Lost Order Connection

[reynoldsn]

I've attached a screen-shot of my order log. It says "lost order connection but will keep running." It also says "Connection to NinjaTrader historical market data server lost."

With respect to the lost market data connection, I see a subsequent re-connect, "Connection to NinjaTrader historical market data server established" but no such message for the order connection.

Please advise.

[NinjaTrader_ChelseaB]

Hello reynoldsn,

Thanks for your post.

I just wanted to give you a heads up that you have posted in the NinjaScript Development section of the forums. This question may be better suited for the Connecting part of the forum.
http://ninjatrader.com/support/forum...isplay.php?f=8

However, I am seeing that the config wasn't able to download from the NinjaTrader severs either and this means you have lost connection to multiple servers.

I recommend you double check you are getting a steady internet signal and then manually disconnect and reconnect to re-establish the connection to the price feed and historical data servers.

[reynoldsn]

OK, thanks for the tip about the Connection forum.

While we're here, if the internet connection is lost, how long will the strategy keep running before it terminates?

[NinjaTrader_ChelseaB]

Hello reynoldsn,

The strategy will disable if you experience a full disconnection that is not able to reconnect instead of a temporary loss of internet.

The strategy will also disable if there are a certain number of restarts within a certain amount of minutes. By default this is set to 4 restart attempts within 5 minutes.

Below is a link to the help guide on the Tools -> Options... -> NinjaScript tab. Please see the section 'Understanding the NinjaScript tab'.
http://ninjatrader.com/support/helpG...tegies_tab.htm

[reynoldsn]

The documentation link you provided helps but I need something more of a full article explaining how to go about setting these values and properly managing them. Is any such article available?

[NinjaTrader_ChelseaB]

Hello reynoldsn,

I am not aware of any such document.

Basically it works like this with the default settings; if a delay of 10 seconds or greater is experienced causing a disconnect ninjatrader tries to re-connect. If NinjaTrader does this 4 times within 5 minutes then the strategy is disabled.

If you want this to not disable your script, you can set the number of restart attempts to a very high number that is not likely to happen and reduce the number of minutes that amount of restart attempts needs to happen within.

The less likely you are to get that many restart attempts in that many minutes the less likely your strategy will be disabled due to connection issues.


That said, if you are having connection issues that can cause all kinds of stuff to go wrong in the script. In particular if NinjaTrader sends a command to the brokerage and doesn't receive a confirmation that command was successful or rejected due to loss of connectivity then the script will get stuck and will not be able to continue placing orders.