy ConnectionLossHandling=Recalculate DisconnectDelaySeconds=10 CancelEntriesOnStrategyDisable=False CancelExitsOnStrategyDisable=False Calculate=On bar close IsUnmanaged=False MaxRestarts=4 in 5 minutes
3/14/18 14:13 Default Cancel all orders account='myLiveAcct'
3/14/18 14:13 Default Cancel all orders account='myLiveAcct'
3/14/18 14:13 Default Cancel all orders account='myLiveAcct'
3/14/18 14:13 Default Cancel all orders account='myLiveAcct'
3/14/18 14:13 Default Cancel all orders account='myLiveAcct'
3/14/18 14:13 Default Cancel all orders account='myLiveAcct'
3/14/18 14:13 Default Cancel all orders account='myLiveAcct'
3/14/18 14:13 Default Cancel all orders account='myLiveAcct'
3/14/18 14:13 Default Cancel all orders account='myLiveAcct'
3/14/18 14:13 Default Cancel all orders account='myLiveAcct'
3/14/18 14:13 Order Order='419192378/myLiveAcct' Name='Stop loss' New state='Cancel submitted' Instrument='EURUSD' Action='Sell' Limit price=0 Stop price=1.23205 Quantity=4,000 Type='Stop Market' Time in force=GTC Oco='17810146' Filled=0 Fill price=0 Error='No error' Native error=''
3/14/18 14:13 Order Order='419192381/myLiveAcct' Name='Profit target' New state='Cancel submitted' Instrument='EURUSD' Action='Sell' Limit price=1.25305 Stop price=0 Quantity=4,000 Type='Limit' Time in force=GTC Oco='17810146' Filled=0 Fill price=0 Error='No error' Native error=''
3/14/18 14:13 Default Cancel all orders account='myLiveAcct'
3/14/18 14:13 Default Cancel all orders account='myLiveAcct'
3/14/18 14:13 Default Cancel all orders account='myLiveAcct'
3/14/18 14:13 Default Cancel all orders account='myLiveAcct'
3/14/18 14:13 Default Cancel all orders account='myLiveAcct'
3/14/18 14:13 Default Cancel all orders account='myLiveAcct'
3/14/18 14:13 Default Cancel all orders account='myLiveAcct'
3/14/18 14:13 Connection Connection restored to the NinjaTrader Historical Data Server: hds-us-001.ninjatrader.com
3/14/18 14:13 Connection My FOREX.com (Beta): Primary connection=Connected, Price feed=Connected
3/14/18 14:12 Default Disabling NinjaScript strategy 'Ninja8HAAEU/131610929'
3/14/18 14:12 Default Strategy 'Ninja8HAAEU/131610929' lost price connection for more than 10 seconds and will be restarted.
3/14/18 14:12 Connection Using HDS (hds-us-001.ninjatrader.com/31655)
3/14/18 14:12 Connection My FOREX.com (Beta): Primary connection=Connection lost, Price feed=Connection lost
3/14/18 14:12 Connection Connection lost to the NinjaTrader Historical Data Server: hds-us-001.ninjatrader.com
3/14/18 9:30 Order Order='419192381/myLiveAcct' Name='Profit target' New state='Working' Instrument='EURUSD' Action='Sell' Limit price=1.25305 Stop price=0 Quantity=4,000 Type='Limit' Time in force=GTC Oco='17810146' Filled=0 Fill price=0 Error='No error' Native error=''
3/14/18 9:30 Order Order='419192381/myLiveAcct' Name='Profit target' New state='Accepted' Instrument='EURUSD' Action='Sell' Limit price=1.25305 Stop price=0 Quantity=4,000 Type='Limit' Time in force=GTC Oco='17810146' Filled=0 Fill price=0 Error='No error' Native error=''
3/14/18 9:30 Order Order='419192378/myLiveAcct' Name='Stop loss' New state='Working' Instrument='EURUSD' Action='Sell' Limit price=0 Stop price=1.23205 Quantity=4,000 Type='Stop Market' Time in force=GTC Oco='17810146' Filled=0 Fill price=0 Error='No error' Native error=''
