Collective 2 And Ninjatrader

[BenHeaton]

Hi there

I have set up a strategy on Ninja which has been happily passing trades to C2.

Overnight it generated 3 trades which were passed to C2, however now that i check the system 6 hrs later, Ninjatrader has generated additional signals which have not been received by C2.

One issue that may be causing a problem is that the strategy relies upon generating multiple EnterLongLimit() and EnterShortLimit() orders every 10 minutes.

Could it be that i've breached some threshold in the number of pending orders that Ninjatrader can monitor?

That brings me to the second part of my question. Is it correct that C2 only acepts market orders from Ninja? Is this perhas the reason for the recent trade signals not being sent to C2? If so, this does not explain why 3 signals were sent overnight?

Pls find attached a screen grab of the executions. The first three (chronologically) were the ones which were succesfully sent to C2, none of the rest were.

Tks

Ben heaton

[NinjaTrader_Ray]

There are no limitation. NinjaTrader sends only market orders to C2 once any order type in NinjaTrader has been filled.

[BenHeaton]

tks Ray - so it looks like the problem is at C2's end - tks for prompt reply.

BH

[scriabinop23]

There are no limitation. NinjaTrader sends only market orders to C2 once any order type in NinjaTrader has been filled.

by the way, is there any way to have ninja send stop and target orders to C2?

[NinjaTrader_Dierk]

NT only will send market orders.

[BenHeaton]

Hi Ray -

I ran the strategy again overnight last night. Several trades were succesfully completed and passed to C2 (opening and closed) and then 1 trade opening was sent, but the closing order and the other subsequent signals were not sent.

In the Log on NT (which has many hundreds of orders) i found the following irregularities which I was hoping u could advise me on? I can attach the entire log if that helps?

21/02/2008 03:27DefaultError on setting property 'Account' for strategy 'FracA410m': Object reference not set to an instance of an object.


21/02/2008 04:30OrderCollective2 signal processing: Failed to process signal. You need to restart NinjaTrader: Order='4f4977ea30524fdb98b9327f83b6a49f/Sim101' Name='short_position_0' State=Filled Instrument='6B 03-08' Action=SellShort Limit price=1.9494 Stop price=0 Quantity=1 Strategy='FracA410m' Type=Limit Tif=Day Oco='' Filled=1 Fill price=1.9498 Token='4f4977ea30524fdb98b9327f83b6a49f' Gtd='01/12/2099 00:00:00'


Interestingly the order which successfully came across to C2 was executed at 04:30, which is when the error signal above was generated.

Tks
Ben

[NinjaTrader_Dierk]

You would need to debug your strategy as per here:

http://www.ninjatrader-support.com/vb/showthread.php?t=3627

http://www.ninjatrader-support.com/vb/showthread.php?t=3418

The error in the logs is not related. It showed up as you configured a NinjaScript strategy. Please let us know as you have steps reproduce. Thanks

[ctrlbrk]

Am I missing something, or does Ninja only _send_ data to C2, and cannot receive it? In other words, if I wanted to sell my strategy that is fine. But if I want to buy a strategy off of C2 and use Ninja to trade it, there is no way currently available to do this?

[NinjaTrader_Jason]

You are correct in understanding. More information regarding the connection to Collective2 can be found at the link below.

http://www.ninjatrader-support.com/HelpGuideV6/ConnectingToCollective2.html