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gg80108
05-18-2010, 09:12 AM
I have two strategies running , two different times frames TF and trying to sort out the order flow for each separate one.. Seems like there is nothing unique to tie an order back to a strategy in the log??? Have any suggestions so I can make this easier to figure out??

Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
5/18/2010 10:04:39 AM|1|32|Order='7ad0f41f80b04cd386df09346d0dccfd/Sim101' Name='IT2' New state=Working Instrument='TF 06-10' Action=Sell Limit price=704.8 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
5/18/2010 10:04:39 AM|1|32|Order='aebb24065105446bb1c77808ccbb906d/Sim101' Name='IStop1' New state=Accepted Instrument='TF 06-10' Action=Sell Limit price=0 Stop price=697.9 Quantity=2 Type=Stop Filled=0 Fill price=0 Error=NoError Native error=''

5/18/2010 10:05:12 AM|1|32|Order='762ce17e965341d1a919c550a83c60c9/Sim101' Name='Long 1a' New state=PendingSubmit Instrument='TF 06-10' Action=Buy Limit price=0 Stop price=0 Quantity=2 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''

5/18/2010 10:05:12 AM|1|32|Order='062e78a86b70423293e5843461746899/Sim101' Name='Long 1b' New state=PendingSubmit Instrument='TF 06-10' Action=Buy Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''

5/18/2010 10:05:12 AM|1|32|Order='762ce17e965341d1a919c550a83c60c9/Sim101' Name='Long 1a' New state=Accepted Instrument='TF 06-10' Action=Buy Limit price=0 Stop price=0 Quantity=2 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''

5/18/2010 10:05:12 AM|1|32|Order='762ce17e965341d1a919c550a83c60c9/Sim101' Name='Long 1a' New state=Working Instrument='TF 06-10' Action=Buy Limit price=0 Stop price=0 Quantity=2 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''

5/18/2010 10:05:12 AM|1|32|Order='762ce17e965341d1a919c550a83c60c9/Sim101' Name='Long 1a' New state=Filled Instrument='TF 06-10' Action=Buy Limit price=0 Stop price=0 Quantity=2 Type=Market Filled=2 Fill price=699.4 Error=NoError Native error=''

5/18/2010 10:05:12 AM|1|16|Execution='f32b72d7248e4e8ebbd53ec7885a1ae 1' Instrument='TF 06-10' Account='Sim101' Exchange=Default Price=699.4 Quantity=2 Market position=Long Operation=Insert Order='762ce17e965341d1a919c550a83c60c9' Time='5/18/2010 10:05:12 AM'

5/18/2010 10:05:12 AM|1|64|Instrument='TF 06-10' Account='Sim101' Avg price=699.8 Quantity=4 Market position=Long Operation=Update Currency=Unknown

5/18/2010 10:05:12 AM|1|32|Order='062e78a86b70423293e5843461746899/Sim101' Name='Long 1b' New state=Accepted Instrument='TF 06-10' Action=Buy Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''

5/18/2010 10:05:12 AM|1|32|Order='062e78a86b70423293e5843461746899/Sim101' Name='Long 1b' New state=Working Instrument='TF 06-10' Action=Buy Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''

5/18/2010 10:05:12 AM|1|32|Order='062e78a86b70423293e5843461746899/Sim101' Name='Long 1b' New state=Filled Instrument='TF 06-10' Action=Buy Limit price=0 Stop price=0 Quantity=1 Type=Market Filled=1 Fill price=699.4 Error=NoError Native error=''

5/18/2010 10:05:12 AM|1|16|Execution='95b46e640cad47308dacd11899bd87d d' Instrument='TF 06-10' Account='Sim101' Exchange=Default Price=699.4 Quantity=1 Market position=Long Operation=Insert Order='062e78a86b70423293e5843461746899' Time='5/18/2010 10:05:12 AM'

5/18/2010 10:05:12 AM|1|64|Instrument='TF 06-10' Account='Sim101' Avg price=699.72 Quantity=5 Market position=Long Operation=Update Currency=Unknown

5/18/2010 10:05:12 AM|1|32|Order='c2bda654d85b421ea73aae1e2a6e4b51/Sim101' Name='Profit target' New state=PendingSubmit Instrument='TF 06-10' Action=Sell Limit price=700.2 Stop price=0 Quantity=2 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''

5/18/2010 10:05:12 AM|1|32|Order='bbb0b1110ec8437fa2212c2544165865/Sim101' Name='Profit target' New state=PendingSubmit Instrument='TF 06-10' Action=Sell Limit price=707.4 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''

5/18/2010 10:05:13 AM|1|32|Order='c2bda654d85b421ea73aae1e2a6e4b51/Sim101' Name='Profit target' New state=Accepted Instrument='TF 06-10' Action=Sell Limit price=700.2 Stop price=0 Quantity=2 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''

5/18/2010 10:05:13 AM|1|32|Order='c2bda654d85b421ea73aae1e2a6e4b51/Sim101' Name='Profit target' New state=Working Instrument='TF 06-10' Action=Sell Limit price=700.2 Stop price=0 Quantity=2 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''

5/18/2010 10:05:13 AM|1|32|Order='bbb0b1110ec8437fa2212c2544165865/Sim101' Name='Profit target' New state=Accepted Instrument='TF 06-10' Action=Sell Limit price=707.4 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''

5/18/2010 10:05:13 AM|1|32|Order='bbb0b1110ec8437fa2212c2544165865/Sim101' Name='Profit target' New state=Working Instrument='TF 06-10' Action=Sell Limit price=707.4 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''

5/18/2010 10:06:00 AM|1|32|Order='fc207d9845714790a5b4ce7f6fcddf9e/Sim101' Name='IT1' New state=PendingChange Instrument='TF 06-10' Action=Sell Limit price=702.4 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''

