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Unmanaged strategies disable without clear trigger

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    Unmanaged strategies disable without clear trigger

    Hello,

    Since yesterday I experie strategies that are disabled without any traceab reason.

    I run these strategies in unmanaged approach. These strategies are not new. I have used them for many months in their current form. Yesterday suddenly two strategies disabled themselves on the exact same time. I hoped it to be a single event issue, but today the same happened on another account. Log and trace don't show a thing. Just the line of the strategy being disabled. Quite weird.

    Itnhappende on different accounts running the same strategy, so it is not account driven. There are no try catches open or whatever, nor a single piece of code that trigger hard coded disabling.

    The one thing these three accounts had in common is that they all had open position. But others had open positions as well and those did not disable. The one strategy that disabled today was the only one running open positions, so I'm thinking in that direction.

    Had anything changed Ninjatrader side since yesterday which could trigger these events? I can't think of anything my side, becaus nothing has changed recently. This kust happened out of the blue without clear direction from the log and trace.

    Regards and thanks in advance for any guidance.

    #2
    Hello Francis,

    Thank you for writing in.

    So I may accurately assist you, please answer all of the following questions:
    • What version of NinjaTrader are you using? Please provide the entire version number. This can be found under Help -> About (Example: 8.?.?.?)
    • Who are you connected to? This is displayed in green in the lower-left corner of the Control Center window.
    • Who is your broker? Do you have different brokers for the different accounts running the same strategy?
    • What instrument symbol (and expiry if applicable) have you selected? For example, ES 03-22, AAPL, EURUSD, etc.
    • (For a chart) what interval is selected? For example, 5 minute, 1 day, 2000 volume, 4 Renko, etc.
    • At what time were the strategies disabled? (please include a time zone)
    • I understand you mentioned the log and trace do not show anything other than the strategy being disabled; at any point are there messages regarding connectivity issues or any other errors throughout the day?
    I am also unable to think of anything that would have changed with NinjaTrader since yesterday to cause this behavior. I hope that gathering additional information will help us to investigate further and get to the bottom of this.

    I look forward to your reply.

    Comment


      #3
      Thank you Emily for the quick follow up.

      Hereby the info on your questions.

      NT: 8.0.27.1-64bit

      Connection: Rithmic (Apex)

      Broker: Apex trader funding. Haven't been able yet to try others. All strategies were over a single broker connection.

      Symbol: MES 09-23

      Chart: not applicable

      Disabling times:
      31/7, 15:30:11 (GMT +2)
      1/8, 20:17:43 (GMT +2)

      There were no other things going on during this session. No disconnects, no floating orders, no reconnections etc. Every looks normal and steady.

      Hope this could be or any help, but I understand that without proper log and trace files this will probably just guessing.

      I can try to reset the databases. Haven't thought of that yet...

      Kind regards,
      Francis

      Comment


        #4
        Hello Francis,

        Thank you for your reply.

        You are correct; we will need to take a look at your log and trace files to get to the bottom of this. These files can be sent from the platform by going to Control Center-> Help-> Email Support. Ensuring 'Log and Trace Files' is checked will include these files. This is checked by default. Please include 'ATTN Emily C' in the subject line as well as a link to this forum thread in the body of the email.

        I don't suspect that resetting your database would have any effect on your strategy's behavior. I would be glad to offer additional insight after being able to analyze your diagnostic files.

        I look forward to assisting you further.​

        Comment


          #5
          Thanks again Emily for taking my support request seriously. Much appreciated. Especially when it happend again today, a few hours ago.

          I've send the log and trace files from within the platform.

          Regards,
          Francis

          Comment

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