Have you any idea or suggestions as to what is going on here?
I have a strategy that submits an ATM order during playback. I am testing in playback. An order gets submitted and executed, but NT8 then freezes and quits with no error.
This is the trace log before the termination. Seems to be stuck in some sort of order loop. Do you know what might be the cause?
2023-10-06 18:32:56:002 (Playback Connection) Cbi.Account.AccountItemUpdateCallback: account='Playback101' accountItem=WeeklyProfitLoss currency=UsDollar value=*****
2023-10-06 18:32:56:002 (Playback Connection) Cbi.Account.ResetSimulationAccount.End: account='Playback101'
2023-10-06 18:33:02:356 Cbi.Instrument.RequestBars (to Provider): instrument='@NAS100' from='Sunday, 06, 02, 2022 00:00:00' to='Friday, 29, 09, 2023 00:00:00' period='1 Minute'
2023-10-06 18:33:02:718 Cbi.Instrument.RequestBars (to Provider): instrument='@NAS100' from='Sunday, 04, 12, 2022 00:00:00' to='Friday, 29, 09, 2023 00:00:00' period='1 Minute'
2023-10-06 18:36:57:039 ActiproManager.LoadIntellipromptAssemblies (BrightWire.Net4): Could not load file or assembly 'protobuf-net, Version=2.4.0.0, Culture=neutral, PublicKeyToken=257b51d87d2e4d67' or one of its dependencies. The system cannot find the file specified.
2023-10-06 18:37:22:673 (Playback Connection) Cbi.Account.CreateOrder: orderId='1463dbcb6c574f2f88d33c177867fdb0' account='Playback101' name='Entry' orderState=Initialized instrument='@NAS100' orderAction=Sell orderType='Market' limitPrice=0 stopPrice=0 quantity=1 tif=Day oco='' filled=0 averageFillPrice=0 onBehalfOf='' id=38408 time='2023-09-29 06:28:25' gtd='2099-12-01' statementDate='2023-09-29' id=-1 comment=''
2023-10-06 18:37:22:757 (Playback Connection) Cbi.Account.Submit0: realOrderState=Initialized isPendingSubmit=False orderId='1463dbcb6c574f2f88d33c177867fdb0' account='Playback101' name='Entry' orderState=Initialized instrument='@NAS100' orderAction=Sell orderType='Market' limitPrice=0 stopPrice=0 quantity=1 tif=Day oco='' filled=0 averageFillPrice=0 onBehalfOf='' id=38408 time='2023-09-29 06:28:25' gtd='2099-12-01' statementDate='2023-09-29'
2023-10-06 18:37:22:768 (Playback Connection) Cbi.Account.Submit1: realOrderState=Initialized orderId='1463dbcb6c574f2f88d33c177867fdb0' account='Playback101' name='Entry' orderState=Initialized instrument='@NAS100' orderAction=Sell orderType='Market' limitPrice=0 stopPrice=0 quantity=1 tif=Day oco='' filled=0 averageFillPrice=0 onBehalfOf='' id=38408 time='2023-09-29 06:28:25' gtd='2099-12-01' statementDate='2023-09-29'
2023-10-06 18:37:22:770 (Playback Connection) Cbi.Simulator.Submit: realOrderState=Initialized orderId='1463dbcb6c574f2f88d33c177867fdb0' account='Playback101' name='Entry' orderState=Initialized instrument='@NAS100' orderAction=Sell orderType='Market' limitPrice=0 stopPrice=0 quantity=1 tif=Day oco='' filled=0 averageFillPrice=0 onBehalfOf='' id=38408 time='2023-09-29 06:28:25' gtd='2099-12-01' statementDate='2023-09-29' delay=0
2023-10-06 18:37:22:784 (Playback Connection) Cbi.Account.OrderUpdateCallback: realOrderState=Submitted orderId='1463dbcb6c574f2f88d33c177867fdb0' account='Playback101' name='Entry' orderState=Submitted instrument='@NAS100' orderAction=Sell limitPrice=0 stopPrice=0 quantity=1 orderType='Market' filled=0 averageFillPrice=0 time='2023-09-29 06:28:25' statementDate='2023-09-29' error=NoError comment='' nr=-1
2023-10-06 18:37:22:809 (Playback Connection) Cbi.Account.OrderUpdateCallback: realOrderState=Accepted orderId='1463dbcb6c574f2f88d33c177867fdb0' account='Playback101' name='Entry' orderState=Accepted instrument='@NAS100' orderAction=Sell limitPrice=0 stopPrice=0 quantity=1 orderType='Market' filled=0 averageFillPrice=0 time='2023-09-29 06:28:25' statementDate='2023-09-29' error=NoError comment='' nr=-1
2023-10-06 18:37:22:809 (Playback Connection) Cbi.Account.OrderUpdateCallback: realOrderState=Working orderId='1463dbcb6c574f2f88d33c177867fdb0' account='Playback101' name='Entry' orderState=Working instrument='@NAS100' orderAction=Sell limitPrice=0 stopPrice=0 quantity=1 orderType='Market' filled=0 averageFillPrice=0 time='2023-09-29 06:28:25' statementDate='2023-09-29' error=NoError comment='' nr=-1
2023-10-06 18:37:22:820 (Playback Connection) Cbi.Simulator.Fill1: realOrderState=Working orderId='1463dbcb6c574f2f88d33c177867fdb0' maxFillQuantity=1 price=14719.39 thread=47
2023-10-06 18:37:22:820 (Playback Connection) Cbi.Simulator.Fill2: realOrderState=Working orderId='1463dbcb6c574f2f88d33c177867fdb0' fillQuantity=1 price=14719.39