3/14/18 9:30 Order Order='419192378/myLiveAcct' Name='Stop loss' New state='Accepted' Instrument='EURUSD' Action='Sell' Limit price=0 Stop price=1.23205 Quantity=4,000 Type='Stop Market' Time in force=GTC Oco='17810146' Filled=0 Fill price=0 Error='No error' Native error=''
3/14/18 9:30 Position Instrument='EURUSD' Account='myLiveAcct' Average price=1.23705 Quantity=4,000 Market position=Long Operation=Operation_Add
3/14/18 9:30 Order Order='b4fe5d0e01e048138c4fd453828be073/myLiveAcct' Name='Profit target' New state='Submitted' Instrument='EURUSD' Action='Sell' Limit price=1.25305 Stop price=0 Quantity=4,000 Type='Limit' Time in force=GTC Oco='17810146' Filled=0 Fill price=0 Error='No error' Native error=''
3/14/18 9:30 Order Order='fb794708341d45e6aa0c313eaf1b5263/myLiveAcct' Name='Stop loss' New state='Submitted' Instrument='EURUSD' Action='Sell' Limit price=0 Stop price=1.23205 Quantity=4,000 Type='Stop Market' Time in force=GTC Oco='17810146' Filled=0 Fill price=0 Error='No error' Native error=''
3/14/18 9:30 NinjaScript NinjaScript strategy 'Ninja8HAAEU/131610929' submitting order
3/14/18 9:30 NinjaScript NinjaScript strategy 'Ninja8HAAEU/131610929' submitting order
3/14/18 9:30 Execution Execution='17810146' Instrument='EURUSD' Account='myLiveAcct' Exchange=Default Price=1.23705 Quantity=4,000 Market position=Long Operation=Operation_Add Order='419192375' Time='3/14/2018 09:30'
3/14/18 9:30 Order Order='419192375/myLiveAcct' Name='LongHAAEU' New state='Filled' Instrument='EURUSD' Action='Buy' Limit price=0 Stop price=0 Quantity=4,000 Type='Market' Time in force=GTC Oco='' Filled=4000 Fill price=1.23705 Error='No error' Native error=''
3/14/18 9:30 Order Order='db82e3b6b1324f938644fd912f95be91/myLiveAcct' Name='LongHAAEU' New state='Submitted' Instrument='EURUSD' Action='Buy' Limit price=0 Stop price=0 Quantity=4,000 Type='Market' Time in force=GTC Oco='' Filled=0 Fill price=0 Error='No error' Native error=''
3/14/18 9:30 NinjaScript NinjaScript strategy 'Ninja8HAAEU/131610929' submitting order
3/13/18 9:56 Default Enabling NinjaScript strategy 'Ninja8HAAEU/131610929' : On starting a real-time strategy - StartBehavior=AdoptAccountPosition AccountPosition=EURUSD 4000L, EURUSD 4000L EntryHandling=All entries EntriesPerDirection=1 StopTargetHandling=Per entry execution ErrorHandling=Stop strategy, cancel orders, close positions ExitOnSessionClose=False SetOrderQuantityBy=Strategy ConnectionLossHandling=Recalculate DisconnectDelaySeconds=10 CancelEntriesOnStrategyDisable=False CancelExitsOnStrategyDisable=False Calculate=On bar close IsUnmanaged=False MaxRestarts=4 in 5 minutes
I had a position open by the running strategy. When I check my screen after a while, I could see the position was still open but NT8 has already cancelled out my stop loss and take profit orders. From the logs, I could see there was a connection disconnect and reestablishment. Right after the connection was reestablished, NT8 went ahead and issued a Cancel all orders leaving my position open. So my open position was left unprotected and the stop loss orders were cancelled. I don't know why
Why would NT8 doing a cancel order upon connection reestablishment leaving open position vulnerable to losses.
I am using Start behavior Adopt Account position
See below my logs.
Order Submitted 9:30
Connection Lost 14:12
After Connection reestablishment - StopLoss() and TakeProfit() was cancelled automatically leaving open position vulnerable to losses.
