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Omni Pilot Discussion
Why didn't OP enter trade today?
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Buffalo

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Subject : Why didn't OP enter trade today?
Posted : 4/12/2010 7:18 PM
Post #15982

Win XP sp3. OT 2010 pr3H. IB acct using proper (nirvana provided) TWS. TWS up and running, logged in. Plenty of buying power avail. Using OP EOD script to run OT and trade using real acct. Cuts from OP action log below.

So, why didn't OP enter the SYMC trade today?


Apr 12, 08:30:00 Script:
------------- Logging EOD Settings -------------
Script Name: EOD_Trader
Profile: Stocks
OmniScan List: ALL EOD
Time Frames: DAILY
Strategy: All Strategies
TradePlan: NSP35 IB
Start OT: 8:30 AM
Start Trade Time: 8:45 AM
End Trade Time: 4:00 PM
Close OT: 3:30 PM
Interval Trading: True
Intervals Repeat Every: 0 Hour(s) and 30 Minute(s)
Process Exit Signal: True
Exit On Reversing Signal: False
Batch Submit Time: 4/11/2010 09:27:00
Broker: IB
Account: UXXXXXX
Force Reconnect on Brokerage Outage: True
Retry Reconnect After (seconds): 180
Limit Number of Reconnection Attempts: True
Number of Attempts: 30
Manual Allocation: True
Reserve Equity %: False
Min Allocation: 0
Max Allocation: 10
Min Shares: 10
Max Shares: 100
Max Leverage: 2
Email Address: buffaloa1o@hotmail.com
Send Order Email: True
Send Broker Disconnect Email: False
Send Broker Report: True
Send Broker Report Every: 2 hours and 0 minutes
Send Email Only: False
-------------------------------------------------
Apr 12, 08:30:00 Script: Setting up your OmniTrader Environment
Apr 12, 08:30:00 OmniPilot: StartOT
Apr 12, 08:30:00 OmniPilot: SetRealMode: Already in real-mode.
Apr 12, 08:30:00 OmniPilot: OpenProfile: Stocks
Apr 12, 08:30:02 OmniPilot: Using Broker: Interactive Brokers Account: UXXXXXX
Apr 12, 09:13:28 Script: Trading Focus List...
Apr 12, 09:13:28 Script: Trading signals from All Strategies on the DAILY timeframe.
Apr 12, 09:13:29 Script: ----------------------------------
Apr 12, 09:13:29 Script: Processing 'Delayed Long' signal on symbol SYMC
Apr 12, 09:13:29 Script: Delayed Long signal found. Action = Start Long Trade Plan
Apr 12, 09:13:30 Script: Do Trade: Trading on symbol SYMC
Apr 12, 09:13:30 Script: Initial share based on max allocation: 57.63484
Apr 12, 09:13:30 Script: No fractional shares. Resizing shares: 57
Apr 12, 09:13:31 Script: WARNING! Broker contains an open position for symbol GTLS which does not have a trade plan assigned. You can potentially over leverage your account.
Apr 12, 09:13:31 Script: WARNING! Broker contains an open position for symbol JBL which does not have a trade plan assigned. You can potentially over leverage your account.
Apr 12, 09:13:31 Script: Current Total Value of Trades - $2,140.95
Apr 12, 09:13:31 Script: Current Total Allocated @ Max Leverage ( 2 ) - $1,070.48
Apr 12, 09:13:31 Script: Shares Calculated: 57
Apr 12, 09:13:31 Script: RecordOrder: A LONG order has been recorded for symbol SYMC

(email sent to me at 9:13 that order for 57 SYMC was ready for batch submission)

LONG SYMC for57 shares'
Apr 12, 09:42:58 Script: Trading completed for this interval.
Apr 12, 09:43:59 System.NullReferenceException: Object reference not set to an instance of an object.
at OmniPilot2010._modUserInterface.Script.TradeBotBase.MySubmitOrders() in C:\Program Files\Nirvana\OT2010\VBA\OmniPilot\Temp\UserInterface.txt:line 1144

******************
Here is part referenced in this error - but the error was at 9:42 - the order should have been sent to IB already and executed at 9:30

' -------------------------------------------------------------------------------------
' Name: MySubmitOrders
' Purpose: Pass script specific information to the common SubmitBatchOrders method
Protected Sub MySubmitOrders()
ScriptRunning = True
moUpdateUI.Invoke(Name, True)
Call SubmitBatchOrders(Me)
ScriptRunning = False
moUpdateUI.Invoke(Name, False)
1144: End Sub
***************************************

OP log:

