Order Canceled By System:

[JBTrader]

Order would cross related reseting order!


This is the message I got when JBT was about to close my positions at
the end of trading hours? Here is the log file....

Order Canceled - reason:Order would cross related resting order (for
id X)
Order Canceled - reason:Order would cross related resting order (for
id Y)

Ideas?

[Eugene Kononov]

Can you please post (or email me privately, if you wish) your entire EventReport.htm? It's difficult to tell what's going on from the short snippet that you posted.

[JBTrader]

Sent you email

On Aug 18, 8:44 pm, Eugene Kononov <eugene.kono...@gmail.com> wrote:
> Can you please post (or email me privately, if you wish) your entire
> EventReport.htm? It's difficult to tell what's going on from the short
> snippet that you posted.
>

[Eugene Kononov]

I was searching for "Order would cross related resting order" on Google, and found my own post (in another forum some time ago) where I explained it:
http://investors.interactivebrokers.com/smf/index.php?action=printpage%3Btopic=42932.0

It appears that you are running JBT using a paper trading account, and if so, this would explained the error. Also, as explained in the JBT user manual, the IB paper trading account is useless for both data recording purposes, and for strategy testing purposes:
http://docs.google.com/View?id=dfzgvqp4_10gb63b8hg

For testing purposes, run JBT in the "forward test" mode using a real account. In this mode, everything would happen as if you were trading, except that no actual trades would be transmitted to TWS. Instead, the trades would be simulated. With the forward test mode and the real account, you also record actual market data.

[JBTrader]

I'm not using simulated account...

On Aug 18, 9:45 pm, Eugene Kononov <eugene.kono...@gmail.com> wrote:
> I was searching for "Order would cross related resting order" on Google, and

> found my own post (in another forum some time ago) where I explained it:http://investors.interactivebrokers.com/smf/index.php?action=printpag...

>
> It appears that you are running JBT using a paper trading account, and if
> so, this would explained the error. Also, as explained in the JBT user
> manual, the IB paper trading account is useless for both data recording
> purposes, and for strategy testing purposes:http://docs.google.com/View?id=dfzgvqp4_10gb63b8hg
>
> For testing purposes, run JBT in the "forward test" mode using a real
> account. In this mode, everything would happen as if you were trading,
> except that no actual trades would be transmitted to TWS. Instead, the
> trades would be simulated. With the forward test mode and the real account,
> you also record actual market data.
>

[Eugene Kononov]

Have you made any modifications to the JBT framework?

[JBTrader]

Yes, but mainly minor ones... New performance measures it avg time
exposed... Also i changed layout of backtest reports...

[Eugene Kononov]

Yes, but mainly minor ones... New performance measures it avg time
exposed... Also i changed layout of backtest reports...

Are you still placing market orders or are these limit orders?

[JBTrader]

Market orders. Speed is sacred for me
thanks

[nonlinear5]

> Order Canceled - reason:Order would cross related resting order (for
> id X)
> Order Canceled - reason:Order would cross related resting order (for
> id Y)

JBTrader, I emailed you the fix. Please let us know if it works, and
I'll roll it in the next release, if so.

[JBTrader]

Thank you!

Unfortenatly i cant apply the pathch for todays session. It'll be
ready for friday.


Thanks