Common Issues to Help Resolve These Output Window errors for NT Strategies

[birdog]

Hey folks...

Can you let me know some things I need to look for or common issues that cause the below errors in the Output Window in Strategy code?

Same strategy code for both FOREX and FUTURES.

MBTrading on FOREX and CQG on FUTURES at the time of the below. Both are trading on the CQG server and MBT server NOT simply on the NT Sim 101 account FYI.

1:

Happens on FUTURES:

ZB->System.Collections.Generic.KeyNotFoundException : The given key was not present in the dictionary.
at System.Collections.Generic.Dictionary`2.get_Item(T Key key)
at NinjaTrader.Indicator.SessionPivots.CalculateValue Area(Boolean isDeveloping)
at NinjaTrader.Indicator.SessionPivots.OnBarUpdate()

2:

Happens on FUTURES:

**NT** Strategy 'MyStrategyv10_1dbcus/df4b642ff50142dcb4a74f4eceaf00c9' submitted an order that generated the following error 'UnableToChangeOrder'. Strategy has sent cancel requests, attempted to close the position and terminated itself.
**NT** Strategy 'MyStrategyv10_1dbcus/df4b642ff50142dcb4a74f4eceaf00c9' submitted a cancellation request for Order ID '354562968' has not been confirmed cancelled. Please check your account orders and positions.
1/10/2014 10:20:20 AM Cancelled pending exit order, since associated position is closed:
1/10/2014 10:20:21 AM Disable() called: strategy disabled
1/10/2014 10:20:21 AM CancelAllOrders: BarsInProgress=0
**NT** Disabling NinjaScript strategy 'MyStrategyv10_1dbcus/df4b642ff50142dcb4a74f4eceaf00c9'

3:

Happens on FOREX:

An over fill was detected on order...(this happens on the FOREX but not FUTURES)...same exact strategy. What things would I look for to fix in the code to adjust for FOREX to make it stop producing over fills being detected?

[NinjaTrader_ChelseaB]

Hello birdog,

Thanks for your post.

1) This message indicates that a particular key was attempted to be accessed in a dictionary or list. Are you using a list or dictionary in your code? Be sure that logically the key would exist in the list or dictionary before trying to call this.

2) and 3) These messages indicate that you are trying to cancel an order that has already filled.

I would recommend checking the state of the order before attempting to cancel this.

private IOrder myOrder = null;
myOrder = EnterLongLimit(1, Close[0]);
if (myOrder.OrderState != OrderState.Filled)
{
CancelOrder(myOrder);
}

[birdog]

@koganam would you have any thoughts as well here?

[birdog]

Hello birdog,

Thanks for your post.

1) This message indicates that a particular key was attempted to be accessed in a dictionary or list. Are you using a list or dictionary in your code? Be sure that logically the key would exist in the list or dictionary before trying to call this.

2) and 3) These messages indicate that you are trying to cancel an order that has already filled.

I would recommend checking the state of the order before attempting to cancel this.

private IOrder myOrder = null;
myOrder = EnterLongLimit(1, Close[0]);
if (myOrder.OrderState != OrderState.Filled)
{
CancelOrder(myOrder);
}

Hey there...thanks for the follow up...

1. Ok on #1. Thanks.

2. Do you mean to include the above could in the strategy? Can you send me a sample .cs that has it included?

[koganam]

@koganam would you have any thoughts as well here?

Not really. The questions are too generic. Essentially if you meet an exception, you will have to check for the exception before you act. In this case make sure that the bid or ask, as the case may be, is in correct position relative to your intended order price.

[NinjaTrader_ChelseaB]

Hi birdog,

Thanks for your reply. As kognam was saying there isn't really a fix all for all over fills. If you would like, you can create a simplified "toy" of your strategy that only has the code necessary to reproduce this issue and we can give you tips to try and correct it.