I have a big problem with opening some trades. There is an very unusually behevior of it usaully overnight. My broker is MBT and I'm using live license, and when my strategie will close an opened trade, and open a new trade (EnterLong, and EnterShort), then the NT won't close and open, but at my broker will be sended this request, aonly the open order and without close order. As can be seen on the picture.
I trace the orders and I get this:
and:
2012.08.30. 2:42:00 Entered internal PlaceOrder() method at 2012.08.30. 2:42:00: BarsInProgress=0 Action=SellShort OrderType=Market Quantity=38 000 LimitPrice=0 StopPrice=0 SignalName='SHORT_4' FromEntrySignal=''
So, this is logged in output window. But! In MBT orderbook there is information about this as can be seen on the pic. that my broker filled my straegie generated open order without close order, but in the NT execuiton tab there isn't information about his!!! I tried to monitor the trade, and in this case I don't receive any information from OnOrder and OnExecution not at all only from OnBarUpdate. But, the NT can appreciate that the quantitiy of position is amended since in the NT execution tab the position at the next successfully opening will delay with this opened quantity. Namely at his attached sample, my strategie send an open trade at 1:44:56 of 38.000 unit, and the NT won't open it, but this will send to the market, and at MBT will filled, TWICE, insteed of 1! And the next successfully opened/closed trade position will amended with 2x38.000 Short Position. In chart and in the Exec Tab and Orders Tab there isn't any information about this order,weather is it opened or rejected... Completely nothing.
This generate an big problem: the strategie position and account position is comlpetly different, so it isn't avaible to trade hereafter as expected.
But, In the Log tab all information about this trade is loged and all information is matched up with information at MBT. I attached this.
I totally pull a long face about it what it is, and what can fix it.
Please help me!
Thanks. Ron
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