Ninja crashes with an strategy with multiple instruments

[joanNT]

Hi,

I was testing an strategy with two instruments and it always crashed when I used it on a chart while connected and also with history data.

I suposed it was anything wrong in my code but after several tests and differents codes I can prove it's a problem with multiinstruments strategy and order handling problem of NT.

Please try this two examples with a history chart (not strategy analizer) of not less than three months 5 minutes bars:

1.- With only one instrument

protected override void Initialize()
{
y=10;
ExitOnClose=false;
}


protected override void OnBarUpdate()
{
if (y==x) {
EnterLong(0, 1, "IN1." + counter);
x=0;
counter++;
}
x++;
}

and before running this strategy modify the parameter Entries per direction = 100, it works fine but:

2.- try the same with:

protected override void Initialize()
{
y=10;
ExitOnClose=false;
Add("YC 12-10", BarsPeriod.Id, BarsPeriod.Value);
}


protected override void OnBarUpdate()
{
if (BarsInProgress == 1) return;
if (y==x) {
EnterLong(0, 1, "IN1." + counter);
EnterShort(1, 1, "IN2." + counter);
x=0;
counter++;
}
x++;
}


and before running this strategy modify the parameter Entries per direction = 100

It crashes when running a new plotted bar (live)

It seems there's an internal variable within NT that gets outbounded when trading with several instruments, could you test it?

Thank you very much

[NinjaTrader_Bertrand]

joanNT, thanks for providing your scenario here - I could reproduce on my end, we will look into matters.

Thanks

[NinjaTrader_Bertrand]

joanNT - the YC 12-10 would not be tradable anymore - do you see the same issue when changing the added expiry to 03-11?

[joanNT]

Hi Bertrand,

Thanks for your reply, yes I've just tested again and as could you see on the attached image the instruments used are YW 03-11 and YC 03-11 (just look to the title bar on the error displayed image)

[NinjaTrader_Bertrand]

Joan, thanks - could you please contact me via Help > Mail to Support and check to include your diagnostic trace / log files? Are you on NT7 R2 here?

[joanNT]

Of course Bertrand, which is your email or may I send it to generic email support?

[NinjaTrader_Bertrand]

If you could email using Help > Mail to Support and put attn Bertrand in the subject would be great.

[joanNT]

done, thank you.