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IB CL StopLoss not being executed

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    IB CL StopLoss not being executed

    Interactive brokers CL StopLoss not being accepted:

    Ok, I see in the forum that this is not a new issue. So I guess I am a newbie to this issue. I see many old post but nothing recent, so perhaps it has been solved?

    Basically I have strategy that works fine on currencies Globex live. But CL it does not take the stoploss orders. With trace on, i don't see anything that looks strange, it simply does not work. Obviously in simulation mode it works fine.

    If there is a solution please some one tell me the solution....thanks.

    The trade at 10.34 was a good GC trade and worked fine the trade at 10.58 a bad trade on C (i.e. the entry order went in, but the stops not set):

    02/02/2010 10:34:09 Entered internal SetStopTarget() method: Type=Target FromEntrySignal='Short2' Mode=Ticks Value=100 Currency=0 Simulated=False
    02/02/2010 10:34:09 Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='Short1' Mode=Ticks Value=45 Currency=0 Simulated=False
    02/02/2010 10:34:09 Entered internal PlaceOrder() method at 02/02/2010 10:34:09: Action=SellShort OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName='Short1' FromEntrySignal=''
    02/02/2010 10:58:15 Entered internal SetStopTarget() method: Type=Target FromEntrySignal='Short2' Mode=Ticks Value=100 Currency=0 Simulated=False
    02/02/2010 10:58:15 Entered internal SetStopTarget() method: Type=Stop FromEntrySignal='Short1' Mode=Ticks Value=40 Currency=0 Simulated=False
    02/02/2010 10:58:15 Entered internal PlaceOrder() method at 02/02/2010 10:58:15: Action=SellShort OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName='Short1' FromEntrySignal=''
    Last edited by Bluepoint; 02-02-2010, 04:11 AM.

    #2
    Bluepoint, the energy futures issues with IB are unfortunately still pending, they would be detailed here - http://www.ninjatrader-support2.com/...ad.php?t=16341

    Your CL position would show up with an incorrect expiry in NT - this can be resolved with NT7 beta using a custom symbol mapping for IB and CL.

    The 'downside' of this fix is NT7 is still in beta right now and thus could run into other issues using the above workaround.

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