Strategy disables

[robje737]

Hi,

in my tick chart i have an automated strategy running in real-time.

This has been terminated. What has actually caused this and why? How can this be prevented?

See attachements.

Regards,

Rob

[NinjaTrader_PatrickG]

From the screenshots you provided I can see that your strategy is configured to cancel all orders and flatten the position when an order is rejected. An order was rejected, so this logic executed and terminated your strategy.

To look into further detail I would need your log and trace files.

Since these files contain sensitive information, please send me your log and trace files from the platform so that I may look into what occurred.

You can do this by going to the Control Center-> Help-> Mail to Platform Support.

Ensuring 'Log and Trace Files' is checked will include these files. This is checked by default.

Please reference the following ticket number in the body of the email: 1627148 ATTN Patrick G

[robje737]

Thanks Patrick,

files sent.

[NinjaTrader_PatrickG]

Unfortunately I have not yet received your files.

Please write an email to PlatformSupport [AT] NinjaTrader [DOT] com. Reference 1627148 ATTN Patrick G in the body of the message and follow the steps below to manually attach your log and trace files to your email so I may investigate this matter further.

• Open your NinjaTrader folder under Documents.
• Right click on the 'log' and 'trace' folders and select Send To> Compressed (zipped) Folder.
• Send the 2 compressed folders as attachments to this email.
• Once complete, you can delete these compressed folders.

[D Trader]

Any / All Strategies Disable on Close of Open Chart Trader Position

Regardless of which strategy I apply to a time chart, the strategy will be disabled every time I close an open position in Chart Trader.

Even strategies that have nothing to do with order management are disabled when a position is closed -- for example: "Disabling NinjaScript strategy 'SampleStrategyPlot/92777813'" -- as reported by NT8 output window.

Steps to reproduce bug:

1. Open Chart Trader.
2. Apply a strategy like SampleStrategyPlot from Reference area to chart.
3. Place a market order using Chart Trader.
4. Close the open position using Chart Trader.
5. The strategy will be disabled instantly. Strategies with visual components will disappear from the chart.

Obviously, disabling strategies that actually manage orders every time a position is closed is a non-starter for NT8.



Thanks for looking into this issue.

[NinjaTrader_PatrickG]

Regardless of which strategy I apply to a time chart, the strategy will be disabled every time I close an open position in Chart Trader.

Even strategies that have nothing to do with order management are disabled when a position is closed -- for example: "Disabling NinjaScript strategy 'SampleStrategyPlot/92777813'" -- as reported by NT8 output window.

Steps to reproduce bug:

1. Open Chart Trader.
2. Apply a strategy like SampleStrategyPlot from Reference area to chart.
3. Place a market order using Chart Trader.
4. Close the open position using Chart Trader.
5. The strategy will be disabled instantly. Strategies with visual components will disappear from the chart.

Obviously, disabling strategies that actually manage orders every time a position is closed is a non-starter for NT8.



Thanks for looking into this issue.

Currently, this is expected and matches NinjaTrader 7 behavior. You can use the buy and sell buttons to flatten your position, but using the CLOSE button will disable active strategies. I will submit a feature request to reverse this behavior.

[D Trader]

Thanks for the reply, Patrick.

using the CLOSE button will disable active strategies

Wow, that information is a surprise! Having come from a background of using other trading platforms and just now picking up NinjaTrader at v. 8, I would never have guessed that strategies cannot call the Position.Close() method without disabling. Or that a trader who is monitoring their live strategy could not manually intervene and press the Close button on Chart Trader without disabling their strategies.

In fact, it took me a while to figure out why my strategy kept disabling -- the Position.Close() call and the Close button on CT both have the same effect.

For what it's worth... My experience with issuing a closing market order (e.g. a Sell Market to close a long position) is that there is a risk of sending more than one closing order during periods of execution status latency from the broker and/or data provider. So what ends up happening is the position could be reversed. (Been there, done that.)

So if necessary, the safest way for my strategy to exit immediately is to close the position, and let NT and the broker manage the details. While I realize the internals may work similarly to my code sending a market order, I have never had a position accidentally reversed on any platform when closing the position outright.

Thanks for submitting the change request -- I'm certain other NT8 traders will benefit also.

[D Trader]

Patrick G,

A follow-up question please.

When my strategy uses only unmanaged orders and I issue a call to Account.Positions[0].Close, NT8 also disables my strategy.

Is this behavior expected with unmanaged orders? Is there a way to turn off auto-disable of strategies in this case?

I would not anticipate this behavior when IsUnmanaged = true.

Thanks again.

[NinjaTrader_JessicaP]

Hello D Trader,


I have submitted a feature request to the product management team for the following feature :


This user would like a flag to allow account-wide order modifications, such as those done through Account.Positions members or through Chart Trader, to not disable a strategy


I will follow up with more information as soon as it's available. If the feature requests already exists, a vote will be added to it.


Please let us know if there are any other ways we can help.

[NinjaTrader_JessicaP]

This feature is being reviewed by the product management team and has been assigned the following unique tracking ID


SFT-1828


Please let us know if there is any other way we can help.