3/14/18 14:13 Order Order='419192378/myLiveAcct' Name='Stop loss' New state='Cancelled' Instrument='EURUSD' Action='Sell' Limit price=0 Stop price=1.23205 Quantity=4,000 Type='Stop Market' Time in force=GTC Oco='17810146' Filled=0 Fill price=0 Error='No error' Native error=''
3/14/18 14:13 Order Order='419192381/myLiveAcct' Name='Profit target' New state='Cancelled' Instrument='EURUSD' Action='Sell' Limit price=1.25305 Stop price=0 Quantity=4,000 Type='Limit' Time in force=GTC Oco='17810146' Filled=0 Fill price=0 Error='No error' Native error=''
3/14/18 14:13 Default Enabling NinjaScript strategy 'Ninja8HAAEU/131610929' : On starting a real-time strategy - StartBehavior=AdoptAccountPosition AccountPosition=EURUSD 4000L, EURUSD 4000L EntryHandling=All entries EntriesPerDirection=1 StopTargetHandling=Per entry execution ErrorHandling=Stop strategy, cancel orders, close positions ExitOnSessionClose=False SetOrderQuantityBy=Strategy ConnectionLossHandling=Recalculate DisconnectDelaySeconds=10 CancelEntriesOnStrategyDisable=False CancelExitsOnStrategyDisable=False Calculate=On bar close IsUnmanaged=False MaxRestarts=4 in 5 minutes
3/14/18 14:13 Default Cancel all orders account='myLiveAcct'
3/14/18 14:13 Default Cancel all orders account='myLiveAcct'
3/14/18 14:13 Default Cancel all orders account='myLiveAcct'
3/14/18 14:13 Default Cancel all orders account='myLiveAcct'
3/14/18 14:13 Default Cancel all orders account='myLiveAcct'
3/14/18 14:13 Default Cancel all orders account='myLiveAcct'
3/14/18 14:13 Default Cancel all orders account='myLiveAcct'
3/14/18 14:13 Default Cancel all orders account='myLiveAcct'
3/14/18 14:13 Default Cancel all orders account='myLiveAcct'
3/14/18 14:13 Default Cancel all orders account='myLiveAcct'
3/14/18 14:13 Order Order='419192378/myLiveAcct' Name='Stop loss' New state='Cancel submitted' Instrument='EURUSD' Action='Sell' Limit price=0 Stop price=1.23205 Quantity=4,000 Type='Stop Market' Time in force=GTC Oco='17810146' Filled=0 Fill price=0 Error='No error' Native error=''
3/14/18 14:13 Order Order='419192381/myLiveAcct' Name='Profit target' New state='Cancel submitted' Instrument='EURUSD' Action='Sell' Limit price=1.25305 Stop price=0 Quantity=4,000 Type='Limit' Time in force=GTC Oco='17810146' Filled=0 Fill price=0 Error='No error' Native error=''
3/14/18 14:13 Default Cancel all orders account='myLiveAcct'
3/14/18 14:13 Default Cancel all orders account='myLiveAcct'
3/14/18 14:13 Default Cancel all orders account='myLiveAcct'
3/14/18 14:13 Default Cancel all orders account='myLiveAcct'
3/14/18 14:13 Default Cancel all orders account='myLiveAcct'
3/14/18 14:13 Default Cancel all orders account='myLiveAcct'
3/14/18 14:13 Default Cancel all orders account='myLiveAcct'
3/14/18 14:13 Connection Connection restored to the NinjaTrader Historical Data Server: hds-us-001.ninjatrader.com
3/14/18 14:13 Connection My FOREX.com (Beta): Primary connection=Connected, Price feed=Connected
3/14/18 14:12 Default Disabling NinjaScript strategy 'Ninja8HAAEU/131610929'
3/14/18 14:12 Default Strategy 'Ninja8HAAEU/131610929' lost price connection for more than 10 seconds and will be restarted.
