ninja cant process 2 orders received from tradestation at same time?

[Rocket130713]

when major news event was released in USA our TradeStation platform sent 2 orders to ninja and ninja processed one order and this order was filled, but the other order got lost and ninja did not even report in the logs that it received the order at all from tradestation. what causes this problem. and how can i fix the problem? maybe the ninjatrader trading context (thread) was busy processing the first order so the second order could not be processed at all. look forward to your answer. thank you.

[NinjaTrader_PatrickH]

Hello Rocket130713,

Thank you for your post.

This would be hard to tell without reviewing your log and trace files. Please send me your log and trace files for today so that I may look into what occurred.

You can do this by going to the Control Center-> Help-> Mail to Support.

Please place 'ATTN: Patrick - 914330' in the subject line with a reference to this thread in the body of the email: http://www.ninjatrader.com/support/f...ad.php?t=60797

I look forward to assisting you further.

[Rocket130713]

Hello Patrick H,

We looked at our trace file and could see that Ninja was able to process the Yen signal but failed to process the gold signal. There was no mention of gold symbol anywhere in the entire trace file for that day which means the Gold order could have not been processed by ninja. TradeStation must have sent the 2 signals at the same millisecond (due to the Non-farm Payrolls news last Friday) so ninja could only process one signal (order). The second order failed to get processed maybe because the ninjatrader trade context (thread) was busy processing the first order so the second order was ignored. So this means Ninja can't process 2 orders received from TradeStation at the same time (same millisecond). If there is 1 or 2 milliseconds between the time the first and second order is sent by tradestation this is usually fine as then ninja can process "both" orders. Patrick are my claims above correct? Could you please correct any of the above statements above so as we can all benefit on this forum. Thank you in advance. Much appreciated. Regards, Rod.

[sledge]

Hello Patrick H,

We looked at our trace file and could see that Ninja was able to process the Yen signal but failed to process the gold signal. There was no mention of gold symbol anywhere in the entire trace file for that day which means the Gold order could have not been processed by ninja. TradeStation must have sent the 2 signals at the same millisecond (due to the Non-farm Payrolls news last Friday) so ninja could only process one signal (order). The second order failed to get processed maybe because the ninjatrader trade context (thread) was busy processing the first order so the second order was ignored. So this means Ninja can't process 2 orders received from TradeStation at the same time (same millisecond). If there is 1 or 2 milliseconds between the time the first and second order is sent by tradestation this is usually fine as then ninja can process "both" orders. Patrick are my claims above correct? Could you please correct any of the above statements above so as we can all benefit on this forum. Thank you in advance. Much appreciated. Regards, Rod.

Did you send the requested files?

[Rocket130713]

our boss says we are not allowed to send any log or trace files to any other person, the reason for this is to keep our trades private. we know how to read the trace and log files quite well having used ninja platform for the last 6 years. we just have a simple question to ask ninja support which is why can't ninja process 2 orders sent by tradestation platform at exactly the same time (sent the same millisecond)? we are using TS + NT DLL method.

[NinjaTrader_PatrickH]

Hello Rocket130713,

Thank you for your response.

I am not aware of this type of limitation. Without the log and trace files it is going to be difficult to investigate this matter further.

So there are no errors reported for the order in the log when the order should have been received? And there is no information in the trace at this time either regarding an order?

I look forward to your response.

[Rocket130713]

yes i have never seen this happen before in the last 6 years i have been using ninja, very strange. There was no mention of the order in the logs and no mention of the order in the trace files. 2 orders went off at the same time (same millisecond) on the US non-farm payrolls news last friday which was a massive fast moving market and massive volumes and ticks done too. I know that the auto trading platform MetaTrader 4 is unable to process 2 orders generated at same time when this happens we get an error message called: Trade Context busy, which means the MT4 thread is busy and being used.

[NinjaTrader_PatrickH]

Hello Rocket130713,

Thank you for your response.

If we had a reproducible scenario and strategy along with your log and trace files we could investigate this matter further on our end. However, if you are already investigating this further on your end I would recommend to continue doing so to see if you can re-create this item.

[dila618]

ADD instrument

Hi,
i have problem, i can't backtest my strategy

protected override void Initialize()
{
CalculateOnBarClose = false;
Add("UEN",PeriodType.Minute,1);
}

/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
if (Bars.FirstBarOfSession) return;
else{
double _var1 = (Closes[1][0]-7)/11;
double _var2 = Close[0];
double _var3 = _var1-_var2;

if(_var3>0.005) EnterLong();
if(_var3<0.005) EnterShort();
if(_var3==0 && Position.MarketPosition == MarketPosition.Long) ExitLong();
if(_var3==0 && Position.MarketPosition == MarketPosition.Short) ExitShort();
}

[NinjaTrader_PatrickH]

Hello dila618,

Thank you for your post and welcome to the NinjaTrader Support Forum!

Are you receiving an error message when running your backtest?

Are you not seeing results after running the backtest?

I look forward to your response.