Unable to cancel unmapped live orders

[molecool]

Could someone please enlighten me why this would happen?



I've got IB connected - I received this message after reloading a chart with a strategy running on it.

Also, it seems like the strategy is running, despite this alert:



Thanks!

[NinjaTrader_Bertrand]

Mole, this script should not be started since NT was not able to map / cancel out the live orders from the previous strategy instance - what sync settings are you running it with?

http://www.ninjatrader.com/support/helpGuides/nt7/syncing_account_positions.htm?zoom_highlightsub=sync

Is this on a setup with NT7 R15 and IB TWS 938.1?

[molecool]

Mole, this script should not be started since NT was not able to map / cancel out the live orders from the previous strategy instance - what sync settings are you running it with?

http://www.ninjatrader.com/support/helpGuides/nt7/syncing_account_positions.htm?zoom_highlightsub=sync

Is this on a setup with NT7 R15 and IB TWS 938.1?

We had it set to live orders and the sync setting was set to false. Seems like IB somehow got disconnected - we are using the gateway, which I know you are not supporting.


But I was unaware of the sync setting - never noticed it. So this is very valuable.

[NinjaTrader_Bertrand]

Ok, thanks the follow up and clarification. Gateway support is on our list of feedback and I will make sure your vote is in as well.

[molecool]

I have a follow up question after reviewing this page:

Assuming the live setting - am i correct in understanding that the difference in the sync settings are as follows:

• FALSE: If I have three open short positions in my account and two strategy positions supposedly being short it will attempt to map any of the three account positions to my strategy positions. It will however NOT close my third leftover short account short position.
• TRUE: If I have three open short positions in my account and two strategy positions supposedly being short it will attempt to map any of the three account positions to my strategy positions. It will also close my third leftover short account short position.

Otherwise I have a hard time wrapping my mind around the difference between the two settings.

[NinjaTrader_Bertrand]

What you would need to keep in mind that the sync setting is always individual per strategy, so it will not cycle through all strategies and then arrive at an overall strategy position per instrument - that's one thing we're looking into enhancing for our next major update. Also we would not sync any account position in, for NT always the strategy position will be paramount - with the sync false, it will not send any orders to reconciliate to the account and it would not manage any historical strategy position that the script may have coming from historical data.

With the sync enabled, it will flatten the account if needed to reach the same flat state as your strategy would have with this setting (as any historical position would be virtual only and not managed live).

[molecool]

What you would need to keep in mind that the sync setting is always individual per strategy, so it will not cycle through all strategies and then arrive at an overall strategy position per instrument - that's one thing we're looking into enhancing for our next major update. Also we would not sync any account position in, for NT always the strategy position will be paramount - with the sync false, it will not send any orders to reconciliate to the account and it would not manage any historical strategy position that the script may have coming from historical data.

With the sync enabled, it will flatten the account if needed to reach the same flat state as your strategy would have with this setting (as any historical position would be virtual only and not managed live).

But per the tutorial it would have flattened my account even with sync disabled. Please elaborate.

[NinjaTrader_Bertrand]

This would not be correct, with the sync disabled your account is not touched, unless there are active orders working from a previous instance. But still only those would be cancelled (as the historical strategy position is always flat in this first option) - the account positions themselves would not be affected.