NT core software failure

[NinjaTrader_Bertrand]

Thanks Peter, sounds good - looking forward to your report on it.

[tradetree]

Peter,
I'm glad I'm not alone in seeing issues. I also use IB, but have yet to quantify all of the problems I've seen. What I've thought about doing is to shut down NT and TWS every Sun night. Then Mon morning startup fresh with NT and TWS and document any and all anomalies during the week. I have a script that keeps TWS logged on by changing the auto-logout time. If something goes wrong during the week, I plan to use Market Replay to attempt to reproduce it.

[tradetree]

Bertrand,
Today I had a strategy failure with the following output:
**NT** Error on calling 'OnBarUpdate' method for strategy 'TradeRetrace/03f9a734cbaa468da279e8abaf33aaa5': Index was outside the bounds of the array.
**NT** Error on calling 'OnBarUpdate' method for strategy 'TradeRetrace/5d6ab5eaed30485d8bd2619feea9571f': Index was outside the bounds of the array.
**NT** Error on calling 'OnBarUpdate' method for strategy 'TradeRetrace/09f1691795cf48489b6d6ebbb10e32ea': Index was outside the bounds of the array.

This "index" and "array" are not in my code but are in the NT code. Later today I will try and use Market Replay to reproduce the event. I have a feeling it will not fail in Market Replay.

[tradetree]

Also note that I started getting this failure after changing the strategy options to: "Immediately submit live working historical orders."

[NinjaTrader_Bertrand]

tradetree, please see if it's reproducible on Market Replay and then forward to me what I need to do to reproduce the issue on my end - those errors could also for example stem from faulty code in your properties, please try reducing the code as much as possible to isolate the issue out.

[tradetree]

Bertrand,
I talked to a broker that specializes in auto-trading, and he said that limit orders are not reliable in NT (for strategy trading only). My next step is going to be to change over how I process my orders. I know my code is solid, so within my code I will detect when a limit is reached and then just place a market order for the next bar. I believe this may clear up the problem. It is not a big difference to place market vs limit orders if you know when to place an order in the first place. It is the market timing that is more important than the limit. It is a disappointment, but when I think of the complexity and number of transactions that have to go out to the broker it is no wonder limit orders are a problem for auto-trading.

[NinjaTrader_Bertrand]

Thanks for the feedback tradetree, I'm not aware of a per se issue with limit orders in NT's autotrading engine, so I would be looking forward to a scenario that would expose it. That being said, for sure trading with market orders is a 'breeze' compared to working limits...it just requires to step back a bit, doing less trades and becoming less reliant on scalps, so the slippage is not a point anymore eying your avg trade.

[unter821]

Bertrand,

Today I finally did the test with RestingStop and yes I could reproduce the error. Could you please check your mails.

Thx, Peter

[NinjaTrader_Bertrand]

Thanks for followup and testing Peter, I appreciate it - will look into the steps you sent.