3/14/18 14:12 Connection Using HDS (hds-us-001.ninjatrader.com/31655)
3/14/18 14:12 Connection My FOREX.com (Beta): Primary connection=Connection lost, Price feed=Connection lost
3/14/18 14:12 Connection Connection lost to the NinjaTrader Historical Data Server: hds-us-001.ninjatrader.com
3/14/18 9:30 Order Order='419192381/myLiveAcct' Name='Profit target' New state='Working' Instrument='EURUSD' Action='Sell' Limit price=1.25305 Stop price=0 Quantity=4,000 Type='Limit' Time in force=GTC Oco='17810146' Filled=0 Fill price=0 Error='No error' Native error=''
3/14/18 9:30 Order Order='419192381/myLiveAcct' Name='Profit target' New state='Accepted' Instrument='EURUSD' Action='Sell' Limit price=1.25305 Stop price=0 Quantity=4,000 Type='Limit' Time in force=GTC Oco='17810146' Filled=0 Fill price=0 Error='No error' Native error=''
3/14/18 9:30 Order Order='419192378/myLiveAcct' Name='Stop loss' New state='Working' Instrument='EURUSD' Action='Sell' Limit price=0 Stop price=1.23205 Quantity=4,000 Type='Stop Market' Time in force=GTC Oco='17810146' Filled=0 Fill price=0 Error='No error' Native error=''
3/14/18 9:30 Order Order='419192378/myLiveAcct' Name='Stop loss' New state='Accepted' Instrument='EURUSD' Action='Sell' Limit price=0 Stop price=1.23205 Quantity=4,000 Type='Stop Market' Time in force=GTC Oco='17810146' Filled=0 Fill price=0 Error='No error' Native error=''
3/14/18 9:30 Position Instrument='EURUSD' Account='myLiveAcct' Average price=1.23705 Quantity=4,000 Market position=Long Operation=Operation_Add
3/14/18 9:30 Order Order='b4fe5d0e01e048138c4fd453828be073/myLiveAcct' Name='Profit target' New state='Submitted' Instrument='EURUSD' Action='Sell' Limit price=1.25305 Stop price=0 Quantity=4,000 Type='Limit' Time in force=GTC Oco='17810146' Filled=0 Fill price=0 Error='No error' Native error=''
3/14/18 9:30 Order Order='fb794708341d45e6aa0c313eaf1b5263/myLiveAcct' Name='Stop loss' New state='Submitted' Instrument='EURUSD' Action='Sell' Limit price=0 Stop price=1.23205 Quantity=4,000 Type='Stop Market' Time in force=GTC Oco='17810146' Filled=0 Fill price=0 Error='No error' Native error=''
3/14/18 9:30 NinjaScript NinjaScript strategy 'Ninja8HAAEU/131610929' submitting order
3/14/18 9:30 NinjaScript NinjaScript strategy 'Ninja8HAAEU/131610929' submitting order
3/14/18 9:30 Execution Execution='17810146' Instrument='EURUSD' Account='myLiveAcct' Exchange=Default Price=1.23705 Quantity=4,000 Market position=Long Operation=Operation_Add Order='419192375' Time='3/14/2018 09:30'
3/14/18 9:30 Order Order='419192375/myLiveAcct' Name='LongHAAEU' New state='Filled' Instrument='EURUSD' Action='Buy' Limit price=0 Stop price=0 Quantity=4,000 Type='Market' Time in force=GTC Oco='' Filled=4000 Fill price=1.23705 Error='No error' Native error=''
3/14/18 9:30 Order Order='db82e3b6b1324f938644fd912f95be91/myLiveAcct' Name='LongHAAEU' New state='Submitted' Instrument='EURUSD' Action='Buy' Limit price=0 Stop price=0 Quantity=4,000 Type='Market' Time in force=GTC Oco='' Filled=0 Fill price=0 Error='No error' Native error=''
3/14/18 9:30 NinjaScript NinjaScript strategy 'Ninja8HAAEU/131610929' submitting order
3/13/18 9:56 Default Enabling NinjaScript strategy 'Ninja8HAAEU/131610929' : On starting a real-time strategy - StartBehavior=AdoptAccountPosition AccountPosition=EURUSD 4000L, EURUSD 4000L EntryHandling=All entries EntriesPerDirection=1 StopTargetHandling=Per entry execution ErrorHandling=Stop strategy, cancel orders, close positions ExitOnSessionClose=False SetOrderQuantityBy=Strategy ConnectionLossHandling=Recalculate DisconnectDelaySeconds=10 CancelEntriesOnStrategyDisable=False CancelExitsOnStrategyDisable=False Calculate=On bar close IsUnmanaged=False MaxRestarts=4 in 5 minutes
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