Strats Stopped Working

[dsraider]

Hi,

Two strats (so far) that worked perfectly yesterday are not working today. I've made no changes to them and even updated NT 6.5 without any luck. Were there any overnight changes that took place on your end that might have caused this?

Thanks,
Dave

[NinjaTrader_Tim]

Hi dsraider,

I am not aware of any such changes.

Can you clarify what is causing you to assume they are not working?

[dsraider]

Hi Tim,

Thanks for your reply. After further review, it looks like my strat hasn't reset itself for a few weeks. This is what I found in the output window:

6/23/2010 10:30:00 AM Entered internal PlaceOrder() method at 6/23/2010 10:30:00 AM: Action=SellShort OrderType=Market Quantity=1 LimitPrice=0 StopPrice=0 SignalName='PP' FromEntrySignal=''
6/23/2010 10:30:00 AM Enter Short

The order name Stop loss stop price is currently 1084.5
The order name Stop loss stop price is currently 1084.5
The order name Stop loss stop price is currently 1084.5
The order name Profit target limit price is currently 1077
The order name Profit target limit price is currently 1077
The order name Profit target limit price is currently 1077
6/23/2010 10:30:00 AM Cancelled pending exit order, since associated position is closed: Order='NT-00005/Sim101' Name='Profit target' State=Working Instrument='ES 09-10' Action=BuyToCover Limit price=1077 Stop price=0 Quantity=1 Strategy='PP' Type=Limit Tif=Gtc Oco='NT-00002' Filled=0 Fill price=0 Token='b3684e761e5f480aa68201295e05e9a6' Gtd='12/1/2099 12:00:00 AM'
The order name Profit target limit price is currently 1077
The order name Profit target limit price is currently 1077
6/23/2010 10:30:00 AM Cancelled OCO paired order: BarsInProgress=0: Order='NT-00005/Sim101' Name='Profit target' State=Cancelled Instrument='ES 09-10' Action=BuyToCover Limit price=1077 Stop price=0 Quantity=1 Strategy='PP' Type=Limit Tif=Gtc Oco='NT-00002' Filled=0 Fill price=0 Token='b3684e761e5f480aa68201295e05e9a6' Gtd='12/1/2099 12:00:00 AM'

I've added entryOrder = null code whenever an entry, stop or target is cancelled, filled or rejected, so I don't see why this is happening. For whatever reason, this hasn't been an issue until today. Any ideas?

[NinjaTrader_Tim]

Hi dsraider,

Please provide the complete log and traces files from today and yesterday.

You can find these files at the following locations:
Start Menu--> My Documents--> NinjaTrader 6.5--> Log--> log.yyyymmdd
Start Menu--> My Documents--> NinjaTrader 6.5--> Trace--> trace.yyyymmdd

[dsraider]

Should I post them here or mail them to support?

[NinjaTrader_Tim]

Hi dsraider,

I don't believe there is any personal information, please simply post them.

[dsraider]

Afraid I don't have yesterday's files. Since they're too big to send at once, here's today's log and a screenshot showing the rest of my log files. Next will be the trace files.

[dsraider]

My trace file exceeds the size limit for an upload but here's the screenshot of my folder. Should I email it?

[NinjaTrader_Tim]

Hi dsraider,


Yes please send them to Support at ninjatrader dot com with ATTN: Tim in the subject line. In the body of the email, please include this link: http://www.ninjatrader.com/support/f...ad.php?t=31166

Please only do this is the file(s) do not exceed 3mb, if they do, please let me know.

[NinjaTrader_Austin]

dsraider, you can compress the files by putting them into a .zip archive. On most Windows installations, it is possible to zip files up by right-clicking and then selecting send to -> compressed folder (zip).

[dsraider]

Good tip. Thanks. Of course, I had already finished emailing them

Please let me know if anything else is needed.

Thank you,
Dave

[NinjaTrader_Austin]

Dave, after looking through the log and trace files, I found no mention of the error you posted in the first post. I did a find (Ctrl + F) for the order token "b36..." in the files and nothing popped up. There were also no events at 10:30 AM.

Were you backtesting something when that output appeared? The output looks like TraceOrders output with some custom print stuff tossed in for good measure.

[dsraider]

No, sir. All I did was load the strat this morning like usual and got that in the output window. It froze there as well, as it's supposed to print SetStopLoss for every incoming tick. Also, I scrolled through the chart and found that trade to be the last one taken, as I also it plotting arrows. It seems as if it thinks it's currently in a trade, even though it obviously isn't. Anyway, that's my best guess.

Thanks,
Dave

[NinjaTrader_Austin]

Dave, thank you for the additional information. What about activating the Flatten All command or closing a position manually that was opened by the strategy?

Since there is no mention of what you posted in the log and trace, I believe it was a strategy being closed down via some sort of human intervention, although that should be reflected in the log/trace.

We would need the trace/log from the day when you noticed the messages to be sure, but I noticed you said you don't have those files.

[dsraider]

Hey Austin,

I can't use Flatten All as I need my strats to start running again at 6:00 PM EST so I use Exit OnClose instead and just have time filters. Closing it manually doesn't do anything either, as it's not actually in a trade. In fact, I just loaded it two seconds ago (Sunday, 2:00 PM) and got a similar output, though with a different date and stop loss/target prices. Part of the reason you didn't find anything in the trace or log files is because I hadn't written this particular strat that long ago. When I boot it up, it simply shows where the trades would have been on my chart and for some reason, thinks it's still in a trade and won't take a new one until after the supposed stop or target is filled. At least, that's my impression. So very weird.