Lost Connection - Impact on strategy

[tradejockey]

Lately, I've been getting this message running live sim

AMP LIVE: Primary connection=Connected, Price feed=ConnectionLost
Strategy 'FVIO/6cd6499c3c7d4838aa6adcf7e59b3c53' lost price connection but will keep running.

It reconnects later but the question is whether strategy will then run normally or should it be restarted?

Will the data during the outage of internet connection (even for a few seconds) be populated prior to streaming live data ? i.e Close[0]s of missing data for the outage should come in the same order (perhaps from historical server) after connection reestablishes before it starts streaming live bars?

I doubt it as I remember seeing some blank space in between bars the other day it happened..

[dimkdimk]

Lately, I've been getting this message running live sim

AMP LIVE: Primary connection=Connected, Price feed=ConnectionLost
Strategy 'FVIO/6cd6499c3c7d4838aa6adcf7e59b3c53' lost price connection but will keep running.

It reconnects later but the question is whether strategy will then run normally or should it be restarted?

I am having similar issues. Connection to InteractiveBrokers. Checked IB logs, looks like no connection issues. I will monitor this and send you logs if I find something. I am getting this very frequently.

I guess, you guys might want to test real-time strategies connection more thoroughly.

[NinjaTrader_Ray]

There are several options in how you can set up NT7 to handle disconnects. You can see the option under Tools > Options > Strategies > NinjaScript. The Help Guide for this area should be complete, please press F1 to bring up the Help Guide, go to Configuration > Options > Strategies Tab.

In short, you have it set to "Keep Running", in this case, any missing data will NOT be incorporated into the strategy calculations. There is an option "Recalculate" which restart the strategy and reload data etc...

[tradejockey]

I changed it to recalculate. But what if a position is already open? what happens to it? If the strategy was supposed to trigger a trade during that time when price connection was lost, will it still trigger upon recalculate? Or will it be considered historical?

I need to find out if this is an ISP issue? If orderstatus is connected but pricestatus is not, then is it still an ISP issue or is it AMPFutures/Zenfire issue? three days out of four this occurred. If internet connection went down for a bit, then order server should be disconnected as well correct? Any ideas on building redundant ISP connections? dual connections so that if one goes down traffic gets routed thru other?

I did notice that there is OnConnectionStatus where you can get the status which I will use to send mail to myself. Trick is to send it only once when ConnectionStatus.ConnectionLost and again when it changes to Connected. Dont want a gazillion mails. I currently use SendMail just for order entries.

BTW, on an unrelated note, I figured out how to use gmail for sendmail.
1. (options/ATI/General) Disable SMTP server
2. (options/misc) server - smtp.gmail.com port 587 and turn on ssl. Userid/pwd - gmail's acct
3. Enable POP in gmail settings

[NinjaTrader_Ray]

If a position is already open - Your strategy will restart brand new, if you have synchronize position enabled, as the strategy restarts, it will sync your account position to the strategy position

I can't speculate on what could be the cause of the disconnects since its not my area of expertise. What we do have in our office is a CISCO Router that has a 50 MB Comcast line and a 15 MB T1 line, if our primary service (50MB) goes down it automatically switches to our backup. We don't even know it happens.

Thanks for sharing the tip on the GMAIL account.