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positions mismatch in Positions and Strategies tabs

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    positions mismatch in Positions and Strategies tabs

    I am connected to barchart.com on the simulation account and paper trading a strategy on two currencies.

    The strategies tab indicates a different (extremely different) position to the Positions tab for EUR but is okay for GBP.

    What can cause this and does anyone know how to fix it?

    Thanks,
    Matthew.

    PS images attached.
    Attached Files

    #2
    It might be easier if I ask specific questions...

    i) What exactly is being displayed in control centre -> Strategies -> Column Position?

    ii) What exactly is being displayed in control centre -> Strategies -> Column Qty?

    iii) Why aren't they equal?

    e.g. I currently have $USDCHF QTY = 474,325 (long) and Position = 3,229,433L.

    Thanks,
    Matthew.

    Comment


      #3
      Hello mtthwbrnd,

      Thank you for your post.

      This article may help explain what's going on here. You can work with settings in Tools > Options > Strategies tab, then NinjaScript tab to affect behavior here. You can set Strategies to immediately submit live working historical orders or wait until the strategy position is flat before submitting orders.

      With our upcoming NinjaTrader 7 you will also have the option to Auto Sync your position.

      I) The information displayed in control center > Strategies > Position is the strategy position. The strategy is run against historical data and the position is indicated according to this data.

      II) The information in control center > Positions > Qty column is your account position.

      II) The article above explains why they can get out of sync.
      Last edited by NinjaTrader_RyanM1; 03-31-2010, 08:53 AM.
      Ryan M.NinjaTrader Customer Service

      Comment


        #4
        Thanks Ryan that is a useful link.

        Is there a NinjaScript function to return the Account Position? This would allow me to programatically sync the Strategy Positon and the Account Position.

        NT7 sounds pretty cool, am looking forward to its official release. I don't want to work with the beta though [although I would be happy to test it out if asked]. I assume that my NT6 NinjaScripts will pretty much work out-of-the-box in NT7 though?

        Thanks,
        Matthew.

        Comment


          #5
          NinjaTrader 7 won't be able to access your account position. New properties in this realm include Account Value, Buying Power, and Realized PnL.

          For beta consideration email [email protected]

          There may be some changes needed to your Strategy code. You can see this link on Code Breaking Changes in NinjaTrader 7 for more information.
          Ryan M.NinjaTrader Customer Service

          Comment


            #6
            Matthew, one detail to clarify - in NT7 there's an autoSync feature which could be enabled to allow for auto matching of strategy vs account position if the strategy is enabled on a chart or from the tab (SyncAccountPosition = true in Initialize()).
            BertrandNinjaTrader Customer Service

            Comment


              #7
              Hi,

              The position mismatch has not occurred for me on NT7 - even without using the sync functionality. It is sooooo nice to see those positions in precise agreement :-).


              Thanks,
              Matthew.

              Comment

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