2023-10-06 18:37:22:820 (Playback Connection) Cbi.Account.OrderUpdateCallback: realOrderState=Filled orderId='1463dbcb6c574f2f88d33c177867fdb0' account='Playback101' name='Entry' orderState=Filled instrument='@NAS100' orderAction=Sell limitPrice=0 stopPrice=0 quantity=1 orderType='Market' filled=1 averageFillPrice=14719.39 time='2023-09-29 06:28:25' statementDate='2023-09-29' error=NoError comment='' nr=4
2023-10-06 18:37:22:853 (Playback Connection) NinjaScript.AtmStrategy.ManageBrac****rders0: account='Playback101' instrument='@NAS100' id='289835543' filled=1 outstanding=0 stopTargetHandling=PerEntryExecution filledOrders='1463dbcb6c574f2f88d33c177867fdb0+=1 ' outstandingOrders='' thread=47
2023-10-06 18:37:22:855 (Playback Connection) NinjaScript.AtmStrategy.ManageBrac****rders1: account='Playback101' instrument='@NAS100' id='289835543' initialEntryOrderId='1463dbcb6c574f2f88d33c177867f db0' bracket=0 qty=1 stopOrdersOutstandingQuantity=0 quantity2Add=1 exitOrders=''
2023-10-06 18:37:22:859 (Playback Connection) NinjaScript.AtmStrategy.ManageStopOrder: account='Playback101' instrument='@NAS100' id='289835543' idx=0 orderType=StopMarket quantity=1 limitPrice=0 stopPrice=14737.5 oco='720485d11d97485b9b75924348dace07'
2023-10-06 18:37:22:859 (Playback Connection) Cbi.Account.CreateOrder: orderId='4f031656ea8b4cc49600379ccdb5393d' account='Playback101' name='Stop1' orderState=Initialized instrument='@NAS100' orderAction=BuyToCover orderType='Stop Market' limitPrice=0 stopPrice=14737.5 quantity=1 tif=Gtc oco='720485d11d97485b9b75924348dace07' filled=0 averageFillPrice=0 onBehalfOf='' id=38409 time='2023-09-29 06:28:25' gtd='2099-12-01' statementDate='2023-09-29' id=-1 comment=''
2023-10-06 18:37:22:859 (Playback Connection) Cbi.Account.Submit0: realOrderState=Initialized isPendingSubmit=False orderId='4f031656ea8b4cc49600379ccdb5393d' account='Playback101' name='Stop1' orderState=Initialized instrument='@NAS100' orderAction=BuyToCover orderType='Stop Market' limitPrice=0 stopPrice=14737.5 quantity=1 tif=Gtc oco='720485d11d97485b9b75924348dace07' filled=0 averageFillPrice=0 onBehalfOf='' id=38409 time='2023-09-29 06:28:25' gtd='2099-12-01' statementDate='2023-09-29'
2023-10-06 18:37:22:860 (Playback Connection) Cbi.Account.Submit1: realOrderState=Initialized orderId='4f031656ea8b4cc49600379ccdb5393d' account='Playback101' name='Stop1' orderState=Initialized instrument='@NAS100' orderAction=BuyToCover orderType='Stop Market' limitPrice=0 stopPrice=14737.5 quantity=1 tif=Gtc oco='720485d11d97485b9b75924348dace07' filled=0 averageFillPrice=0 onBehalfOf='' id=38409 time='2023-09-29 06:28:25' gtd='2099-12-01' statementDate='2023-09-29'
2023-10-06 18:37:22:873 (Playback Connection) Cbi.Simulator.Submit: realOrderState=Initialized orderId='4f031656ea8b4cc49600379ccdb5393d' account='Playback101' name='Stop1' orderState=Submitted instrument='@NAS100' orderAction=BuyToCover orderType='Stop Market' limitPrice=0 stopPrice=14737.5 quantity=1 tif=Gtc oco='720485d11d97485b9b75924348dace07' filled=0 averageFillPrice=0 onBehalfOf='' id=38409 time='2023-09-29 06:28:25' gtd='2099-12-01' statementDate='2023-09-29' delay=0
2023-10-06 18:37:22:874 (Playback Connection) Cbi.Account.OrderUpdateCallback: realOrderState=Submitted orderId='4f031656ea8b4cc49600379ccdb5393d' account='Playback101' name='Stop1' orderState=Submitted instrument='@NAS100' orderAction=BuyToCover limitPrice=0 stopPrice=14737.5 quantity=1 orderType='Stop Market' filled=0 averageFillPrice=0 time='2023-09-29 06:28:25' statementDate='2023-09-29' error=NoError comment='' nr=-1
2023-10-06 18:37:22:874 (Playback Connection) Cbi.Account.OrderUpdateCallback: realOrderState=Accepted orderId='4f031656ea8b4cc49600379ccdb5393d' account='Playback101' name='Stop1' orderState=Accepted instrument='@NAS100' orderAction=BuyToCover limitPrice=0 stopPrice=14737.5 quantity=1 orderType='Stop Market' filled=0 averageFillPrice=0 time='2023-09-29 06:28:25' statementDate='2023-09-29' error=NoError comment='' nr=-1
2023-10-06 18:37:22:874 (Playback Connection) Cbi.Account.CreateOrder: orderId='4df91db366d649ef91e9af4add468dfe' account='Playback101' name='Target1' orderState=Initialized instrument='@NAS100' orderAction=BuyToCover orderType='MIT' limitPrice=0 stopPrice=14692 quantity=1 tif=Gtc oco='720485d11d97485b9b75924348dace07' filled=0 averageFillPrice=0 onBehalfOf='' id=38410 time='2023-09-29 06:28:25' gtd='2099-12-01' statementDate='2023-09-29' id=-1 comment=''
Log cut short to not exceed max msg size, but it just goes on like this...
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