I'm not comfortable with the 10X risk going from MNQ to NQ when there are these problems. Right now, I'm trading 1 MNQ until I can figure this out. This is overnight and daytime unsupervised trading. Yes, I will have to change a number of parameters.
I see. I was assuming that you were placing these test-orders manually, not full automatic and unsupervised. I fear that you would need to take several steps back before attempting to run any automated trading. My approach would be to write a script that places one order when I push a button. And see how that order goes. Both for opening a position, and for closing a position. Do this with some other instruments to see if there is any variation there (MES, MNQ, MCL, MGC, etc, all small contracts). Only when that works without issues would I let an automated tool run, still under my supervision. And only switch to unsupervised as a last step.
I appreciate the reply. I have been running this for months with few problems. And I have done auto trading for years. This just came up a couple weeks back. Perhaps I will look at another micro, but QQQ does backtest fairly well on this system and IB does trade it almost 24 hours. This system is unsupervised but has an attached order for a stop loss and a profit target that goes along with the trade execution.
I don't think it's about the liquidity otherwise you would get an error, warning, regarding the liquidity. Here the problem is "Unable to parse field" which is a data structure error such as the property "UseRTH" is missing for symbol MNQ or its property's type (int) is wrong. Something is trying to parse MNQ.UseRTH but it can't get the value, for one of the reasons explained above. The problem might be within your sheet because I guess you can chart MNQ but your sheet might be requesting historical data (with an error) before to send orders but if fails to retrieve the data.
Yes that's right if the code is time independent. I don't know but maybe the logic isn't the same depending on this or that. Maybe, during ETH, it's trying to know if you use RTH only ?
Yes, that's exactly what I was hoping once you brought it up. But, the stuff I did didn't pan out. And Sierra doesn't think that's the problem. In Symbol Settings, MNQ defaults to using regular trading session for 24 hours. And it says do not use extended hours. This is the default setting. I changed that, defined regular vs. extended hours and told it to use the extended hour session. It made perfect sense this was the problem, but it didn't change anything.
I have switched to the March futures. I have switched to MES futures for now to see if it will trade. I did not get any trades with the system so placed a manual this morning with the Trade Window. It worked perfectly. I am continuing with MES for now to see if it will trade properly. I also checked MES under Symbol Settings and there were discrepancies in the default settings wrt. MNQ. I have sent a message to Sierra support to ask them what they think.
Both the MES and MNQ March 2025 contracts have a lot of trading. Even in the "slow hours" are several thousand contracts being traded every hour. So liquidity should not be an issue in getting a single contract bought or sold.