Synching to Account with Multi-instrument strategy

[JorgeDamien]

Hello- I created a multi-instrument strategy and want to better understand sycncing the strategy to my account. For my entry orders I'm using the following structure: entryOrder = EnterLong(BarsInProgress, shares1[BarsInProgress],"BuyMkt1"+BarsInProgress); For exiting this particular order I'm using the following code: entryOrder = ExitLong("BuyMkt1"+BarsInProgress); I am declaring the following in my variables section: private IOrder[] activeOrders = new IOrder[100]; omegle discord xender

So for syncing purposes, how exactly does the strategy identify or keep track of the exact market order entered in this case? Does it work by only remembering the tag "BuyMkt1"+BarsInProgress which it uses to associate it with other order parameters Market order, time, etc? If you notice, the exit statement doesn't indicate how many shares to sell but I verified from strategy backtest that it is correctly selling the quantity = shares1[BarsInProgress] so I'm thinking it must be remembering it only by the tag "BuyMkt1"+BarsInProgress".

2nd question: If I make a benign tweak in my strategy -say adding print statements or graphics- later in time after I deploy and sync, will the strategy forget the shares that were previously bought and mess everything up?

Thank you

[bltdavid]

Hello- I created a multi-instrument strategy and want to better understand sycncing the strategy to my account. For my entry orders I'm using the following structure: entryOrder = EnterLong(BarsInProgress, shares1[BarsInProgress],"BuyMkt1"+BarsInProgress); For exiting this particular order I'm using the following code: entryOrder = ExitLong("BuyMkt1"+BarsInProgress); I am declaring the following in my variables section: private IOrder[] activeOrders = new IOrder[100];

So for syncing purposes, how exactly does the strategy identify or keep track of the exact market order entered in this case? Does it work by only remembering the tag "BuyMkt1"+BarsInProgress which it uses to associate it with other order parameters Market order, time, etc? If you notice, the exit statement doesn't indicate how many shares to sell but I verified from strategy backtest that it is correctly selling the quantity = shares1[BarsInProgress] so I'm thinking it must be remembering it only by the tag "BuyMkt1"+BarsInProgress".

2nd question: If I make a benign tweak in my strategy -say adding print statements or graphics- later in time after I deploy and sync, will the strategy forget the shares that were previously bought and mess everything up?

Welcome to the forums!

But first, your nomenclature is a bit off -- "syncing the strategy to your account" is actually
the well-known and established title of a completely different topic. You should probably not
use the word 'sync' to describe this feature of EnterLong/ExitLong -- matching orders via
a 'tag' name is much more specific to what you're asking -- this concept of matching orders
via a 'tag' is one of the main conveniences provided by the "Managed" approach.

But, yes, ExitLong works exactly by matching the 'tag' (called the "fromEntrySignal" in the
documentation) to a previous EntrySignal 'tag' from a previous Long entry order which is
still active.

If you recompile your strategy on the same machine while that strategy is actively running,
this is, by itself, not a good thing. Long ago I stopped doing that because of strange
issues I seemed to create for myself. But doing this while the strategy is running and
has a position open -- well, I am not that courageous to try it on a live account, since
my earlier experiences seemed to indicate I was doing something pretty stupid to begin
with. I don't know if it will 'forget the shares', but IMHO there is a high potential for your
recompile to certainly 'mess everything up' in ways that are probably unpredictable.

I'm sure NT support would not recommend you recompile a strategy while it is actively
running -- this cannot be a best practice -- you must resist the temptation to recompile
your 'benign tweak' while it's running.

When I want to recompile a strategy, I always exit any current positions, then I Disable
and Remove the strategy (via the right-click menu of the Strategy tab in Control Center),
only then do I recompile. After recompiling, I right-click inside the chart and re-add the
strategy. I have never had a single issue by following these steps.

The best advice, however, is to develop your strategies on a different PC -- such that
if you're running a strategy (esp running it on a live account), you should not be developing
that strategy (or any other) while that strategy is running live.

First Golden Rule: while a strategy is running, do not recompile anything -- first stop
the strategy, then recompile, and then add it back to the chart and restart it.

Better Golden Rule: don't develop your strategies on the same machine you run them,
esp from a live account, because you will cause yourself grief and frustration (if I remember
correctly, even from a Sim101 account) if you don't follow the First Golden Rule.

Best Golden Rule: run your strategies using a VPS, use your local PC for testing
and development only.

[NinjaTrader_ChrisL]

Hi JorgeDamien, thanks for your note.

If you use ExitLong with a signal name parameter the strategy will target only the entry signal with the exact matching signal name. For the second question, there are options for how you want to start the strategy see here for documentation:

https://ninjatrader.com/support/helpGuides/nt8/?syncing_account_positions.htm

The default setting is Wait Until Flat, but if you have a strategy with an open position/resting orders that needed to be reset or disabled, you can use the various other options.

Please let me know if I can assist any further.

[mariasbarker]

proessays

The default setting is Wait Until Flat, but if you have a strategy with an open position/resting orders that needed to be reset or disabled, you can use the various other options.

Yeh, here is a link on a strategy when re-enabling and matching previously placed orders: https://ninjatrader.com/support/foru...fit#post742142

[NinjaTrader_ChelseaB]

mariasbarker,

Welcome to the NinjaTrader forums!