Real Money Automated Trading Journal

[Engine99]

any idea on a resolution for that?

 

[ddude]

Frosty,

Just how much of your profits will you give away before you move to a more reliable platform???

The definition of insanity is doing the same thing over and over and expecting a different result 8^(

Godspeed on your journey.
Cordially,
-DD-

 

[frostengine]

If I could get a "full view" of account holdings within NinjaTrader, I would be able to at least have rapid response to the issue occurring. Ninjatrader shows my positions correctly outside of the strategy, so obviously NT has this info. But does not seem its available to developers.

Another approach would be to write something to connect to MB Trading directly for this info.

I have considered switching platforms,however switching to Multicharts would be very difficult,there is a lot of code to port over. Would take longer than the free trial allows,which leaves me very little time to get it working and tested to ensure I don't have issues with that platform as well.

I could also fix by changing from MB Trading,but at the size I am trading, no other broker would allow me to test on small size such as this as efficiently.

 

[auspiv]

Quote from frostengine:

If I could get a "full view" of account holdings within NinjaTrader, I would be able to at least have rapid response to the issue occurring. Ninjatrader shows my positions correctly outside of the strategy, so obviously NT has this info. But does not seem its available to developers.

Another approach would be to write something to connect to MB Trading directly for this info.

I have considered switching platforms,however switching to Multicharts would be very difficult,there is a lot of code to port over. Would take longer than the free trial allows,which leaves me very little time to get it working and tested to ensure I don't have issues with that platform as well.

I could also fix by changing from MB Trading,but at the size I am trading, no other broker would allow me to test on small size such as this as efficiently.

This code is 100% unsupported, but it'll get you going in the right direction:

protected override void OnBarUpdate()
{
	if (CurrentBar == 0)
	{
		foreach (Account acct in Cbi.Globals.Accounts)
		{
			if (acct.Positions != null)
			{
				PositionCollection positions = acct.Positions;
				foreach (Position pos in positions)
				{
					Print(pos.Account.Name + " " + pos.Instrument + " " + pos.MarketPosition + " " + pos.Quantity + " " + pos.AvgPrice);
				}
			}
		}
	}
}

 

[JackR]

Quote from frostengine:...I have considered switching platforms,however switching to Multicharts would be very difficult,there is a lot of code to port over. Would take longer than the free trial allows,which leaves me very little time to get it working and tested to ensure I don't have issues with that platform as well..

It has been a while, but when I was considering getting MultiCharts I was able to get my trial period extended to 60 days (30 + an additional 30). You might give them a call or an email and see what they have to say.

You might look at MultiCharts.Net rather than MultiCharts. Porting might be simpler as it is C# based. I know ittle about it, but there is info on their web site.

Jack

 

[frostengine]

Quote from auspiv:

This code is 100% unsupported, but it'll get you going in the right direction:

protected override void OnBarUpdate()
{
	if (CurrentBar == 0)
	{
		foreach (Account acct in Cbi.Globals.Accounts)
		{
			if (acct.Positions != null)
			{
				PositionCollection positions = acct.Positions;
				foreach (Position pos in positions)
				{
					Print(pos.Account.Name + " " + pos.Instrument + " " + pos.MarketPosition + " " + pos.Quantity + " " + pos.AvgPrice);
				}
			}
		}
	}
}

Thank you for this code snippet. This is exactly what I have been looking for.

 

[frostengine]

Fun start to the week, right after going to bed last night, another 2 phantom trades happened. I lost 46 pips.

 

[frostengine]

Apparently MB Trading is unstable right now. More phantom trades occurred last night. In the middle of the night their servers keep disconnected. When it comes back up, NT produces phantom trades.... This is killing me.

The code supplied has helped identify, now I need to look into some sort of "flatten all"and restarting strategies automatically.

 

[Mr_You]

Maybe consider switching brokers?

Just read on another forum they ended up switching to Optimus because of unresolved issues with MB Trading.

 

[windchaser]

I would have switched brokers by now. I know you have good reasons to use MB, rebates being one of them, but it seems to me that you're paying those rebates in other ways (trade loss because of unreliable platform).

I would like to ask you some details on your approach with data mining, as it looks very similar to what I do (except I'm mostly a futures trader).

I'd be curious if you can share the approximate length of your target pattern (i.e. min/max and average length) and the length of the prediction window that is at 70-80% confidence, off course if you are willing to share this information.