Multiple Strategies Error with AdoptAccountPosition

[ak5745]

So I keep getting the following error each time I try to enable multiple instances of a strategy on different instruments when AdoptAccountPosition is true. For example:

Strategy 1: AAPL
Strategy 1: MS

I'm enabling them in the Strategies tab of the Control Center in NT8. This is the error I get:

Strategies could not be enabled. You cannot have a strategy whose ‘Start behavior’ property is set to 'Adopt account position' when running more than one strategy on the same instrument(s) as that strategy in 'Sim101'.

Now, the error makes sense if I was trying to run more than one strategy on the same instrument, but I'm not... the same strategy being enabled on two separate instruments throws this error. Usually not a big deal, but when I have 100+ instruments I'm trying to enable the same strategy on, enabling them one-by-one gets tedious. However, they do enable this way.

Is there something I can do to speed this process up? Is this functioning as intended? Thanks.

[NinjaTrader_PaulH]

Hello ak5745,

Thanks for your post.

Can you provide further information about your strategy regarding any added data series?
Can you provide a small version of your strategy that demonstrates this issue?

If you would prefer you can send into PlatformSupport[at]Ninjatrader[dot]com with Atten:Paul and a link to this thread in the subject line.

[ak5745]

Hello ak5745,

Thanks for your post.

Can you provide further information about your strategy regarding any added data series?
Can you provide a small version of your strategy that demonstrates this issue?

If you would prefer you can send into PlatformSupport[at]Ninjatrader[dot]com with Atten:Paul and a link to this thread in the subject line.

NinjaTrader_Paul,

I get the error with NT8-generated strategies too. I use the strategy wizard, name the strategy, set it so it calculates on each tick, then click generate. Nothing else is in the strategy, and I keep getting the error. I attached a sample strategy so you can give it a shot.

Since it sounds like this behavior isn't normal, I'm beginning to think it might be a setting somewhere in options. All the other starting behaviors work as intended - I only get the error with AdoptAccountPosition. Thanks again.

[koganam]

NinjaTrader_Paul,

I get the error with NT8-generated strategies too. I use the strategy wizard, name the strategy, set it so it calculates on each tick, then click generate. Nothing else is in the strategy, and I keep getting the error. I attached a sample strategy so you can give it a shot.

Since it sounds like this behavior isn't normal, I'm beginning to think it might be a setting somewhere in options. All the other starting behaviors work as intended - I only get the error with AdoptAccountPosition. Thanks again.

Your account position refers to your overall account position: it really is irrelevant what instruments you choose to trade. If the account is in a position, then its value can change. The option has been designed to ensure that only one instrument can change one account. That is the simplest way to track the account position, and be sure that it is accurate.

Should it be possible for every running strategy to continually update its reading of the account position and take it into account? Yes and no. "Yes", because it can be coded; "no" because then inevitably every strategy will immediately be out of sync as soon as an order is triggered, and will remain so until the next bar update. That means that there will be many times, when strategies will be using wrong information. It really does not matter for how long or how briefly strategies will be using wrong information: wrong information is a bad situation, especially when real money is on the line.

[NinjaTrader_PaulH]

Hello ak5745,

Thanks for your reply and test strategy.

When applying your test strategy to different instruments no error is generated. When the test strategy is applied to an instrument that is already applied in another instance of the strategy the error is generated and this would be expected behavior. In the helpguide, under syncing account positions, in the adoptposition section, "Only one strategy with this setting can be started at a time for an individual account and instrument." http://ninjatrader.com/support/helpG..._positions.htm

[bertochi]

Multiple Strategies Error with AdoptAccountPosition NT8 BUG

When enabling the same strategy to different instruments one at a time no error is generated. But if you have 100 instruments or even 10 and do not wish to right click enable X number of times, it makes sense to enable them all at once, but NT8 throws an error. NT8 thinks they are all the same instrument, but they are all different intruments, only the strategy is the same.

In the helpguide, under syncing account positions, in the adoptposition section, "Only one strategy with this setting can be started at a time for an individual account and instrument." http://ninjatrader.com/support/helpG..._positions.htm

It is not clear if this was the intended result for the same strategy and for different instruments. I would believe it wasn't as it is not practical to click 100 times to enable the strategies each day for people who do not leave their pcs on 24/7,

This is an urgent Bug and I would put on the top of the list of issues to fix.
Thank you

[bertochi]

Multiple Strategies Error with AdoptAccountPosition NT8 BUG

I undertand NT8 is Beta and I am only using it instead of NT7 due to the new feature adoptaccountposition without which I could not use Ninjatrader.

The problems are just accumulating. The order status on some instruments simply stay as working when such orders have been filled, hence the account position and the strategy position are out of sync which will cause another problem down the road when the strategy tries to reverse the position.

I tried to restart NT to see if the order status got refreshed or updated and it did, but Nt would not let me enable the strategies even when doing it one by one. I had to remove them all together, and adding them again.

I have only minimal programming experience. I used to use a very small program called strategydesk from TDAmeritrade and even when that program was free and nothing like what NT is supossed to be, it did its simple job. Forgive me but can't help feeling dissapointed seeing the number of bugs and problems with NT.

Thank you

[bertochi]

Multiple Strategies Error with AdoptAccountPosition NT8 BUG

NT8 SAYS:

could not be enabled because the ‘Start behavior’ parameter 'Adopt account position' requires that there are no working orders on this strategy's instrument(s). Please cancel any working orders on the same account-instrument combo(s) first to be able to enable your strategy.



But there are no working orders on any instrument.

[NinjaTrader_PaulH]

Hello bertochi,

Thanks for your posts.

Please send your log and trace files into PlatFormSupport[at] NinjaTrader[dot]Com. You can do this by going to Help>email support Make sure you enter your e-mail address and for the subject line add: Atten:Paul and a link to this thread. In addition, in the e-mail if you could walk through the steps you are performing that ultimately generates the error (steps to recreate).