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Strategy automatically getting in position at startup
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Strategy automatically getting in position at startup
I'm trading live with NT and when I started my strategy, it automatically entered a position. If I'm correct then this is supposed to happen because that is the current position I would've been in had my strategy been running at the time the entry triggered. However, my question is, do I get charged by my broker for this false trade? I exited the trade to put my position back to flat so that my current position would match my actual position, but it looks like I actually fired off a roundtrip trade. Also, I'm assuming that the realized gains/losses for this trade are also false?Tags: None
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Xiongl80, which NT version are you using?
Upon starting up a strategy you would need to ensure the account position is in sync with the position the strategy is showing (unless you're using NT 7 that would offer a feature to auto sync this if needed with a market order) -
The order needed for synched the positions up is for sure a live order in your account and would also create commission.BertrandNinjaTrader Customer Service
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Ok, on 6.5 - the strategy would not fire an order automatically to sync you up, what you've seen is that it would submit profit target / stops for the position it would be in from historical data - thus you would need to sync your account manually to the shown historical strategy position to be in sync as the article I posted explains.
The Pnl on this sync trade is real as well as the commission charged, however it would differentiate from the profit the strategy would likely show, as you've taken the entry later than the strategy.BertrandNinjaTrader Customer Service
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You can look up the Pnl in the Account Performance Section of the Control Center.
You can also take the first realtime generated entry signal only and simply wait until the historically working trade would be completed, this mode is called 'Wait Until Flat' and can be found under Tools > Options > NinjaScript > StrategyBertrandNinjaTrader Customer Service
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Originally posted by Xiongl80 View PostI checked the "Wait until Flat" section under the Tools --> Options window. So with this will it automatically wait until the 1st real-time generated signal to enter a trade? Or are there other steps I need to take?BertrandNinjaTrader Customer Service
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Concerning my automatically entered position for my strategy, I thought I understood what happened today, but at the close my broker had to liquidate a position for me I didn't realize I had open. This was due to margin requirements, since I only day trade. Please let me know if I have this right now...
When I started my strategy this morning, it automatically entered a short trade. At this point, my:
strategy position = 1 short
account position = flat
Then I entered a buy-to-cover, which I thought was bringing my account in sync. Instead, my account status became:
strategy position = flat
account position = 1 long
What I was supposed to do to get my account in sync was manually enter a short position, which would've exited according to my strategy rules. Is this correct?
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Originally posted by Xiongl80 View PostConcerning my automatically entered position for my strategy, I thought I understood what happened today, but at the close my broker had to liquidate a position for me I didn't realize I had open. This was due to margin requirements, since I only day trade. Please let me know if I have this right now...
When I started my strategy this morning, it automatically entered a short trade. At this point, my:
strategy position = 1 short
account position = flat
Then I entered a buy-to-cover, which I thought was bringing my account in sync. Instead, my account status became:
strategy position = flat
account position = 1 long
What I was supposed to do to get my account in sync was manually enter a short position, which would've exited according to my strategy rules. Is this correct?BertrandNinjaTrader Customer Service
Comment
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Also, another problem I see very often is an error window that says I'm out of memory and to load a shorter time period. This normally happens when I am trying to run the Strategy Analyzer, and sometimes when I start my strategies in the Control Center. Am I doing something wrong? I only backtest 2 weeks, which is the historic data Zenfire provides. And as far as entering strategies, I don't enter any timeline at all.
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That might be indeed too long if you're working with resource intensive tick data, our next version NT7 (in public beta) would handle this setup more efficiently.
You can setup data lookback defaults for the strategies tab in the Tools > Options > Data section (it would use the chart's defaults).BertrandNinjaTrader Customer Service
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