"closeposition" malfunction ?

[Torso]

Hi,

I trade with *.txt files from eSignal. Today my open position (Topix Future) was not closed and I lost money. Please, can you help me?

I use IB with TWS 884 and NT 6.5.1000.4

My logfile with comments:


09/07/2008 05:30:23|1|1|AT, 'PLACE;Axxxxxx;TOPX 09-08;BUY;1;MARKET;0;0;DAY;;ID.Name_TPX_4.31_T.3,5,7_ S.3;NT_TPX_3min_Target.3,5,7_Stop.3.0;StrategyID_T PX_4.31_T.3,5,7_S.3' processing
09/07/2008 05:30:24|1|32|Submitting order with strategy
09/07/2008 05:30:24|1|32|Order='16fbf5116adf45b783c1b8d30f6b4 601/Axxxxxx' Name='Entry' New State=PendingSubmit Instrument='TOPX 09-08' Action=Buy Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''
09/07/2008 05:30:24|1|32|Order='1648210660/Axxxxxx' Name='Entry' New State=Accepted Instrument='TOPX 09-08' Action=Buy Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''
09/07/2008 05:30:25|1|32|Order='1648210660/Axxxxxx' Name='Entry' New State=Working Instrument='TOPX 09-08' Action=Buy Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''
09/07/2008 05:30:25|1|32|Order='1648210660/Axxxxxx' Name='Entry' New State=Filled Instrument='TOPX 09-08' Action=Buy Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=1 Fill price=1310 Error=NoError Native error=''
09/07/2008 05:30:25|1|16|Execution='JTI 09-08/0000d58c.4874016f.01.01' Instrument='JTI 09-08' Account='Axxxxxx' Exchange=Tse Price=1310 Quantity=1 Market position=Long Operation=Insert Order='1648210660' Time='09/07/2008 05:30:25'


>>>why I get in the logfile an execution "JTI" and not TOPX ?? I get with the TWS a TOPIX-fill



09/07/2008 05:30:25|1|32|Order='f9d5faa242ef4ae69e7199dbe832a be0/Axxxxxx' Name='Stop1' New State=PendingSubmit Instrument='TOPX 09-08' Action=Sell Limit price=1296 Stop price=1306 Quantity=1 Type=StopLimit Filled=0 Fill price=0 Error=NoError Native error=''
09/07/2008 05:30:25|1|32|Order='d78bcc203c6d4d1cbdf742af8f6f7 f8c/Axxxxxx' Name='Target1' New State=PendingSubmit Instrument='TOPX 09-08' Action=Sell Limit price=1313 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
09/07/2008 05:30:26|1|64|Instrument='JTI 09-08' Account='Axxxxxx' Avg price=13100.495 Quantity=1 Market position=Long Operation=Insert Currency=JapaneseYen
09/07/2008 05:30:26|1|32|Order='1648210661/Axxxxxx' Name='Stop1' New State=Accepted Instrument='TOPX 09-08' Action=Sell Limit price=1296 Stop price=1306 Quantity=1 Type=StopLimit Filled=0 Fill price=0 Error=NoError Native error=''
09/07/2008 05:30:26|1|32|Order='1648210662/Axxxxxx' Name='Target1' New State=Accepted Instrument='TOPX 09-08' Action=Sell Limit price=1313 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
09/07/2008 05:30:26|1|32|Order='1648210662/Axxxxxx' Name='Target1' New State=Working Instrument='TOPX 09-08' Action=Sell Limit price=1313 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
09/07/2008 05:31:30|1|1|AT, 'CLOSEPOSITION;Axxxxxx;TOPX 09-08;;;;;;;;;;' processing
09/07/2008 05:31:30|3|1|OIF, 'CLOSEPOSITION;Axxxxxx;TOPX 09-08;;;;;;;;;;' position does not exist 'TOPX 09-08'
09/07/2008 05:31:36|1|1|AT, 'CLOSEPOSITION;Axxxxxx;TOPX 09-08;;;;;;;;;;' processing
09/07/2008 05:31:36|3|1|OIF, 'CLOSEPOSITION;Axxxxxx;TOPX 09-08;;;;;;;;;;' position does not exist 'TOPX 09-08'


>>> two closeposition orders, but I get ... not exist... ???


09/07/2008 05:36:56|1|32|Order='1648210661/Axxxxxx' Name='Stop1' New State=Working Instrument='TOPX 09-08' Action=Sell Limit price=1296 Stop price=1306 Quantity=1 Type=StopLimit Filled=0 Fill price=0 Error=NoError Native error=''
09/07/2008 05:36:56|1|32|Order='1648210662/Axxxxxx' Name='Target1' New State=Working Instrument='TOPX 09-08' Action=Sell Limit price=1313 Stop price=0 Quantity=0 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
09/07/2008 05:36:56|1|32|Order='1648210661/Axxxxxx' Name='Stop1' New State=Filled Instrument='TOPX 09-08' Action=Sell Limit price=1296 Stop price=1306 Quantity=1 Type=StopLimit Filled=1 Fill price=1306 Error=NoError Native error=''
09/07/2008 05:36:56|1|16|Execution='JTI 09-08/0000d58c.48740179.01.01' Instrument='JTI 09-08' Account='Axxxxxx' Exchange=Tse Price=1306 Quantity=1 Market position=Short Operation=Insert Order='1648210661' Time='09/07/2008 05:36:56'
09/07/2008 05:36:56|1|32|Order='1648210662/Axxxxxx' Name='Target1' New State=Cancelled Instrument='TOPX 09-08' Action=Sell Limit price=1313 Stop price=0 Quantity=0 Type=Limit Filled=0 Fill price=0 Error=NoError Native error='Order Canceled - reason: (202)'
09/07/2008 05:36:57|1|64|Instrument='JTI 09-08' Account='Axxxxxx' Avg price=0 Quantity=0 Market position=Long Operation=Remove Currency=JapaneseYen


>> the stop from the strategy was activate and the position was closed.



I trade with the IB TWS, the unerlying for the Topix future is TOPX, an also the TOPX was traded. I searched also for "JTI", but it is no instrument with a JTI-underlying.

Torso

[NinjaTrader_Dierk]

Here is what likely happened: NT comes with the JTI instrument which is the TOPIX. You manually added TOPX (TOPX is not part of the default NT setup). TOPX had (and still has?) the same IB mapping as JTI, which is "TOPX".

Now NT got confused as it now has 2 instruments with the same IB mapping for the TOPIX.

Please:
- disconnect NT
- remove your custom TOPX instrument and only use the JTI coming with NT
- Tools->Options->Misc->Reset Instruments
- close all open IB positions/order in TWS
- restart NT

[Torso]

Thanks for answer,

it´s true that I manually added the TOPIX-Future as "TOPX" . I reseted the Instruments and today it works fine with my "JTI-Topix"

Torso