Extra order placed at the time of the stop

[evlap]

Hello NT Support,

I need your help with figuring out why NT has submitted a reverse order when my stop order got filled. I'm pretty confident I wasn't using reverse-on-stop setting. The original order was to sell 3 contracts all having the same stop level. One contract had smaller target and the remaining two had wider target. The first contract got filled and I manually moved the stop for the remaining two contracts closer.

Now, when I got stopped with the remaining 2 contracts NT had issued a buy order for 1 contract that I then liquidated manually (shown below in green). Can you shed some light to why it could happen please?

Thanks,
Eugene

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5/10/2012 7:41:37 PM|1|32|Order='04d8b6f290a14b1d820ca9b5c0258a98/xxx' Name='Entry' New state=PendingSubmit Instrument='6J 06-12' Action=Sell Limit price=0.012535 Stop price=0 Quantity=3 Type=Limit Filled=0 Fill price=0 Error=NoError

5/10/2012 7:41:37 PM|1|32|Order='35818307/xxx' Name='Entry' New state=Accepted Instrument='6J 06-12' Action=Sell Limit price=0.012535 Stop price=0 Quantity=3 Type=Limit Filled=0 Fill price=0 Error=NoError

5/10/2012 7:41:37 PM|1|32|Order='35818307/xxx' Name='Entry' New state=Working Instrument='6J 06-12' Action=Sell Limit price=0.012535 Stop price=0 Quantity=3 Type=Limit Filled=0 Fill price=0 Error=NoError

5/11/2012 1:41:44 AM|1|32|Order='35818307/xxx' Name='Entry' New state=Filled Instrument='6J 06-12' Action=Sell Limit price=0.012535 Stop price=0 Quantity=3 Type=Limit Filled=3 Fill price=0.012535 Error=NoError

5/11/2012 1:41:44 AM|1|16|Execution='6215:70052344TN0008032|35818307 |624557014150' Instrument='6J 06-12' Account='xxx' Exchange=Globex Price=0.012535 Quantity=3 Market position=Short Operation=Insert Order='35818307' Time='5/11/2012 1:41:44 AM'

5/11/2012 1:41:44 AM|1|64|Instrument='6J 06-12' Account='xxx' Avg price=0.012535 Quantity=3 Market position=Short Operation=Insert Currency=UsDollar

5/11/2012 1:41:45 AM|1|32|Order='8a158573c2aa4ea3ad3e35b2d6594f33/xxx' Name='Stop1' New state=PendingSubmit Instrument='6J 06-12' Action=Buy Limit price=0.01259 Stop price=0.01257 Quantity=1 Type=StopLimit Filled=0 Fill price=0 Error=NoError

5/11/2012 1:41:45 AM|1|32|Order='f340d88e2fdc4fcfa1fe182ecf74e3bd/xxx' Name='Target1' New state=PendingSubmit Instrument='6J 06-12' Action=Buy Limit price=0.0125 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError

5/11/2012 1:41:45 AM|1|32|Order='828822c71d844b66a628220e80602adb/xxx' Name='Stop2' New state=PendingSubmit Instrument='6J 06-12' Action=Buy Limit price=0.01259 Stop price=0.01257 Quantity=2 Type=StopLimit Filled=0 Fill price=0 Error=NoError

5/11/2012 1:41:45 AM|1|32|Order='e2e134c8a3a344659f970ecd2cd60c56/xxx' Name='Target2' New state=PendingSubmit Instrument='6J 06-12' Action=Buy Limit price=0.012465 Stop price=0 Quantity=2 Type=Limit Filled=0 Fill price=0 Error=NoError

5/11/2012 1:41:45 AM|1|32|Order='35820218/xxx' Name='Stop1' New state=Accepted Instrument='6J 06-12' Action=Buy Limit price=0.01259 Stop price=0.01257 Quantity=1 Type=StopLimit Filled=0 Fill price=0 Error=NoError

5/11/2012 1:41:45 AM|1|32|Order='35820219/xxx' Name='Target1' New state=Accepted Instrument='6J 06-12' Action=Buy Limit price=0.0125 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError

