Unabled to cancel out unmapped live orders

[Camdo]

Thanks Josh. I have it installed and will let you know if it works.

[Camdo]

Josh, the custom build has failed to solve the "unmapped" problem.

A sim stop carried over from the prior session now appears on the Order Tab the next day, but it cannot be cancelled. Attempting to start the strategy produced the "Unable to cancel out unmapped live orders. Strategy not started." message. Attempting to cancel the order manually on the Orders Tab, with the mouse right click, does not cancel the order.

The strategy was removed, and replaced on the strategy tab. After a long delay of about 4 minutes, the strategy turned green. The old sim stop from yesterday remains on the orders tab and cannot be cancelled.

[NinjaTrader_JoshP]

Camdo,

Please inform us as to the states of the sim order every step of the way (Initialized, Working, Accepted, etc). The fix was only made to address the sim stop being erroneously submitted live. Thanks.

[Camdo]

The sim stop is in "initialized" state on the Orders tab. It has not changed from the prior session.
There are no other states listed in the log and trace files from the prior or current session.
A simulated account is being used.

[NinjaTrader_JoshP]

So to clarify, simulated stop is successfully recovered in the simulated state of "Initialized". No issue on this regard?

[Camdo]

I am not sure what you mean by "Recovered".
It has persisted accross sesson lines in the "initialized instrument" state, but the stop price changed to 0.

The prior session ended with two active sim stops from different strategies in different sim accounts. Both had active sim stops on same instrument but different qty. The trace file shows the two sim stops using the same order # with same appended account #. That seems wrong to me.

[NinjaTrader_JoshP]

Camdo,

Okay. Let us simplify your test scenario to ensure the basics are working first before advancing to any more complicated cases.

1. Please see attached strategy. Please modify it to have a trading date for the day you are testing on. Please modify it to have a trading time a few minutes after when you would start the strategy.
2. Run the strategy and wait for it to get you into a long position. After you enter a long position the strategy will get you in a 2% simulated stop. This order should be in the Initialized state.
3. Disable the strategy. The simulated stop should still be active in the Initialized state.
4. Re-enable the strategy a few minutes later. The simulated stop would be cancelled and a new one would be resubmitted. The new state should be Initialized.

[Camdo]

Okay, steps 1 thru 4 ran as described, and results were as described.

[NinjaTrader_JoshP]

Camdo,

Then it is safe to say that the simulated stop is likely not the unmapped order in question.

At this point in time all I can suggest is stripping away your strategy to bare essentials and slowly adding back things till it breaks.

[Camdo]

Josh. I added steps 3a,b,c,d for simStopTest strategy.
1. Please see attached strategy. Please modify it to have a trading date for the day you are testing on. Please modify it to have a trading time a few minutes after when you would start the strategy.
2. Run the strategy and wait for it to get you into a long position. After you enter a long position the strategy will get you in a 2% simulated stop. This order should be in the Initialized state.
3. Disable the strategy. The simulated stop should still be active in the Initialized state.
3a. Exit NT. Wait a few minutes.
3b. Start NT and reconnect. Observe sim stop on orders tab. It is in "initialized" state, yellow, and has a stop price of 0.
3c. ReEnable the strategy. Message "unable to cancel unmapped live orders" will appear.
3d. Go to Orders tab. Right mouse click on sim stop. Click Cancel. Nothing happens.
The only way to get rid of this sim stop is to reset the database.

Strategy UI settings:
Days to load = 10
Tif = day
Exit on close = false
simulation account
period = 1 minute
min bars required = 0
Options:
Immediately submit live working historical orders = checked
Cancel entry orders when a strategy is disabled = checked
Cancel exit orders when a stratgy is disabled = unchecked

[NinjaTrader_JoshP]

Unfortunately it seems that markets are closed now. I will examine this again on Monday.

[NinjaTrader_JoshP]

Camdo,

I believe I have finally isolated the scenario on my end. Will get back to you with my findings later. Thanks for your patience on this matter.

[NinjaTrader_JoshP]

Camdo,

This should be fixed in the next version. Please try again then. Thank you for your efforts in helping us isolate this one.

[Camdo]

Josh,
The problem has not been fixed in new revision 7.0.0.22

The failure senario remains unchanged:
1. Run strategy SimStopTest. Observe Sim stop yellow in initialized state.
2. Disable strategy.
3. Close NT.
4. Restart NT. Connect. Observe sim stop yellow in initialized state.
5. Enable strategy. Wait 1 minute. Observe message "Unable to cancel out unmapped orders, strategy...not started.

The UI settings are described in post #40

This is a serious problem for live accounts carrying a sim stop overnite into a new session, as the only way to restart the strategy is to reset the database.

[NinjaTrader_JoshP]

Please send in new log/traces. Thanks.