Trade Visualisation missing in live trading.

[nfeldberg]

Let me try to provide more info:

1. I have checked your MA cross strategy with the same contract (Soy beans) and it is working fine. however you are using market orders and not limit and stops. I will try today when the market is open with a simple scale out strategy (which you provided) that uses stop and targets to see how it works.

2. just to explain again; the problem with the missing visualisation happens only on the soybean contract. trading live the same strategy (code) on the ES works fine including the trade visualisation. it might imply that something is wrong with the contract mapping, I am not sure.

3. I had yesterday another strange thing, suddenly Ninja has send a limit order to the market on a different contract which I am not trading and even don't have on my contract list. it is the ER2 09-08. see extract of the log:

19/08/2008 17:43 Order Account write permission denied Affected Order: Sell 1 Market 19/08/2008
17:43 Order Order='2683087/donotuse!Dorman!Sim' Name='External' New State=Rejected Instrument='ER2 09-08' Action=Sell Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=OrderRejected Native error='Account write permission denied'
19/08/2008 17:43 Order Account write permission denied Affected Order: Sell 1 Market
19/08/2008 17:43 Order Order='2683087/donotuse!Dorman!Sim' Name='External' New State=Accepted Instrument='ER2 09-08' Action=Sell Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=UnableToChangeOrder Native error='Account write permission denied'
19/08/2008 17:43 Order Order='2683087/donotuse!Dorman!Sim' Name='External' New State=Accepted Instrument='ER2 09-08' Action=Sell Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''

I have no clue how it arrived and where it comes from, luckily it tries my first connection which I am using as data feed, and didn't create real trade or problem but it is worries if Ninja are sending orders without a strategy connected to it??? any idea why it happened and how to make sure that it would not happen again?

I will update latter if the problem happens with your code as well on the soybeans.

thx
nir

[NinjaTrader_Dierk]

Hmm ... this all sounds pretty strange. I'm tempted to advise you on a fresh start to eliminate any potential trouble related to incorrect instrument mappings.

Here is what I suggest:
- please try Tools->Options->Misc->Reset instruments and restart NT
- if issue persists, then you should try a fresh DB by shutting down NT and manually deleting the DB file <my documents>/NinjaTrader6.5/db/NinjaTrader.mdb. Note: you could do a backup to restore the DB later in case the DB did not cause the trouble

Also: you don't place any trades on the account '2683087/donotuse!Dorman!Sim', do you?

[nfeldberg]

same problem happened on two separate computers. the live trading computer was a clean install yesterday, adding the ninja script and running the strategy, so I don't think a problematic database or instrument list is the problem.

in addition it acting the same with your scale out sample strategy so probably not a problem with my code. (see attached image).

to replicate put the scale out sample strategy on a 1 min chart of the Soy beans (ZS). contract month is november 08 and not the current front month (might be the problem?).

the problem happns only with connection to IB, paper or realtime account not above the sim account.

you can basicly see the entry in realtime, however the exit and the connecting lines are not showing. strategy preform as expected, just the visualisation is not there.


I do not place any trades on the account '2683087/donotuse!Dorman!Sim'. today it happened again this time on the 236362/donot..... with the YM instrument, I have no clue how it happned????!!!??? but I am disturbed.

thx looking forward for your response and to see if you could replicate the problem.

Nir

[NinjaTrader_Dierk]

Sorry we have no idea what's going on nor do we have any similar reports at that time.

[NinjaTrader_Dierk]

Here is another idea: Could it be that IB maps your fills on your ZS 11-08 order to a different expiry of ZS? What expiries to you see on the executions tab for the fills on your ZS 11-08 order?

[nfeldberg]

on IB real account I can see execution for the November contract as it should be. the strategy logic works fine, the only problem is the visualisation of the trades.

I explained exactly how to replicate the problem; are you planning to try and check if it indeed happens on your environment as well? you can check it in regards to your integration with IB.

To me it looks like a bug, which is easy to create on your environment with your sample code, so it would be great if you could follow up on this and see if it is a problem/bug or something that I am doing wrong.

thx again,
Nir

[NinjaTrader_Ray]

We are happy to investigate this however, would you be so kind to tell us if the executions you see in NinjaTrader (NOT TWS) are for ZS 11-08 before we take the next step.

Thanks

[Hugo1]

I have the same problem with the Exit visualization!

[NinjaTrader_Dierk]

- what instrument did you place your order on?
- please proceed as per post #20

[Hugo1]

The problem is on Forex Instruments. I have test it on EUR/USD,USD/CHF.
On IB Paper Account . Real Account I have not testet.

[NinjaTrader_Dierk]

To clarify: you can reproduce 100% this behavior:
- you run your "simple as possible" strategy on a 1 minute NT chart on your IB paper trade account for EUR/USD
- as you get an entry it's visualized on the chart right away
- as you get an exit it never is visualized
- you are running TWS 884 as per here: http://www.ninjatrader.com/webnew/su...ivebrokers.htm

[Hugo1]

yes,yes,yes,yes!

[NinjaTrader_Dierk]

Could you please post simple as possible strategy so we could try to analyze what's going on? Thanks

[Hugo1]

I used the Ma corssover sample scirpt form Ninjatrader.

[NinjaTrader_Dierk]

To clarify: It only happens on IB paper trade account for the currencies you mentioned. It would not happen on sim account nor for e.g. just futures like the ES or ER2. Is that correct?