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Strange behavior of Strategy after v18 upgrade

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    Strange behavior of Strategy after v18 upgrade

    Hi there, I have a strategy that I have been running successfully for years. Today, after upgrading to v18 the strategy is throwing a huge number of exceptions on start-up, overfilling trades, 'Panicing' and then shutting down. This resulted in a few real losses tonight as the markets are a little thin, these are real orders, and I was trying to figure out what was happening. Needless to say, I'm a little concerned and would like some assistance.

    The errors indicate that they may be broker side, so I'm not sure if this is due to the ZenFire update that happened over the weekend. When running in simulation, the strategy fires just fine. The errors I receive are:

    "Sell order must be below last trade price (ErrorExchange) affected Order BuyToCover 1 Stop @ 433.5"

    "Order price is outside bands 'Ask of 416 violates Low Band 416.25 using Delta 0.00. Last equals 426.00 (Error Exchange) affected Order: BuyToCover 1 Limit @ 416"

    "An over fill was detected on order 'Order=....' Name='Profit target' State=Filled Instrume...."

    and finally:

    "Strategy '...' submitted an order that generated the following error 'Panic'. Strategy has sent cancel requests. attempted to close position and terminated itself."

    As stated previously, I've been running this strategy for years (no change in settings), so I'm fairly confident the orders it is placing are within exchange limits (unless those changed also). Anyhow, any assistance you can provide would be great!

    #2
    Same problem

    I have reset the database, uninstalled NT, Reinstalled, now able to finally connect with ZenFire, but my managed ATM strategies don't work. The only way I can do an order is for example buy at market. Then do OCO and set the stop and limit manually then uncheck OCO.

    Comment


      #3
      I sent a note to my Broker as well. Given the huge number of Zenfire issues tonight, my gut tells me this is a Zenfire issue, not a Ninja issue. The compounding factor is of course the required upgrade...

      I'll post any information I get from my broker as well. Right now, my ATM strategies seem to be working so I was able to mimic my automated system using an ATM.

      Best of luck to you in getting things up and running. This was not exactly the smoothest technology upgrade I've seen.

      Comment


        #4
        covered, sorry to hear about the issues - could you please contact us with the log and trace files so we could review what occurred here on your setup? This is easiest done via the Help > Mail to Support option in NT.

        islandwizard, have already replied in your other thread on the issue.

        Thanks.
        BertrandNinjaTrader Customer Service

        Comment


          #5
          Bertrand, NT is failing while sending the email. I've sent it via a normal email.

          Comment


            #6
            Ok, thanks - will look out for your files and review.
            BertrandNinjaTrader Customer Service

            Comment


              #7
              Was there an answer to this issue? I have been experiencing the same issue on an automated strategy that has been running for a year+. It happens on short orders for me. It does not like my profit target and I use the method 'SetProfitTarget' to set it.

              Thanks,
              Nathan

              Comment


                #8
                Hello Bertrand,

                I suffered similar problems last week. Strategy that had been working for months, suddenly generated those problems. Also simple orders of take profit^stop loss generated from strategy finished in errors.

                Finally NT provided me a new version/patch to solve some of the issues that probably is in ZenFire side, but I will check during this weeks trading if definitely closed..

                NT should make a recall to all Zenfire users to upgrade and not allow ZenFire to be .a reliable partner till all bugs in their side are closed.

                Otherwise NT is becoming partner of disaster.

                Comment


                  #9
                  Originally posted by Nathan.Yorke View Post
                  Was there an answer to this issue? I have been experiencing the same issue on an automated strategy that has been running for a year+. It happens on short orders for me. It does not like my profit target and I use the method 'SetProfitTarget' to set it.

                  Thanks,
                  Nathan
                  Welcom to our forums here Nathan - could you please contact us as well via the Help >> Mail to Support feature directly in NinjaTrader so we could review your case using the SetProfitTarget and further advice?

                  That would be great, thanks.
                  BertrandNinjaTrader Customer Service

                  Comment


                    #10
                    Originally posted by pepepaco View Post
                    Hello Bertrand,

                    I suffered similar problems last week. Strategy that had been working for months, suddenly generated those problems. Also simple orders of take profit^stop loss generated from strategy finished in errors.

                    Finally NT provided me a new version/patch to solve some of the issues that probably is in ZenFire side, but I will check during this weeks trading if definitely closed..

                    NT should make a recall to all Zenfire users to upgrade and not allow ZenFire to be .a reliable partner till all bugs in their side are closed.

                    Otherwise NT is becoming partner of disaster.
                    Thanks for the feedback and chiming in with your thoughts pepepaco - I can understand this is a challenging situation but rest assured we are working very closely with ZenFire's development team on any reports gathered and also make sure any system update communication's are made public via our channels, the latest one from yesterday evening is located at - http://www.ninjatrader.com/support/f...23&postcount=8

                    If you see any issues with the custom build, please report those in under the original ticket # you had open with our support team.
                    BertrandNinjaTrader Customer Service

                    Comment


                      #11
                      Originally posted by pepepaco View Post

                      NT should make a recall to all Zenfire users to upgrade and not allow ZenFire to be .a reliable partner till all bugs in their side are closed.

                      Otherwise NT is becoming partner of disaster.
                      There would be no zenfire in that case.

                      Comment

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