OmniPilot Log File
Customer: William Leake (Cust# XXXXXX)
Date/Time: 4/11/2010 21:36:07
Component: OmniPilot
System: Windows XP Professional, Service Pack 3 (2600)
Version: 2010.0 (3040)
--------------------------------------------------------

4/12/2010 09:42:58 Error 91: Object reference not set to an instance of an object..
Occured in routine - _modUserInterface .Script

Process Sequence (OmniTrader 2010):
-----------------
at OmniPilot2010._modUserInterface.Script.TradeBotBase.MySubmitOrders() in C:\Program Files\Nirvana\OT2010\VBA\OmniPilot\Temp\UserInterface.txt:line 1144
--------------------
at System.RuntimeMethodHandle._InvokeMethodFast(Object target, Object[] arguments, SignatureStruct& sig, MethodAttributes methodAttributes, RuntimeTypeHandle typeOwner)
at System.RuntimeMethodHandle.InvokeMethodFast(Object target, Object[] arguments, Signature sig, MethodAttributes methodAttributes, RuntimeTypeHandle typeOwner)
at System.Reflection.RuntimeMethodInfo.Invoke(Object obj, BindingFlags invokeAttr, Binder binder, Object[] parameters, CultureInfo culture, Boolean skipVisibilityChecks)
at System.Delegate.DynamicInvokeImpl(Object[] args)
at OmniPilot2010.CIDEOuterloop.Invoke(Delegate delCallback, Object[] aoArguments)
at OmniPilot2010.CWorker.ProcessEvent()

CurrentThreadId: Managed=7, Non-managed=4808

****************************************************
OP action log (from OP window):

Apr 12, 19:05:46 OmniPilot: Script stopped.
Apr 12, 19:05:45 OmniPilot: Waiting for script to stop.
Apr 12, 19:05:38 OmniPilot: Stopping OmniPilot Script

