Would you assist with the following questions:
1) We are attempting to have NT flatten all at a specific maximum loss (which although I understand is not supported by NT, could you answer the following questions). Would the following code check for overall (realized + unrealized) drawdown?
if(Performance.RealtimeTrades.TradesPerformance.Cu rrency.DrawDown >
maxDailyDrawdown)
//ExitPositionCode
If not, we also had feedback that "this will not include intrabar / open drawdown -
you could take the closed figure and then add for example the Open PNL
to it to exit then as you hit your daily max." But this does not make sense to us, can you explain how do we calculate the closed figure and then add the Open PNL?
Meaning how exactly code wise is this doable (we thought that's what the code you sent us earlier was doing)?
2) In our Output window, for example, we are getting the following:
6/28/2010 3:05:01 PM Disable() called: strategy disabled
6/28/2010 3:05:01 PM CancelAllOrders: BarsInProgress=0
**NT** Disabling NinjaScript strategy
'Auto44v5/92eb29faf3e54e1eb576ac0f507536c1'
6/28/2010 3:05:01 PM Disable() called: strategy disabled
We are not sure why did NT disable our Ninjascript strategy? What are potential causes for NT strategies to disable?
Thank you for your time and assistance..
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