Keeping Working Orders In and Acceepted with Disconnected

[birdog]

Hi:

1. If I have Strategies running and want to disconnect temp. the data feed connection and reconnect, how can I do that while keeping the working orders and accepted orders and positions etc active and not cancel them?

2. If data connection is disconnected for some reason (not something I do) be some glitch, how can I be sure the Strategies do not shut down and all orders etc remain in tack when the connection come back?

[NinjaTrader_Joydeep]

Hello birdog,
1. If you disable the strategy manually then whether the pending order gets cancelled or not depends on how you have set the Order handling from Tools>Options>Strategies tab>NinjaScript tag. However please note when you enable the strategy again, it will not recognize the pending orders.

2. You can choose to set the connection loss Handling to KeepRunning from Tools>Options>Strategies tab>NinjaScript tab to make sure the strategies do not disables.

Keeps the strategy running and logs the disconnect. When the connection is reestablished the strategy will resume as if no disconnect occurred.

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?strategies_tab.htm

[birdog]

Joy:

1. With #1 manually disconnecting...If I only had a simple stop and simple limit for profit OCO (no trailing etc), then I would be ok even though the reconnected strategies would not recognize since the orders would have been already in place and active. Also, I do not use simulated stops so, the limit for profit and the stop for a loss would be working on the broker side as well right? Lastly, once the limit or stop is hit, then the opposite order would cancel I would assume too? Then, the new reconnected Strategies would run as expected and pick up where it left off?

2. Perfect...sounds great...

Please let me know on #1 though...



Greg

[NinjaTrader_Joydeep]

Hello birdog,
Whether the opposition order gets cancelled or not, when NinjaTrader is disconnected or not running, depends whether your broker supports OCO functionality or not.

MB Trading does not supports OCO orders and thus OCO is simulated locally. If Ninjatrader is not running or is disconnected then the opposite order will not be cancelled.

http://www.ninjatrader.com/support/forum/showthread.php?t=5349

The new strategy will start a new instance of it and it will not relate anyway to the old initialization.

You may however sync the strategy with your account position from the strategy parameters dialog. Please refer to our help guide to know more about it

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?syncing_account_positions.htm

http://www.ninjatrader.com/support/helpGuides/nt7/index.html?strategy_position_vs_account_p.htm

[birdog]

Joy:

Ok...thanks...but...

What about with ZenFire and CQG with #1 and #2 mentioned?

I only use MBTrading for FX, but Zenfire and CQG for futures?

Lastly, is there a possibility soon that MBTrading will support OCO and also a possibility of NT allowing for 64 bit support in NT?



Greg

[NinjaTrader_Joydeep]

Hello Greg,
It will be the same with CQG and ZenFire too.

Both CQG or ZenFire does not supports OCO functionality natively and it is simulated locally.

http://www.ninjatrader.com/support/forum/showthread.php?t=5349

Unfortunately both OCO functionality and 64 bit support depends whether your connectivity provider supports them or not and not on NinjaTrader.