Apr 12, 15:42:50 Script: Trading completed for this interval.
Apr 12, 15:42:36 Script: Trading signals from All Strategies on the DAILY timeframe.
Apr 12, 15:42:36 Script: Trading Focus List...
Apr 12, 15:12:59 Script: Trading completed for this interval.
Apr 12, 15:12:45 Script: Trading signals from All Strategies on the DAILY timeframe.
Apr 12, 15:12:45 Script: Trading Focus List...
Apr 12, 14:42:59 Script: Trading completed for this interval.
Apr 12, 14:42:45 Script: Trading signals from All Strategies on the DAILY timeframe.
Apr 12, 14:42:45 Script: Trading Focus List...
Apr 12, 14:13:04 Script: Trading completed for this interval.
Apr 12, 14:12:48 Script: Trading signals from All Strategies on the DAILY timeframe.
Apr 12, 14:12:48 Script: Trading Focus List...
Apr 12, 13:43:00 Script: Trading completed for this interval.
Apr 12, 13:42:46 Script: Trading signals from All Strategies on the DAILY timeframe.
Apr 12, 13:42:46 Script: Trading Focus List...
Apr 12, 13:12:52 Script: Trading completed for this interval.
Apr 12, 13:12:40 Script: RecordOrder: A LONG order has been recorded for symbol COO
Apr 12, 13:12:39 Script: Initial share based on max allocation: 24.84625
Apr 12, 13:12:38 Script: Trading signals from All Strategies on the DAILY timeframe.
Apr 12, 13:12:38 Script: Trading Focus List...
Apr 12, 12:43:00 Script: Trading completed for this interval.
Apr 12, 12:42:47 Script: Trading signals from All Strategies on the DAILY timeframe.
Apr 12, 12:42:47 Script: Trading Focus List...
Apr 12, 12:12:46 Script: Trading completed for this interval.
Apr 12, 12:12:32 Script: Trading signals from All Strategies on the DAILY timeframe.
Apr 12, 12:12:32 Script: Trading Focus List...
Apr 12, 11:42:58 Script: Trading completed for this interval.
Apr 12, 11:42:44 Script: Trading signals from All Strategies on the DAILY timeframe.
Apr 12, 11:42:44 Script: Trading Focus List...
Apr 12, 11:12:49 Script: Trading completed for this interval.
Apr 12, 11:12:36 Script: Trading signals from All Strategies on the DAILY timeframe.
Apr 12, 11:12:36 Script: Trading Focus List...
Apr 12, 10:43:00 Script: Trading completed for this interval.
Apr 12, 10:42:46 Script: Trading signals from All Strategies on the DAILY timeframe.
Apr 12, 10:42:46 Script: Trading Focus List...
Apr 12, 10:12:56 Script: Trading completed for this interval.
Apr 12, 10:12:43 Script: Ignoring order for symbol SYMC as a recorded order already exists for it.
Apr 12, 10:12:43 Script: Initial share based on max allocation: 57.52629
Apr 12, 10:12:41 Script: Trading signals from All Strategies on the DAILY timeframe.
Apr 12, 10:12:41 Script: Trading Focus List...
Apr 12, 09:42:58 Script: Trading completed for this interval.
Apr 12, 09:42:46 Script: Ignoring order for symbol SYMC as a recorded order already exists for it.
Apr 12, 09:42:45 Script: Initial share based on max allocation: 57.56007
Apr 12, 09:42:43 Script: Trading signals from All Strategies on the DAILY timeframe.
Apr 12, 09:42:43 Script: Trading Focus List...
Apr 12, 09:13:48 Script: Trading completed for this interval.
Apr 12, 09:13:31 Script: RecordOrder: A LONG order has been recorded for symbol SYMC
Apr 12, 09:13:30 Script: Initial share based on max allocation: 57.63484
Apr 12, 09:13:28 Script: Trading signals from All Strategies on the DAILY timeframe.
Apr 12, 09:13:28 Script: Trading Focus List...
Apr 12, 08:30:02 OmniPilot: Using Broker: Interactive Brokers Account: UXXXXXX
Apr 12, 08:30:00 OmniPilot: OpenProfile: Stocks
Apr 12, 08:30:00 OmniPilot: SetRealMode: Already in real-mode.
Apr 12, 08:30:00 OmniPilot: StartOT
Apr 12, 08:30:00 Script: Setting up your OmniTrader Environment
Apr 12, 08:30:00 Script:
------------- Logging EOD Settings -------------
Script Name: EOD_Trader
Profile: Stocks
OmniScan List: ALL EOD
Time Frames: DAILY
Strategy: All Strategies
TradePlan: NSP35 IB
Start OT: 8:30 AM
Start Trade Time: 8:45 AM
End Trade Time: 4:00 PM
Close OT: 3:30 PM
Interval Trading: True
Intervals Repeat Every: 0 Hour(s) and 30 Minute(s)
Process Exit Signal: True
Exit On Reversing Signal: False
Batch Submit Time: 4/11/2010 09:27:00
Broker: IB
Account: UXXXXXX
Force Reconnect on Brokerage Outage: True
Retry Reconnect After (seconds): 180
Limit Number of Reconnection Attempts: True
Number of Attempts: 30
Manual Allocation: True
Reserve Equity %: False
Min Allocation: 0
Max Allocation: 10
Min Shares: 10
Max Shares: 100
Max Leverage: 2
Email Address: buffaloa1o@hotmail.com
Send Order Email: True
Send Broker Disconnect Email: False
Send Broker Report: True
Send Broker Report Every: 2 hours and 0 minutes
Send Email Only: False
-------------------------------------------------
Apr 11, 22:00:42 OmniPilot: OnStartup completed.
Apr 11, 21:36:21 OmniPilot: Starting OmniPilot Script: EOD_Trader.txt
Apr 11, 21:36:20 OmniPilot: Build OK
Apr 11, 21:36:12 OmniPilot: Build OK


[Edited by Buffalo on 4/12/2010 7:23 PM]

Attached file : OmniPilotAction_04122010.log (2966KB - 464 downloads)
Attached file : OmniPilot.log (1KB - 423 downloads)

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Buffalo

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Subject : RE: Why didn't OP enter trade today?
Posted : 4/13/2010 9:36 AM
Post #15989 - In reply to #15982

Well Today OP/OT/IB didn't enter any trades AGAIN. When I left for work TWS was up and logged in, OP was running EOD script, plenty of $$ available in the acct, internet is connected, on a stable, clean Win XP sp3 machine. At 9:15 I get an email from OP (as it's set-up to do) that two signals are ready for "batch submission" but they never get into IB. At 9:45 I get the same email, again, that orders are ready for batch submission. Ready for what? Nothing is being done with them! They are MARKET orders - submit them, even after the open, and they get filled.

That was on one computer - the win XP machine connected to IB.

None of my orders on my Win7x64 machine (connected to MB) went in either. This morning when I got up on the brand new win7 machine I saw that OT had CRASHED again overnight. Everyday OT crashes for no apparent reason. Overnight OT was Not doing anything - not strat wizard, not training a CB/NN, not running To-Do, just on waiting to do what I really want it to do - TRADE STOCKS. But no, it crashes for no reason I can tell (it crashes EVERYDAY like this). See attached. The crash does not generate anything in the OT log so how do I diagnose it? OT2010 PR3K. So I close OT, clean out the .ldb files, and restart OT. Hope that it can last through the day to enter my trades AND MONITOR MY STOPS on exiting trades (ummm, kinda important)

At 7:30 AM I left for work and OT was up and connected to MB. OP EOD was running. Several trades should've been entered today. But nothing happened, no emails from OP (??), no trades entered with MB, nothing. Did OT crash agin? Why didn't OP send me an email?

