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SetStopLoss quantity calculation incorrect

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    SetStopLoss quantity calculation incorrect

    Today, my stopLoss order executed only 233 shares of SOHU, when the strategy has a position of 333 shares.

    I looked at the log, and found that the entry was filled in three executions, 33, 100, 100, and 100. The SetStopLoss order was updated only twice and bring the StopLossOrder to 233 shares. (The setProfitTarget order was updated correctly, bring the shares to 333).

    Luckily, I was watching the strategy and manually sold the remaining shares. However, this could be a big problem, because most of the time my strategy runs unattended.

    Could you let me know what could cause this problem and how to prevent it from happening? Is this a bug you need to fix?

    Hong

    #2
    Hello hongchen2000,

    Thank you for your post.

    In order for me to help determine why this is occurring, I will need to review your most current log and trace files.

    Please send an email to support[at]ninjatrader[dot]com and include your most recent log and trace files, Attn: Matthew in the Subject line and a reference to this thread.

    You will find the log file in the Documents > NinjaTrader 7 > Log folder.
    • The log file will be named ‘log.20110613.txt’


    You will find the trace file in the Documents > NinjaTrader 7 > Trace folder.
    • The trace file will be named ‘trace.20110613.txt’


    Please attach both of these files to your next response. If these files are over 4MB, please let me know and I can respond with alternative instructions.
    MatthewNinjaTrader Product Management

    Comment


      #3
      log file and trace file sent

      However, the trace file is 5.7MB. Not sure if you can get it.

      Comment


        #4
        To help you better trouble shoot, the entry time is around 14:07 and stopLoss time around 14:17

        Comment


          #5
          Hi,

          Thanks for sending in these files. We will respond once we have more information.
          MatthewNinjaTrader Product Management

          Comment

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