Stable Server solution - automated trading with NinjaTrader + Interactive Brokers
I'am running Ninjatrader with a connection to Interactive Brokers on a server and wonder if there are ways to improve the stability of this setup.
Currently I have to check multiple times a day if everything is running and I would like to cut this down to once every two days or maybe even just once a week.
If the server reboots, if have to intervene in order to keep the trading system (= Interactive Brokers TWS/Gateway + Ninjatrader with activated strategies) running, since the NinjaTrader strategies are always turned off after relaunch.
Is it possible to have a setup where after a reboot all programs reconnect and continue trading as if nothing had happened?
How do keep your automated strategies running?
I don't know, but I've learned from experience that the strategies running on my server run more stable when I shut off Ninjatrader and log out of my Windows account on my server once a day, usually shortly after RTH has ended. A couple of hours later or so I then re-login, start Ninja, connect to my broker (Mirus) and re-enable all of my strategies. It's a daily task. It kind of sucks that I have to do this but ever since I have been doing this I have never had a problem. My strategies don't trade 24x5 so it's OK to be down a while, but some strategies trade a few hours after the Globex session begins so I have a few hours where I can be logged off and disconnected. Also, I reboot or "recycle" the server at least once a week, usually on the weekends or on Mondays (my strategies don't trade on Mondays). Rebooting sort of cleans your RAM, re-syncs the state of device drivers, etc. It's good to reboot every now and then.
You server may not have to reboot without notice, why should this happen ?
Everything can be coded to automatically restart everything, but is complex and tricky (you'll have to manage the open positions and the open orders yourself, that's safer). And if it's complex and tricky, it can't be reliable, so not a good option.
If your server reboot/crash, it's better to first understand why it happens, and start your strategies manually. This kind of event can happen maybe once in 2 or 3 years, so no need to do something fully automated for these specific events.
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