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strategy and position not the same

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    #16
    werido,

    That is correct. Live trading is asynchronous and orders you send in may or may not come back to you in the same order you sent them in. Backtesting is a synthetic environment where such behavior is tightly controlled. Basically what you are running into is the risk of in-flight executions influencing your trade behavior. To prevent issues in real-life you should reduce if not completely eliminate cases where you send in two competing orders to do the same thing.
    Josh P.NinjaTrader Customer Service

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      #17
      Is there a way to know which order got sent out first? Can you tell from the order in which the orders are listed above or below the arrow on the chart (such as in the the original attached image and in these two images attached here)? Is the one on top the one that got executed first by the strategy, or is it the one closest to the arrow that was done first, or is it just listed in alphabetical order?

      Thanks
      Attached Files

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        #18
        The one closest is the one that executed first. So when the text is below, the one on top = first. When the text is above, the one on bottom is the first. Extra executions stack up either on top or on the bottom from there.
        Josh P.NinjaTrader Customer Service

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          #19
          Thanks, I was trying to figure that one out for a while.
          But just now I got a buy and sell order on the same bar and they are both listed on top of the sell arrow (see attached screen shot) and the buy order is listed first above the sell arrow.
          So in this case, which one was sent out first?
          Thank you.
          Attached Files

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            #20
            weirdo,

            Believe the buy did. Please check your executions tab for the exact times of the executions. Alternatively, if you bring up the Data Box and moused over the executions you can check timestamps as well.
            Josh P.NinjaTrader Customer Service

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              #21
              They're both listed the exact same time to the second, but the sell is listed first in both the orders tab and executions tab. However, I'm not sure that that means that the sell came first because there is a discrepancy between the orders tab and the executions tab that might indicate that orders gone out at the same second are listed in those tabs by some other sequential rule; there were other orders to sell in my other strategies at that exact time too and they are all listed first in the executions tab before this particular set of orders is listed, but those same sell orders from my other strategies are listed in the orders tab after the sell and buy of this particular set.

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                #22
                Not quite following you. The listings are ordered in whichever order they were created. If you applied a sort onto the grid then that may be lost in the grid listings.

                If both executions are of the exact same timestamp then whichever one is shown on the chart closer to the markers is the first one.
                Josh P.NinjaTrader Customer Service

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