A few questions after going live

[coolmoss]

Hi,

I've begun to run a strategy live and a couple questions arise...

1) The plots on the chart which show the executions don't match where the trades actually executed. The actual trades reported by the broker seem mostly correct, it's just the plots are off. Anything likely to be causing this?

2) Today, for the first time, there appears to be orders which TWS executed but which are not reported by NT. There is no other connection to TWS and no discretionary trading done in TWS.

3) I'm trying to understand how the Filled shows up on the Orders tab. My strategy enters using 4 unique trade signals names to effect a 4 lot entry for scaling purposes. Each of those orders always enters as 100 shares. I also employ a single SetStopLoss and four unique SetProfitTarget statement, and those also appear to always execute in 100 shares (even the SetStopLoss which is just a single statement). So far so good.

I also employ an ExitLong/ExitShort when certain conditions occur, to effect a reversal. Is it one of these two orders that would show up in the Orders tab as a "Market" order? Particularly, I sometimes see a 400 share going off at the market, so I'm assuming that's from the ExitLong or ExitShort.

Thanks for your help.

[NinjaTrader_RyanM1]

Hi Coolmoss,

1) This page details how trade executions are plotted in NT:

http://www.ninjatrader.com/support/helpGuides/nt7/how_trade_executions_are_plott.htm

Please let us know if this does not explain what you are seeing.

2) Please work with Interactive Brokers to find the origin of these executions. All transactions made through NT are logged. We are not aware of of an issue where this is not the case. Your diagnostic files will be a great help in starting the investigation here. Can you please send using Help > mail to support feature and include reference to this thread. Include as well some reference to these orders, like an ID visible in TWS or the exact execution date / time.

3) An order is reported as filled when the quantity of the order == filled quantity reported. Yes, ExitLong, and ExitShort are market orders. You can help identify if they caused a particular order by specifying a name for their entrySignal parameters, and then reviewing the Name column.

[coolmoss]

Ryan,

As always thanks for stellar assistance. I'm debugging this live strategy remote for a client and just discovered his computer clock is off by a good 2 minutes. I'm sure some of the issues stems from that.

Have a great weekend!

[NinjaTrader_RyanM1]

Yes, the clock would contribute to misaligned executions. Thanks - you do the same!