NT7B14: Replay - Exception at the end of market day

[nailz420]

I am testing a strategy with market data replay with beta 14. I uninstalled the previous(b13) version prior installing this one. The strategy has Exit on close set and Time in force = day. At the end of the trading day exception dialog pops up saying NT needs to be closed.

This is what I see in the trace log:

2010-04-17 21:43:25:366 (Market Replay Connection) Cbi.OrderStatusEventArgs.Process: Order='d62e6df599564f139ec0860e58f08d4e/Replay101' Name='Exit on close' New state=Filled Instrument='ES 06-10' Action=Sell Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=1 Fill price=1208.25 Error=NoError Native error=''
2010-04-17 21:43:25:376 (Market Replay Connection) Cbi.Connection.ProcessEventArgs.ExecutionUpdateEventArgs: Execution='534ada8978444247aa6157b079052ba0' Instrument='ES 06-10' Account='Replay101' Exchange=Default Price=1208.25 Quantity=1 Market position=Short Operation=Insert Order='d62e6df599564f139ec0860e58f08d4e' Time='4/15/2010 4:14:30 PM'
2010-04-17 21:43:25:376 (Market Replay Connection) Cbi.ExecutionEventArgs.Process: Execution='534ada8978444247aa6157b079052ba0' Instrument='ES 06-10' Account='Replay101' Exchange=Default Price=1208.25 Quantity=1 Market position=Short Operation=Insert Order='d62e6df599564f139ec0860e58f08d4e' Time='4/15/2010 4:14:30 PM'
2010-04-17 21:43:25:376 (Market Replay Connection) Cbi.Connection.ProcessEventArgs.PositionUpdateEventArgs1: Instrument='ES 06-10' Account='Replay101' Avg price=1208.25 Quantity=0 Market position=Long Operation=Remove Currency=Unknown
2010-04-17 21:43:25:376 (Market Replay Connection) Cbi.PositionUpdateEventArgs.Process: Instrument='ES 06-10' Account='Replay101' Avg price=1208.25 Quantity=0 Market position=Long Operation=Remove Currency=Unknown
2010-04-17 21:43:25:376 (Market Replay Connection) Cbi.AccountUpdateEventArgs.Process: Account='Replay101' ItemType='BuyingPower' Currency='Unknown' Value=49884.2
2010-04-17 21:43:25:376 (Market Replay Connection) Cbi.AccountUpdateEventArgs.Process: Account='Replay101' ItemType='CashValue' Currency='Unknown' Value=24942.1
2010-04-17 21:43:25:376 (Market Replay Connection) Cbi.AccountUpdateEventArgs.Process: Account='Replay101' ItemType='ExcessEquity' Currency='Unknown' Value=49879.1399999999
2010-04-17 21:43:25:376 (Market Replay Connection) Cbi.AccountUpdateEventArgs.Process: Account='Replay101' ItemType='InitialMargin' Currency='Unknown' Value=0
2010-04-17 21:43:25:376 in OnUnhandledThreadException
2010-04-17 21:43:25:376 ********* exception trapped *********
2010-04-17 21:43:25:376 Object reference not set to an instance of an object.
2010-04-17 21:43:25:376    at NinjaTrader.Cbi.Position.Close(String signalName)
   at NinjaTrader.Strategy.StrategyBase.EventuallyExitOnClose()
   at NinjaTrader.Cbi.Connection.OnTimerTick(Object sender, EventArgs e)
   at System.Windows.Forms.Timer.OnTick(EventArgs e)
   at System.Windows.Forms.Timer.TimerNativeWindow.WndProc(Message& m)
   at System.Windows.Forms.NativeWindow.Callback(IntPtr hWnd, Int32 msg, IntPtr wparam, IntPtr lparam)

Please let me know if you need additional information on this issue.

Thanks,
Tim

[NinjaTrader_Dierk]

Could you please provide detailed steps (including strategy) in order to reproduce? Thanks

[nailz420]

Sorry for the delay. Attached is a modified SimpleMACrossOver strategy that crashes at the end of the market day for me. The change was to add a second period type. I tested it on ES (4/5/2010-4/9/2010).

Regards,
Tim

[NinjaTrader_ChristopherJ]

Hello nailz420,

I have been able to reproduce the issue on my end. I will speak with our development team and will follow up as soon as I gather additional information.

Thank you for your patience.

[NinjaTrader_ChristopherJ]

Please test this on the next Beta release of NinjaTrader 7 and let me know if the issue persists.

[nailz420]

Please test this on the next Beta release of NinjaTrader 7 and let me know if the issue persists.

Is the next beta available already? I only see beta 14 available.

[NinjaTrader_Austin]

Nailz420, beta 15 should be available shortly. Please try on that release.

[nailz420]

Nailz420, beta 15 should be available shortly. Please try on that release.

Tested. No exceptions with strategy with >1 period in Market replay so far.

[NinjaTrader_ChristopherJ]

Glad to hear the issue does not persist.

Have a great day!