Hello,
I have a question regarding an issue I’ve run into periodically and once again today.
I’m running an automated strategy connected to TD Ameritrade, and sometimes I will have an entry order submitted whose status become parking at Working. If I log into the broker, I will see that the position has been in fact filled. But NinjaTrader still sees the order as Working when in actuality it should show Filled. Where this creates problems is that NinjaTrader does not know that it has a position open and thus exit orders are not submitted. In these situations, I have to take some sort of manual action to close out the position.
In the instance I experienced today, I was running an exact copy of my live strategy in simulation, and the simulation version successfully switched between all order states and closed its position, but the live version got hung up and was unable to exit. I let this strategy run a series of small live trades over the last few weeks to test for any order errors, etc., and had no such problems. I believe the last time I experienced this was on a separate test strategy about three months ago. Concerning what I’m working with now, the only difference between this trade and my testing period is that I’ve changed the order size, and yet I’ve gotten an order error.
I have two questions: 1) Is this a recognized issue and if so, are there any known steps I can take? Are there any quirks or such to avoid, etc.?
Otherwise, 2) are there any recommendations about how I can structure something to ping the broker for an update to the order status?
For example, if it’s been a few minutes since entry and the order is still marked Working, is there any way to go about fetching an update to that order? I’ve found thus far the key is to perform some sort of action to modify the order, at which point it pings the broker and updates the order status, breaking the Working deadlock. Seeing as this is something I’ve experienced a few times, I very much need to make sure such occurrences are handled.
Nicholas
I have a question regarding an issue I’ve run into periodically and once again today.
I’m running an automated strategy connected to TD Ameritrade, and sometimes I will have an entry order submitted whose status become parking at Working. If I log into the broker, I will see that the position has been in fact filled. But NinjaTrader still sees the order as Working when in actuality it should show Filled. Where this creates problems is that NinjaTrader does not know that it has a position open and thus exit orders are not submitted. In these situations, I have to take some sort of manual action to close out the position.
In the instance I experienced today, I was running an exact copy of my live strategy in simulation, and the simulation version successfully switched between all order states and closed its position, but the live version got hung up and was unable to exit. I let this strategy run a series of small live trades over the last few weeks to test for any order errors, etc., and had no such problems. I believe the last time I experienced this was on a separate test strategy about three months ago. Concerning what I’m working with now, the only difference between this trade and my testing period is that I’ve changed the order size, and yet I’ve gotten an order error.
I have two questions: 1) Is this a recognized issue and if so, are there any known steps I can take? Are there any quirks or such to avoid, etc.?
Otherwise, 2) are there any recommendations about how I can structure something to ping the broker for an update to the order status?
For example, if it’s been a few minutes since entry and the order is still marked Working, is there any way to go about fetching an update to that order? I’ve found thus far the key is to perform some sort of action to modify the order, at which point it pings the broker and updates the order status, breaking the Working deadlock. Seeing as this is something I’ve experienced a few times, I very much need to make sure such occurrences are handled.
Nicholas
Comment