I am using NT with IB TWS (their paper trading account).
Every morning at around 5am London time (and a different time on fridays)
there shut/restart their servers as part of their daily maintance.
This disables all my "enabled" strategies.
After finally understanding the root cause, i then configured to "On connecion Loss" settings to remedy this situation, with the following settings:
On connection loss: Keep Running
Disconnect delay seconds 10
Number of restarts attempts: 60
Restart within X minutes: 60.
restarted all applications etc...this morning when i saw 2 connections losses
first disconnect at 4.30 am > the strategy is disabled and succesfully re-enabled:
Time Category Message
07/06/2016 04:32:03 Connection My Interactive Brokers: Primary connection=Connected, Price feed=Connection lost
Time Category Message
07/06/2016 04:32:14 Default Strategy 'VevoMain/75908936' lost price connection for more than 10 seconds and will be restarted.
Time Category Message
07/06/2016 04:32:14 Default Disabling NinjaScript strategy 'VevoMain/75908936'
Time Category Message
07/06/2016 04:32:19 Connection My Interactive Brokers: Primary connection=Connected, Price feed=Connected
Time Category Message
07/06/2016 04:36:30 Default Enabling NinjaScript strategy 'VevoMain/75908936' : On starting a real-time strategy - StartBehavior=WaitUntilFlat EntryHandling=All entries EntriesPerDirection=1 StopTargetHandling=Per entry execution ErrorHandling=Stop strategy, cancel orders, close positions ExitOnSessionClose=False SetOrderQuantityBy=Strategy ConnectionLossHandling=Recalculate DisconnectDelaySeconds=10 CancelEntriesOnStrategyDisable=False CancelExitsOnStrategyDisable=False Calculate=On bar close IsUnmanaged=False MaxRestarts=4 in 5 minutes
second disconnect at 5 am ish.... strategies disabled, connection is later re-instated but the strategies were never renabled in the same as above - why ?
Time Category Message
07/06/2016 05:01:31 Connection My Interactive Brokers: Primary connection=Connected, Price feed=Connection lost
Time Category Message
07/06/2016 05:01:31 Default Strategy 'VevoMain/75908931' lost price connection more than 4 times in the past 5 minutes and will be disabled.
Time Category Message
07/06/2016 05:01:31 Default Disabling NinjaScript strategy 'VevoMain/75908931'
Thoughts and Observations
strategies are re-enabled if he error is: "lost price connection for more than 10 seconds"
strategies are not re-enabled if the error is: "lost price connection more than 4 times in the past 5 minutes"
I suspect the 10 seconds comes from "disconnect delay seconds", but where does the 4 times in 5 minutes minutes come from ?
aavevo
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