5/11/2012 1:41:45 AM|1|32|Order='35820219/xxx' Name='Target1' New state=Working Instrument='6J 06-12' Action=Buy Limit price=0.0125 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError

5/11/2012 1:41:45 AM|1|32|Order='35820220/xxx' Name='Stop2' New state=Accepted Instrument='6J 06-12' Action=Buy Limit price=0.01259 Stop price=0.01257 Quantity=2 Type=StopLimit Filled=0 Fill price=0 Error=NoError

5/11/2012 1:41:45 AM|1|32|Order='35820221/xxx' Name='Target2' New state=Accepted Instrument='6J 06-12' Action=Buy Limit price=0.012465 Stop price=0 Quantity=2 Type=Limit Filled=0 Fill price=0 Error=NoError

5/11/2012 1:41:45 AM|1|32|Order='35820221/xxx' Name='Target2' New state=Working Instrument='6J 06-12' Action=Buy Limit price=0.012465 Stop price=0 Quantity=2 Type=Limit Filled=0 Fill price=0 Error=NoError

5/11/2012 7:00:05 PM|1|64|Instrument='6J 06-12' Account='xxx' Avg price=0.012535 Quantity=3 Market position=Short Operation=Remove Currency=UsDollar

5/11/2012 7:00:08 PM|1|64|Instrument='6J 06-12' Account='xxx' Avg price=0.012516 Quantity=3 Market position=Short Operation=Insert Currency=UsDollar

5/13/2012 6:10:33 PM|2|4|Session Break (Version 7.0.1000.9)

5/13/2012 6:11:50 PM|1|64|Instrument='6J 06-12' Account='xxx' Avg price=0.012516 Quantity=3 Market position=Short

5/13/2012 6:27:15 PM|1|32|Order='35820220/xxx' Name='External' New state=PendingChange Instrument='6J 06-12' Action=Buy Limit price=0.01257 Stop price=0.01255 Quantity=2 Type=StopLimit Filled=0 Fill price=0 Error=NoError

5/13/2012 6:27:15 PM|1|32|Order='35820218/xxx' Name='External' New state=PendingChange Instrument='6J 06-12' Action=Buy Limit price=0.01257 Stop price=0.01255 Quantity=1 Type=StopLimit Filled=0 Fill price=0 Error=NoError

5/13/2012 6:27:15 PM|1|32|Order='35820220/xxx' Name='External' New state=Accepted Instrument='6J 06-12' Action=Buy Limit price=0.01257 Stop price=0.01255 Quantity=2 Type=StopLimit Filled=0 Fill price=0 Error=NoError

5/13/2012 6:27:15 PM|1|32|Order='35820218/xxx' Name='External' New state=Accepted Instrument='6J 06-12' Action=Buy Limit price=0.01257 Stop price=0.01255 Quantity=1 Type=StopLimit Filled=0 Fill price=0 Error=NoError

5/13/2012 7:57:30 PM|1|32|Order='35820219/xxx' Name='External' New state=Filled Instrument='6J 06-12' Action=Buy Limit price=0.0125 Stop price=0 Quantity=1 Type=Limit Filled=1 Fill price=0.0125 Error=NoError

5/13/2012 7:57:31 PM|1|16|Execution='6216:584803TN0000995|35820219|6 24557963573' Instrument='6J 06-12' Account='xxx' Exchange=Globex Price=0.0125 Quantity=1 Market position=Long Operation=Insert Order='35820219' Time='5/13/2012 7:57:30 PM'

5/13/2012 7:57:31 PM|1|64|Instrument='6J 06-12' Account='xxx' Avg price=0.012516 Quantity=2 Market position=Short Operation=Update Currency=UsDollar

5/14/2012 9:44:15 AM|1|32|Order='35820220/xxx' Name='External' New state=Working Instrument='6J 06-12' Action=Buy Limit price=0.01257 Stop price=0.01255 Quantity=2 Type=StopLimit Filled=0 Fill price=0 Error=NoError

5/14/2012 9:44:15 AM|1|32|Order='35820218/xxx' Name='External' New state=Working Instrument='6J 06-12' Action=Buy Limit price=0.01257 Stop price=0.01255 Quantity=1 Type=StopLimit Filled=0 Fill price=0 Error=NoError

