DLL position limitations

[NinjaTrader_Ray]

imported post

Oli,

It will return the correct virtual position of the strategy, not your netaccount position. These are two completely different things.

Correct account position is returned by:

Cbi.Position myPosition = Account.Positions.FindByInstrument(Instrument instrument);
if (myPosition != null)
// There is a broker position

Ray

[zoltran]

imported post

Sorry to chime in ....
Ray

Does Account.Position refer to only the instrument the strategy is running against, or the account as a whole?

Reason I'm asking, is that there are some functions, such as 'Flatten All' that refer to the whole account.

[NinjaTrader_Ray]

imported post

No problem.

My mistake actually. What we have in the layer under NinjaScript (which is not officially supported via documentation nor tech support) is

Account.Positions.FindByInstrument(Instrument instrument)

so, if you wanted to determine if an accountposition existed for the given instrument you would:

Cbi.Position myPosition = Account.Positions.FindByInstrument(Instrument instrument);
if (myPosition != null)
// There is a position

For clarification, account level propertiesare not supported in the NinjaScript layer although it is exposed for programmer who want to access it. We are just not in a position to provide the support you would expect with these lower level methods and properties.

The above references the account as a whole.

Ray

[shawnj]

imported post

Ray, perhaps you could give some example generic code, sort of a code temple, for writing a robust/fault tolerent automated strategy. Weneed to handle, in an unambiguous way, the following senerios:

Senerio 1) Loose broker order connection and/or data connection.

I'm guessing two events need to be handled:

a) Lost connection event

I'm guessing here the best we can do is just display a dialog box or maybe email telling us we lost the connection.

b) Connection Reestablished event

Here it seems like we needour code to resond to this event which will querry the broker and resync our code with what the broker says is our working positions and the orders pending in the exchanges/brokers computes.



Senerio 2) NinjaTrader shutdown/restart.

a) Shutdown event.

Seems like not much we can do here. Assuming a crash or power failure.

b) NinjaTrader restart event.

Perhaps in the initalization code we could check the broker and do basically 1b above. I guess there are complicating factors such as if multiple stategies are running we need to parse out the brokers reply to each particular running strategy.

[Oli]

imported post

Cbi.Position myPosition = Account.Positions.FindByInstrument(Instrument instrument);
if (myPosition != null)
// There is a broker position

I am missing the syntax to make this statement work!

NinjaTrader.Cbi is loaded with using. Cbi.Position is?

myPosition - user defined variable, type? bool?

Account.Positions.FindByInstrument("requires input here")

(Instrument instrument) to me means that there is a type "Instrument"?

I have no idea how to get this to work.

Needs something like inst = get.Instrument.

No idea...

[NinjaTrader_Ray]

imported post

Oli,

Create a strategy and insert the following code:

Cbi.Position myPosition = Account.Positions.FindByInstrument(Instrument);
if (myPosition != null)
Print(myPosition.Quantity);
else
Print("There is no position");

Run on a chart and view the output window.

Ray

[Oli]

imported post

trying to get this to work today... ignore previous post here...

[Oli]

imported post

OK - this code works, but Quantity alone is not sufficient. I need something like: Side, ie 1S or 1L. It is not enough to know that the position is open.

Are there extensions to Account.Positions other than Quantity?

[NinjaTrader_Dierk]

imported post

Please check out the myPosition.MarketPosition property which indicates the market side.

[Oli]

imported post


I seem to get weird results when using MarketPosition as a property of myPosition:





Cbi.Position myPosition = Account.Positions.FindByInstrument(Instrument);

if (myPosition != null){

Print(myPosition.Quantity);

Print(myPosition.MarketPosition);

}

else{

Print("There is no position");

Print(myPosition);

}

[NinjaTrader_Dierk]

imported post

Please consult the docs: Print() accepts string, double, int and bool values but not type NinjaTrader.Data.MarketPosition nor NinjaTrader.Cbi.Position. You need to convert the information you want to print out to string or double or int or bool values.

Please try e.g.

Print ((int)myPosition.MarketPosition);
Print(myPosition.ToString());

[Oli]

imported post

Thanks Dierk,

the solution for those in need:

XX = myPosition.MarketPosition.ToString();

Dierk, is there any way you could post here what other Properties would be available to myPosition in the current context?

[NinjaTrader_Dierk]

imported post

Real simple: Just start typing "myPosition." in NinjaScript editor and IntelliSense window pops up and shows you what's available (including documentation). This is true for any NinjaScript object.

Also: please make sure you are on latest NT6B10.

[Oli]

imported post

Got it - thanks