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    Synced accounts interrupted

    Hi Ninjas,

    I began to work with my Algo through InteractiveBrokers; in general so far, so good; but then a rare event occurred. I had a short position when at 00:27:00 came the normal IB resetting minute ( where always the connection is lost for about 1 minute ) then the whole system connected again. For this case I've previously chosen the following configuration in options:

    - Immediately submit live working historical orders
    - The box for "Cancel entry orders when strategy is disabled" was chosen
    - The box for "Cancel exit orders when strategy is disabled" was chosen

    - Disconnect delay seconds : 13
    - Number of restart attempts: 10
    - Restart within by minute: 10
    - Handling: Recalculate

    After the Algo was allegedly working good, detected a change in the position, where buy orders were sent to cover and then going Long, all well executed but after it the a rare situation remained: The Strategies pages info wasn't synced any longer with the correct position in the Account and of course with the real position in the IB TWS. I waited for several minutes hoping to see a "syncro" but it never happened. So at this point I had to disable the Algo and once again re-run it.
    Another info was when I stopped the Algo manually, the real position in the IB-TWS remained working, I had to close that position manually then.

    So my question is:
    Before the IB normal interruption, the Algo was working just fine, so, what happened? How can I prevent this situation ? Must I change any configuration in options to "keep running" as the best for this case?

    Obviously a solution would be change the "Disconnect delay seconds" to 59 in order to give time to IB to resetting, but I feel uncomfortable with this.

    Another observation: when initially I started the Algo, it immediately triggered an order, but when Disabled it and reconnected again that order was pinned in the chart in the "Second bar" and not the first one as it really happened, weird ah?

    If you need to look a Trace, Log, Orders files, please let me know, I'm really interested not to see this again.

    Thanks
    Last edited by pstrusi; 09-08-2013, 11:52 PM.

    #2
    pstrusi, you've set the strategy to recalcuate > this will mean it will rerun it's calculations on all historical data up to the reconnect point which could lead to a different strategy position and thus could mean the sync that prior to the disconnect existed is now not given anymore. Please also note that in this process any missing data for the disconnect period would not be reloaded. There are 3rd party tools like TWS start available that would attempt to automatically change the logoff time to provide a more continuous connection for IB, a Gateway connect option has been discussed on the forums as alternative means, too - it's not a fully supported way for our IB connection offers, however one that's considered strongly for enhancement in our next major platform update. For such a short time disconnect for your algo, it might be therefore best now to KeepRunning.
    BertrandNinjaTrader Customer Service

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      #3
      The curious thing is when I re-run the algo the signals were the same, but I understand what you say, so, yes you're right, for such a short time I thought too that might be the best solution to this minor issue.

      Thanks Bertrand and best regards

      Comment


        #4
        Bertrand,

        I was wondering: if I've chosen recalculate and synced accounts, why NT isn't able to recalculate once again and re-synced accounts ? why does it lose that capability?

        Wouldn't be interesting to NT to include this into an upgrade? I mean, this is really useful.

        Imagine for a moment that I had a technical problem with my ADSL connection, and it takes 10 minutes to reconnect..if I'm not in front of my PC, does this mean that NT isn't able to re-calculate and re-synced once again like it should be?
        Last edited by pstrusi; 09-09-2013, 09:37 AM.

        Comment


          #5
          pstrusi, there'a no automatic resync means provided as a means to safeguard against unintended order submission to your accounts, NT is generally not meant to be used a 'black box' operating without user supervision for an extended amount of time. As the script is enabled you would be in front of the system and could doublecheck the synchronize operation done. I will however note your request for more support in this area on our feedback lists.
          BertrandNinjaTrader Customer Service

          Comment


            #6
            I understand what you explain about NT point of view, however the feature "Re-calculate" leads to confusion, because it sounds that it's able to recalculate all, re-synced and continues; in fact the synced feature is just to protected us from non-sense trading, it sounds logic to me. Thanks for having this request in consideration for upgrade because I think it's really necessary due too many possible technical interruptions.

            Having in mind what you explain I must then set option in other way.

            Thanks Bertrand

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