5/14/2012 9:44:15 AM|1|32|Order='35820220/xxx' Name='External' New state=Filled Instrument='6J 06-12' Action=Buy Limit price=0.01257 Stop price=0.01255 Quantity=2 Type=StopLimit Filled=2 Fill price=0.01255 Error=NoError

5/14/2012 9:44:15 AM|1|16|Execution='6216:10688192TN0030169|35820220 |624557963574' Instrument='6J 06-12' Account='xxx' Exchange=Globex Price=0.01255 Quantity=2 Market position=Long Operation=Insert Order='35820220' Time='5/14/2012 9:44:15 AM'

5/14/2012 9:44:15 AM|1|32|Order='35820218/xxx' Name='External' New state=Filled Instrument='6J 06-12' Action=Buy Limit price=0.01257 Stop price=0.01255 Quantity=1 Type=StopLimit Filled=1 Fill price=0.01255 Error=NoError

5/14/2012 9:44:15 AM|1|16|Execution='6216:10688194TN0030170|35820218 |624557963566' Instrument='6J 06-12' Account='xxx' Exchange=Globex Price=0.01255 Quantity=1 Market position=Long Operation=Insert Order='35820218' Time='5/14/2012 9:44:15 AM'

5/14/2012 9:44:15 AM|1|64|Instrument='6J 06-12' Account='xxx' Avg price=0.012516 Quantity=2 Market position=Short Operation=Remove Currency=UsDollar

5/14/2012 9:44:15 AM|1|64|Instrument='6J 06-12' Account='xxx' Avg price=0.01255 Quantity=1 Market position=Long Operation=Insert Currency=UsDollar

5/14/2012 9:44:17 AM|1|128|Cancelling any remaining strategy orders

5/14/2012 9:44:18 AM|1|32|Order='35820221/xxx' Name='Target2' New state=PendingCancel Instrument='6J 06-12' Action=Buy Limit price=0.012465 Stop price=0 Quantity=2 Type=Limit Filled=0 Fill price=0 Error=NoError

5/14/2012 9:44:18 AM|1|32|Order='35820219/xxx' Name='Target1' New state=PendingCancel Instrument='6J 06-12' Action=Buy Limit price=0.0125 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError

5/14/2012 9:44:19 AM|1|32|Order='35820221/xxx' Name='External' New state=Cancelled Instrument='6J 06-12' Action=Buy Limit price=0.012465 Stop price=0 Quantity=2 Type=Limit Filled=0 Fill price=0 Error=NoError

5/14/2012 10:03:45 AM|1|4|Chart trader close position

5/14/2012 10:03:45 AM|1|32|Order='21f30d88503845aea078251862abaaf5/xxx' Name='Close' New state=PendingSubmit Instrument='6J 06-12' Action=Sell Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError

5/14/2012 10:03:45 AM|1|32|Order='35865347/xxx' Name='Close' New state=Accepted Instrument='6J 06-12' Action=Sell Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError

5/14/2012 10:03:46 AM|1|32|Order='35865347/xxx' Name='Close' New state=Working Instrument='6J 06-12' Action=Sell Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError

5/14/2012 10:03:46 AM|1|32|Order='35865347/xxx' Name='Close' New state=Filled Instrument='6J 06-12' Action=Sell Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=1 Fill price=0.012542 Error=NoError

5/14/2012 10:03:46 AM|1|16|Execution='6216:11458463TN0032633|35865347 |624566784027' Instrument='6J 06-12' Account='xxx' Exchange=Globex Price=0.012542 Quantity=1 Market position=Short Operation=Insert Order='35865347' Time='5/14/2012 10:03:46 AM'

5/14/2012 10:03:46 AM|1|64|Instrument='6J 06-12' Account='xxx' Avg price=0.01255 Quantity=1 Market position=Long Operation=Remove Currency=UsDollar
===============

[NinjaTrader_Matthew]

Hello,

Thank you for providing me with the log. I see the area where the order in question was filled however to look into this further, I will need to review your complete log and trace file for that day.

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.20120514.txt’

You will find the trace file in the Documents > NinjaTrader 7 > Trace folder.

• The trace file will be named ‘trace.20120514.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.