2 machines, 2 failures - and this is happeneing every day. Some error, something, happens and OT/OP/IB FAILS again and again.

I have been working with OT for several years now. I consider myself well above average in the usage, maintenence, set-up, etc, of OT (and computers/networks in general). But I cannot get 2 computers/OT/OP/IB setups to reliably work.

yea I'm getting frustrated. VERY FRUSTRATED. We get offers to spend more money on GT3 or T-3 or the new options suite. The Nirvana programmers/QA are busy with these new projects. Meanwhile me and several others are spending major hours trying to get the OP/OT/IB thing to work - basically doing nirvana's QA job - and finding lots of issues in the whole IB/OP integration. That is not what I expected, especially with OT 2010. By now the whole OP/OT/IB thing should work. Just work, especially the EOD script. But it appears that OP/IB hasn't really been looked at or robusted since it came out.

Did you know that Nirvana tests the OP/IB/OT interface via the paper brokerage only and not the real brokerage? This is not good - there are big differences with MB trading and IB in their paper accts vs their real brokerage. Differences in EOD vs RT. These need QA testing! Just trade 1 share at a time in multiple timeframes (1 min, 15 min, daily, EOD), use both brokers, use both win XP and win7 machines.

Here is what I am asking - How about getting OT/OP/IB stable and robust enough to WORK AS ADVERTISED?
Attached file : OT crash.png (79KB - 459 downloads)

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ANick

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Subject : RE: Why didn't OP enter trade today?
Posted : 4/14/2010 8:41 AM
Post #16001 - In reply to #15989

I have to agree with Buffalo.
We are 4 years into intergated broker for OT which was released with 2006 and anyone using real trading or EOD will find a boat load of problems.

I'm told by support that there is nothing that can't do. I say prove it fix the problem.

Nick M
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Buffalo

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Subject : RE: Why didn't OP enter trade today?
Posted : 4/14/2010 8:51 AM
Post #16002 - In reply to #15989

3rd straight day, 3rd straight fail on 2 machines. On the Win 7 machine, my new main platform, I was told to uninstall/reinstall OT. I went thru that fun last night. Still no OP/OT trade entry today, and no emails from OP so I'm guessing it crashed again.

My XP machine generates trades, and OP tells me they are "ready for batch submission", but they never get to IB and all day I get emails telling me these trades are "rdy for batch sub" but no trade. The emails are like like a taunt "naaaa Naaa Naaaa no trades for you, 1 year"

Just got the email again:

Orders recorded for Batch Submission
------------------------------------


LONG BPI for37 shares


[Edited by Buffalo on 4/14/2010 8:53 AM]

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Matthew Greenslet

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Subject : RE: Why didn't OP enter trade today?
Posted : 4/14/2010 9:18 AM
Post #16003 - In reply to #15982

This is an issue in the Pilot scripts specifically using the Batch Submit feature. I will look into the code when I have some time and try to diagnose and resolve the issue. Until it is resolved do not use Batch Submit. Instead just have Pilot run the in morning before the market opens rather than at night.
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Buffalo

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Subject : RE: Why didn't OP enter trade today?
Posted : 4/14/2010 11:25 AM
Post #16015 - In reply to #16003

Matt

"Instead just have Pilot run the in morning before the market opens rather than at night"

But that is what it is doing. I have pilot open OT at 0830 and begin trading at 0845. The "batch submit" thing is just how OP/OT is doing it, I did not decide to use batch submit. I wouldn't even know how. Is OP using the "batch submit" thing because I have the EOD script set on interval trading (every 30 min) not the "start OT at XXX, submit orders at x time, close ot at x" way? IOW is it because OP is set to use interval trading and there is no setting for when to submit orders, OP uses the batch thing?

Why interval trading? So OT can manage my stops (they are not MOO exits - they are market exits I want monitored all day). Not for multiple entries but for stops/exits so interval trading is necessary for my trading. I tried using RT set to daily bars but that didn't work like I wanted (continuously update stops), and OT won't use 5 min bars to monitor exits on a daily bar entry



[Edited by Buffalo on 4/14/2010 11:31 AM]

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Matthew Greenslet

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Subject : RE: Why didn't OP enter trade today?
Posted : 4/14/2010 12:17 PM
Post #16020 - In reply to #15982

There is a bigger issue here but for now you can get fix this error by replacing the MySubmitOrders method you posted with the following.


