I can reproduce phantom trades that NT is creating in Strategy Analyzer. I hope not live..... but I am running these strategies live too, so who knows.
Basically, NT occassionally takes an order and splits it into 2 orders. It gives no indication that it has done this in the trace and I print the order quantity to Output immediately before placing the market order to verify the intended amount. In this same strategy it also creates a phantom 100S share order. The phantom order can be seen in the Trades window of the Strategy Analyzer. Again, they do not appear in the order trace.
So this creates a huge problem in that I am scaling in my positions and keeping track of the orders that I scale in so that I can scale them out. But because my strategy is not aware of these phantom orders, I cannot exit them and so the strategy never goes flat and, thus, stops trading. NT actually does exit the phantom split order when I exit the order that seems to have created them (e.g. I place a 600S order "OrderAA600" which NT then magically turns into two 300S orders. I exit "OrderAA600" and both the 300S orders exit.) However, the standalone phantom 100S order is not associated with a signal name and so I cannot exit them.
The phantom 100S order occurs in the same bar as my first scale-in trade. E.g. I place an order for 300S and the Strategy Analyzer shows a 100S and a 300S trade in that bar.
I have seen other issues discussed in the forum regarding scalling in trades and phantom orders. Is this a know issue?
I am not running any other features of NT on this machine when running the Strategy Analyzer.
Even if this is a bug or some wierd anomally (which is important to know), is there some way in code that I can ask for all of the open orders and get an associated unique identifier for each. That way I can check to see what NT has done after I scale in and correct any errors.
Thanks
Basically, NT occassionally takes an order and splits it into 2 orders. It gives no indication that it has done this in the trace and I print the order quantity to Output immediately before placing the market order to verify the intended amount. In this same strategy it also creates a phantom 100S share order. The phantom order can be seen in the Trades window of the Strategy Analyzer. Again, they do not appear in the order trace.
So this creates a huge problem in that I am scaling in my positions and keeping track of the orders that I scale in so that I can scale them out. But because my strategy is not aware of these phantom orders, I cannot exit them and so the strategy never goes flat and, thus, stops trading. NT actually does exit the phantom split order when I exit the order that seems to have created them (e.g. I place a 600S order "OrderAA600" which NT then magically turns into two 300S orders. I exit "OrderAA600" and both the 300S orders exit.) However, the standalone phantom 100S order is not associated with a signal name and so I cannot exit them.
The phantom 100S order occurs in the same bar as my first scale-in trade. E.g. I place an order for 300S and the Strategy Analyzer shows a 100S and a 300S trade in that bar.
I have seen other issues discussed in the forum regarding scalling in trades and phantom orders. Is this a know issue?
I am not running any other features of NT on this machine when running the Strategy Analyzer.
Even if this is a bug or some wierd anomally (which is important to know), is there some way in code that I can ask for all of the open orders and get an associated unique identifier for each. That way I can check to see what NT has done after I scale in and correct any errors.
Thanks
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