5/18/2010 10:06:00 AM|1|32|Order='7ad0f41f80b04cd386df09346d0dccfd/Sim101' Name='IT2' New state=PendingChange Instrument='TF 06-10' Action=Sell Limit price=704.9 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
5/18/2010 10:06:00 AM|1|32|Order='aebb24065105446bb1c77808ccbb906d/Sim101' Name='IStop1' New state=PendingChange Instrument='TF 06-10' Action=Sell Limit price=0 Stop price=698 Quantity=2 Type=Stop Filled=0 Fill price=0 Error=NoError Native error=''
5/18/2010 10:06:01 AM|1|32|Order='aebb24065105446bb1c77808ccbb906d/Sim101' Name='IStop1' New state=Accepted Instrument='TF 06-10' Action=Sell Limit price=0 Stop price=698 Quantity=2 Type=Stop Filled=0 Fill price=0 Error=NoError Native error=''
5/18/2010 10:06:01 AM|1|32|Order='7ad0f41f80b04cd386df09346d0dccfd/Sim101' Name='IT2' New state=Accepted Instrument='TF 06-10' Action=Sell Limit price=704.9 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
5/18/2010 10:06:01 AM|1|32|Order='7ad0f41f80b04cd386df09346d0dccfd/Sim101' Name='IT2' New state=Working Instrument='TF 06-10' Action=Sell Limit price=704.9 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
5/18/2010 10:06:01 AM|1|32|Order='fc207d9845714790a5b4ce7f6fcddf9e/Sim101' Name='IT1' New state=Accepted Instrument='TF 06-10' Action=Sell Limit price=702.4 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
5/18/2010 10:06:01 AM|1|32|Order='fc207d9845714790a5b4ce7f6fcddf9e/Sim101' Name='IT1' New state=Working Instrument='TF 06-10' Action=Sell Limit price=702.4 Stop price=0 Quantity=1 Type=Limit Filled=0 Fill price=0 Error=NoError Native error=''
5/18/2010 10:06:27 AM|1|32|Order='c2bda654d85b421ea73aae1e2a6e4b51/Sim101' Name='Profit target' New state=PartFilled Instrument='TF 06-10' Action=Sell Limit price=700.2 Stop price=0 Quantity=2 Type=Limit Filled=1 Fill price=700.2 Error=NoError Native error=''
5/18/2010 10:06:27 AM|1|16|Execution='bdfbde52a5cc4dd383c80041dc01e59 3' Instrument='TF 06-10' Account='Sim101' Exchange=Default Price=700.2 Quantity=1 Market position=Short Operation=Insert Order='c2bda654d85b421ea73aae1e2a6e4b51' Time='5/18/2010 10:06:27 AM'
5/18/2010 10:06:27 AM|1|64|Instrument='TF 06-10' Account='Sim101' Avg price=699.72 Quantity=4 Market position=Long Operation=Update Currency=Unknown
5/18/2010 10:06:27 AM|1|32|Order='c2bda654d85b421ea73aae1e2a6e4b51/Sim101' Name='Profit target' New state=Filled Instrument='TF 06-10' Action=Sell Limit price=700.2 Stop price=0 Quantity=2 Type=Limit Filled=2 Fill price=700.2 Error=NoError Native error=''

NinjaTrader_RyanM
05-18-2010, 09:45 AM
Hello gg80108,

Thank you for your post.

You may want to look at the actual log files which will provide the strategy id associated with an order. Can also look at TraceOrders (http://www.ninjatrader-support.com/HelpGuideV6/TraceOrders.html) output to view more detailed information on strategy actions. Log files are stored in:
My Documents\NinjaTrader 6.5\Log
Example below:

5/17/2010 11:33:35 AM|1|32|Submitting order with strategy id-'925a093f76564313b9d56522e7c91995' (Ticks)
5/17/2010 11:33:36 AM|1|32|Order='620f581422fb4d61ad31e78e6eb29cd2/Sim101' Name='Entry' New state=PendingSubmit Instrument='ES 06-10' Action=Buy Limit price=0 Stop price=0 Quantity=2 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''
5/17/2010 11:33:36 AM|1|32|Order='620f581422fb4d61ad31e78e6eb29cd2/Sim101' Name='Entry' New state=Accepted Instrument='ES 06-10' Action=Buy Limit price=0 Stop price=0 Quantity=2 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''
5/17/2010 11:33:36 AM|1|32|Order='620f581422fb4d61ad31e78e6eb29cd2/Sim101' Name='Entry' New state=Working Instrument='ES 06-10' Action=Buy Limit price=0 Stop price=0 Quantity=2 Type=Market Filled=0 Fill price=0 Error=NoError Native error=''
5/17/2010 11:33:36 AM|1|32|Order='620f581422fb4d61ad31e78e6eb29cd2/Sim101' Name='Entry' New state=Filled Instrument='ES 06-10' Action=Buy Limit price=0 Stop price=0 Quantity=2 Type=Market Filled=2 Fill price=1123.75 Error=NoError Native error=''

gg80108
05-18-2010, 10:00 AM
The part of log , I included is a NT7 log.. Don't see any of this notation for any strategies.
"Submitting order with strategy id-'925a093f76564313b9d56522e7c91995' (Ticks)" that is in 6.5..

NinjaTrader_RyanM
05-18-2010, 10:55 AM
Thanks, I'll look into this a bit more.

NinjaTrader_RyanM
05-18-2010, 11:34 AM
The log file I was viewing earlier was for an order with an ATM strategy applied. You will not see this notation for NS automated strategies with version 6.5 or version 7.

What you can do is use the Name field from the entry signal names.
'Long 1a'
'Long 1b'

You could change those to be descriptive to the time frame. "TF 60 minute", "TF 15 minute".