Panic Disconnect ?

[thehammer]

so over the weekend the data stream disconnected on friday causing panic disconnect and shutting down the strategies and when i tried to resend them on Sunday , when they connected i had 6 strategies engaged one of the strategies close out at a massive loss , but in the back-data it had no loss logged and should not have closed with a loss, this asl happened to 2 other people that same day. so it not just my feed. fortunate for me i was just running sim tests , but i need to find a solution the this issue before live trading resumes. thanks,

[NinjaTrader_ChelseaB]

Hello thehammer,

Unfortunately, it would be possible to keep NinjaTrader connected during weekend maintenance when the servers are taken down.

The weekend maintenance should be over before the start of the Sunday trading session at 5:00 PM Central.


Regarding the strategy position or pnl changing, this could be due to a lack of 1 tick-intra bar granularity, TickReplay if Calculate is not .OnBarClose, and the immediately submit start behavior which would would allow a strategy position to be resumed.

https://ninjatrader.com/support/forum/forum/historical-beta-archive/version-8-beta/87750-load-cumulative-profit#post783182

[thehammer]

one of my friends told me this info "the problem is that when we go back to enable the strategies it tells me I can’t cancel live orders." so i have to ask when scheduled maintenance is happening? is there a posted schedule we can refer too?

[NinjaTrader_ChelseaB]

Hello thehammer,

Maintenance will typically occur between 12:00 AM Central Saturday ending before 5:00 PM Central Sunday.

The unable to cancel live orders would indicate that the strategy has placed orders but is now unable to cancel them. This could mean the strategy was enabled outside of market hours, or the strategy is not using the immediately submit start behavior with 1-tick intra-bar granularity implemented, or could mean the orders were manually cancelled or filled while NinjaTrader was disconnected.

[backtester831]

so over the weekend the data stream disconnected on friday causing panic disconnect and shutting down the strategies and when i tried to resend them on Sunday , when they connected i had 6 strategies engaged one of the strategies close out at a massive loss , but in the back-data it had no loss logged and should not have closed with a loss, this asl happened to 2 other people that same day. so it not just my feed. fortunate for me i was just running sim tests , but i need to find a solution the this issue before live trading resumes. thanks,

You should shutdown NinjaTrader on friday, and then reopen NinjaTrader on Sunday

[jeronymite]

backtester831 That's good advice for scalpers and (probably) for swing traders. It does not work for position traders. Hopefully though, traders who need to maintain positions across weekends are using Connections to the brokers with whom they are trading live, not relying on any other source of data for their live trades.

Thanks.

[backtester831]

backtester831 That's good advice for scalpers and (probably) for swing traders. It does not work for position traders. Hopefully though, traders who need to maintain positions across weekends are using Connections to the brokers with whom they are trading live, not relying on any other source of data for their live trades.

Thanks.

Why wouldn't shutting down NinjaTrader for position traders work? As in you have to have your computer on and NinjaTrader open for as long as you're in a position? Like if you want to hold a position open for 30 days, you leave your NinjaTrader running for 30 days straight? That doesn't sound right....

[jeronymite]

If you are running with synthetic/simulated Orders for Stop Loss or Profit Target or MIT, or any other form of Order management that requires continuous monitoring of Orders, it would be essential to keep NinjaTrader running continuously.

Some additional reading:

• https://ninjatrader.com/support/help...top_orders.htm
• https://forum.ninjatrader.com/forum/...actually-doing
• https://ninjatrader.com/support/help...rs_reside_.htm

Thanks.

[backtester831]

If you are running with synthetic/simulated Orders for Stop Loss or Profit Target or MIT, or any other form of Order management that requires continuous monitoring of Orders, it would be essential to keep NinjaTrader running continuously.

Some additional reading:

• https://ninjatrader.com/support/help...top_orders.htm
• https://forum.ninjatrader.com/forum/...actually-doing
• https://ninjatrader.com/support/help...rs_reside_.htm

Thanks.

Are you sure the simulated stop losses and MIT orders are deleted locally when restarting NinjaTrader? I just tested an ATM using MIT profit and simulated stop loss. Shut down NinjaTrader, saved workspace, restarted NinjaTrader, reconnected to brokerage account, and the MIT profit target and simulated stop loss came back onto to the chart. Give it a try yourself and see.

[jeronymite]

I recommend a close read of the links above.

Note the following direct quotes:

• [Simulated Stop] orders are held and simulated locally on your PC and are therefore subject to issues such as loss of internet connection and computer crashes
• [Simulated Stop] orders require stable and reliable market data since they are simulated; if market data stops flowing the [Simulated Stop] order stops simulating
• Due to the synthetic nature of MIT orders, it’s important to understand how they are managed by NinjaTrader. Once an MIT order is submitted, the order will be categorized in either the “Trigger Pending” or “Accepted” state. Trigger Pending: When in a Trigger Pending state, the MIT order is locally held by NinjaTrader. At this stage, it is imperative that NinjaTrader remain connected to the data feed to allow the platform to monitor the price of the market. Once the user defined price level is achieved, NinjaTrader will submit the market order.
• Please note that MIT orders and Simulated Orders, which are in TriggerPending state, could not be recovered by NinjaTrader, if the provider does not provide native support. The order state after connection recovery would then be 'Unknown'.
• Rithmic ... ... OCO (One Cancels Other) functionality is simulated on your local PC.

These alone are quite emphatic about the need for continuity of Connection. If the platform is not running or not Connected to the broker at any time, and if the market moves in a way that would execute a synthetic/simulated Order if the platform were fully operational and Connected during that period, the synthetic/simulated Order will not execute when it should, if at all, potentially causing major trade disruption. This continuous running/connectivity applies to all trading styles at all times for synthetic/simulated Orders.

Thanks.

[backtester831]

Still don't understand why it matters over the weekend when the broker connection is disconnected anyway?

[jeronymite]

Let's ask NT Support for the "official" take on all this and see what that contributes. ... Support?

Thanks.

[NinjaTrader_ChelseaB]

Hello jeronymite,

What is the specific question?

You are asking why there is weekend maintenance on the brokerage servers that causes the connection to disconnect?

You are asking why Market If Touched orders do not persist after restarting NinjaTrader?

[jeronymite]

NinjaTrader_ChelseaB Quite simply, please comment on the effect of shutting down NinjaTrader at any time whilst there are active synthetic/simulated Orders. This includes, but is not limited to, maintaining position trades across weekends.

Thanks.

[backtester831]

NinjaTrader_ChelseaB Quite simply, please comment on the effect of shutting down NinjaTrader at any time whilst there are active synthetic/simulated Orders. This includes, but is not limited to, maintaining position trades across weekends.

Thanks.

Not "included, but not limited to". Only limited to weekend because your claiming that NinjaTrader needs to be left open on Friday after close until Sunday market open if you have outstanding simulated stops or market if touch orders. I disagree because you can test it now, place those orders and restart NinjaTrader, and they will resume after starting NT again.

I said:


Then you said: