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IB Duplicate Execution

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    IB Duplicate Execution

    Hi,
    I am running 2 strategies in NT connected to kinetick and interactive brokers (simulation account).
    I have some problems:

    1) I found often the same order executed two time as in the attached chart.
    2) In the strategies tab and unrealized profit is always zero.
    3) I receive every night the follow message:
    "TWS forced your connectin to close. NT is unable to automatically reconnect. Please shut down NT and reconnect manually.

    The main problem however is the first, Last time I found in I was 3S
    Attached Files

    #2
    I want to be clear:

    On the 23 March I set in the strategy Sync account position to TRUE.
    On the next day I found that in TWS (paper account) +8L.
    So I manually sold 8 contract and before doing that I tried to set Sync account positin =FALSE in all the strategies.
    So NT saw my position as 8S.

    Now look at the pic:
    #9.43 two strategies long order are executed. so the account position goes to 7S and 6S in 1 second.
    All is fine, except that strategy position and account position are not synch.

    In TWS I see I am long 2 contract.

    Now one minute after one profit target is triggered. I should be in TWS long 1 contract.
    The point is that this morning I see in TWS 2L and in NT 1L.

    thanks
    After that I sold 2 contracts and restart NT with synch account position=TRUE.
    Attached Files

    Comment


      #3
      Hello,

      When you have two different strategies running on the same market Sync account position will not always be able to sync your account with strategy position

      Please be aware that these options will only help you sync your Account Position to your Strategy Position once on startup. These options will not guarantee your Account Position remains in sync afterwards. Any active orders you may have had on your account prior to strategy start that was not generated by your strategy would not have been cancelled on start and can lead to your Account Position being out of sync from your Strategy Position. Placing manual trades or running multiple strategies on the same instrument can also lead to your Account Position being out of sync from your Strategy Position.

      For more details on all 4 different combinations: http://www.ninjatrader.com/support/h..._positions.htm
      LanceNinjaTrader Customer Service

      Comment


        #4
        Originally posted by gileper View Post
        3) I receive every night the follow message:
        "TWS forced your connectin to close. NT is unable to automatically reconnect. Please shut down NT and reconnect manually.

        Thats the IB TWS Autoclose, you can change the auto close time in the settings, or use a utility such as IBController (which I personally use, it's opensource)

        Comment

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