Protected Sub MySubmitOrders()
ScriptRunning = True
If Not moUpdateUI Is Nothing Then moUpdateUI.Invoke(Name, True)
Call SubmitBatchOrders(Me)
ScriptRunning = False
If Not moUpdateUI Is Nothing Then moUpdateUI.Invoke(Name, False)
End Sub
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Matthew Greenslet

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Subject : RE: Why didn't OP enter trade today?
Posted : 4/14/2010 12:26 PM
Post #16021 - In reply to #15982

Batch Submit should only be usable with EOD Daily Trader, not in interval mode. It is selected in the Daily mode settings but it is bleeding over into the interval mode. To correct this on line 48 of the UserInterface scipt you will see the hookup for the BatchSubmit time. It reads

If UseBatchSubmit Then OmniPilot.OnTime(BatchSubmitTime, AddressOf MySubmitOrders)

Change this line to the following.

If Not IntervalTrader And UseBatchSubmit Then OmniPilot.OnTime(BatchSubmitTime, AddressOf MySubmitOrders)

I will ensure these changes make it into the next pre-release as well.
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Matthew Greenslet

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Subject : RE: Why didn't OP enter trade today?
Posted : 4/14/2010 12:29 PM
Post #16022 - In reply to #15982

I have attached my corrected script file
Attached file : UserInterface.txt (194KB - 480 downloads)

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Buffalo

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Subject : RE: Why didn't OP enter trade today?
Posted : 4/14/2010 1:58 PM
Post #16032 - In reply to #16022

Matt

If I replace the userinterface script with the new one this issue will be resolved?
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Matthew Greenslet

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Subject : RE: Why didn't OP enter trade today?
Posted : 4/14/2010 2:21 PM
Post #16033 - In reply to #15982

I believe so.
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Buffalo

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Subject : RE: Why didn't OP enter trade today?
Posted : 4/15/2010 8:48 AM
Post #16047 - In reply to #16002

4th straight day, 4th straight fail on both machines

I mean really. 4 days, 2 machines, total failure?
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Buffalo

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Subject : RE: Why didn't OP enter trade today?
Posted : 4/21/2010 11:21 AM
Post #16096 - In reply to #16033

http://www.omnitrader.com/omnitrader/proforum/thread-view.asp?threadid=1140&start=26&posts=36

Matt

Having problems with new userinterface script, so I had to put old one back to get OT to stop crashing, but now I am back to square one - using OP-EOD trader under Interval trading My trades DO NOT GET SUBMITTED to broker. They "are ready for batch submission" (that's the email OP sends me every hour from 9AM till I shut OP down at 6pm) but that is all that happens, all day long.

***This is still an open issue***

Did you test the new scripts, esp the userinterface one?

Waited till the weekend to test them. Doing nothing else to OT - OT was running just fine when I shut it down Fri night, I tried the new OP scripts to see if the modTWS would work. Not only did the scripts not work (TWS didn't come up and OT didn't load) but several of my databases got corrupted as I tried to get it working.

OT.otd, symbol.mdb and brokerage.otd generated error messages that they were in a format OT didn't recognize. I replaced them with old versions and was able to get OT back. Replaced userinterface script with old version to get OP back.

BTW something else that was going on with the computer as I had these OP/TWS/OT issues is some file/files/memory/?? kept balloning up until a low-space warning was issued by windows. When I started testing the new OP scripts the C drive had over 10 GB free on 60 GB drive (ok it's an older computer that's why drive is so small). But as these OP script tests were ran I got low space warnings and C was down to 80mb. I couldn't find the offending file(s) and windows XP makes it difficult to do anything with no free space. restarting the computer was the only way to fix. This happened several times, along with the database errors I was getting. Once I replaced the userinterface.txt, symbols.mdb, brokerage.otd and ot.otd with old versions everything seemes to work ok now

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W.B. van Glabbeek

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Subject : RE: Why didn't OP enter trade today?
Posted : 2/7/2012 3:49 AM
Post #20515 - In reply to #15982

Did you ever get this resolved?

The not entering trade part.
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Buffalo

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Subject : RE: Why didn't OP enter trade today?
Posted : 2/7/2012 11:31 AM
Post #20516 - In reply to #20515

W-

Yes it is resolved. I use MB trading on a win7 machine now, and have worked with Nirvana on OP stuff continuously since. BL while OP still needs some work, generally it works well.

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