Unwanted Position Reversal on Exit with Market Order (IB Papertrading)

[EvolveK]

Hi!

I am currently testing a strategy on 50 Stocks from the Nasdaq 100 Index, with a default position size of 1,000. Exit is via a time-stop, i.e. I send a simple market order to close the whole Position at once.

STRANGELY, this is what happened today:
- I had an open long position in one stock of 1000 shares in an IB-Papertrading account, then the timestop was activated
- NT sent a market order for 1000 shares routed via IB-SMART
- NT then sent another market order for 100 shares via ISLAND
- Resulting net-short position of 100 shares

Any ideas as to why that happens and how I can prevent it, especially if I want to leave Papertrading and go for real?

Thanks and best regards!

[NinjaTrader_Ray]

Is this in a NinjaScript strategy?

We do not support the IB Paper-Trading account due to inconsistent behaviour. I suggest running your tests using the NT Sim101 account.

[EvolveK]

Yes, this is a simple Ninjascript strategy.

OK - my intention in using the IB Papertrading account was to test how NT and IB work together before I trade my real account.

Does that mean that these false positions should never occur in real trading?
In what way, technically speaking, does the IB Papertrading account behave inconsistently?

Many thanks
Martin

[NinjaTrader_Dierk]

>> In what way, technically speaking, does the IB Papertrading account behave inconsistently?
There are issues where TWS does behave different than regular demo or live account.