NT7 crash using unmanaged order+OCO+Partial Fills

[gbulle]

Good morning Sirs,

I am using NT7 7.0.1000.2 with UMANAGED orders logic

This is the scenario :

Being LONG 10 lots price 90 I send two OCO SELL orders:

SELL LIMIT 10 lots Price 100
SELL STOP 10 lots Price 80

the price touch the SELL LIMIT price and I receive a Partial Fill of 1 lot : I see 1 lot Filled and 9 lots not filled; I amend the quantity of the SELL STOP order changing from 10 lots to 9 lots
but suddenly the price move against me and I never see the SELL LIMIT completely Filled.
As soon as the price touch the STOP NT7 crashes. When NT7 crashes in the order tab I have this situation:

SELL LIMIT 10 lots 1 lot partial filled
SELL STOP 9 Lots

Thanks

[NinjaTrader_Bertrand]

gbulle, thanks for the report - can you please send me the logs / traces for the crash to my Attn to support? You can use Help > Mail to Support for this.

Is this reproducible for you in replay with your strategy?

Then it would be great if you could send me the strategy to test as well so we can look into closer.

Thanks for the support,

[gbulle]

I was working in replay mode .
I was able to replicate "in replay mode" the crash many times : than I implemented my OCO logic abandoning the built-in unmanaged mechanism (now everything is fine!)

Not simple to send you the strategy+replay data etc.
I will do my best to extrapolate a strategy to replicate the error and than I will send
you the files.... is not a promise!....

TX

[NinjaTrader_Bertrand]

Ok, thanks for attempting to create a reproducible scenario - if you don't mind I would be happy to review the trace / logs anyway even without the strategy code to duplicate. You can reach me at support at ninjatrader dot com Attn Bertrand

Thanks

[gbulle]

I have a complete TEST; please look at the attached files:

nt7_crash_oco.doc (word file)
trace_20110216-Copia.doc: please rename as TXT files
20101215.zip: FDAX data used for the test (downloded from your servers)
log.20110216-Copia.zip: log file

Tx
GB

[NinjaTrader_Bertrand]

Thanks much GB, I'll give this scenario a run here shortly, strangely I did not see a real 'crash' so far listed in your NT trace file provided...

[gbulle]

Hi,
Thanks.
Christopher Jameson of NinjaTrader Customer Service is working on this issue;
YES!!; I have verified too: NT7 crashes but nothing is reported in the trace file (a true big crash!!)
It is quite simple to repeat the error : please follow my word doc.
I was able to have this error using "manual" order entry so it is not related to programming, scripts , DLL etc but it is a bug at core level.

TX
GB

[NinjaTrader_Bertrand]

Thanks for the info and steps GB, I was able to reproduce here and will have development look into the case shortly.

Thanks for your support,

[gbulle]

Hi,

it is possible to know in advance the NT7 build number that will fix this bug?

Tx
GB

[NinjaTrader_Bertrand]

Yes, the bug you spotted should be fixed with NT7 R4. Thanks again for reporting in.

[gbulle]

Thanks.

Another crash.
The .doc file describe how I have generated the crash.

Regards
GB

[NinjaTrader_Bertrand]

Thanks again GB, will take a look into reproducing - would you mind sending me the custom strategy you used here in testing or would you see the same issue for example with the default SampleMACrossOver?

[gbulle]

HI,
please run the attached strategy (change the built-in stop price 7055 to a value having meaning for the instrument you are using) and wait for the the strategy generating two STOP orders;
than try to decrease the quantity directly from the chart.

PS: NT support has been informed of this bug (Jason Hilling )
Bye
GB

[NinjaTrader_Bertrand]

Thanks, we'll be looking to reproduce it here.

[NinjaTrader_Bertrand]

GB, please see your inbox - I replied to your ticket sent to support.

Thanks,