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order rejected - strategy crashes - what kind of exceptions
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order rejected - strategy crashes - what kind of exceptions

  #1 (permalink)
Trading Apprentice
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order rejected - strategy crashes - what kind of exceptions

Hello,
I went live for the first time today on a strategy I have been developing (after much sim account testing) and I ran into a problem when my strategy submitted an order. The order was rejected and immediately crashed my strategy.

The reason (it appears right now at least) the order was rejected was because it tried submitting an order size that violated my accounts "precautionary settings" on my brokers side. So I have increased that limit and I hope things will play out as planned tomorrow.

The question I have is, what sort of error handling should I think about when placing orders so my strategy will not crash on a rejected order or something similar? Standard try/catch block is clearly what I am going to wrap it in now but is there any other reference of specific error codes I can account for? Also any other suggested areas to insert try/catch blocks that otherwise would not have had a problem in regular sim account testing?

Thanks!

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  #3 (permalink)
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evanmedeiros View Post
Hello,
I went live for the first time today on a strategy I have been developing (after much sim account testing) and I ran into a problem when my strategy submitted an order. The order was rejected and immediately crashed my strategy.

The reason (it appears right now at least) the order was rejected was because it tried submitting an order size that violated my accounts "precautionary settings" on my brokers side. So I have increased that limit and I hope things will play out as planned tomorrow.

The question I have is, what sort of error handling should I think about when placing orders so my strategy will not crash on a rejected order or something similar? Standard try/catch block is clearly what I am going to wrap it in now but is there any other reference of specific error codes I can account for? Also any other suggested areas to insert try/catch blocks that otherwise would not have had a problem in regular sim account testing?

Thanks!

I believe you have to disable NT trade management and go the Unmanaged Orders route.

https://futures.io/ninjatrader-programming/9659-unmanaged-vs-managed-orders.html

Mike

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  #4 (permalink)
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Favorite Futures: stocks
 
Posts: 7 since Oct 2013
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Big Mike View Post
I believe you have to disable NT trade management and go the Unmanaged Orders route.

https://futures.io/ninjatrader-programming/9659-unmanaged-vs-managed-orders.html

Mike

Thanks for the response Mike.

I should have added that I am currently submitting orders in the unmanaged approach. I am thinking(hoping) I will be fine from here on out, so mostly just curious if any others have ran into similar problems I should account for.

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