NT7 restart every monday reads incorrect positions

[rightcoast]

I have a strategy that trades multiple equities on Daily bars, buys the opening or sells the opening. Where it will take max of 3 entry signals max 1 per day. Every trade has a stop and target. I can see from my other machine NT7 also, that stock whatever is long 200 shares, but when i restart other machine It will show I am flat or long 100 or 300. Lookback on both instances of NT are >100 days and the strategy usually holds no linger then 1 week? only difference is when trading live I use NO chart, just use control center. Also this is trading long only in an IRA so if I am long 100 but the strategy thinks I am long >100 it trys to submit stops for 200 but you can't short in an IRA so NinjaBeta trys to exit my positon while rejecting my stops. Overall this has been going on for a few weeks.

Even scarier sometimes when restarting the positions are the same but if one leg of OCA gets triggered, it will leave the other leg live, WITHOUT any positon.

[NinjaTrader_Brett]

Hello,

First off, Can you please let me know what version of NinjaTrader you are using this is located in the Control Center under Help->About and is to the right of the NinjaTrader logo.


Also, can you please clarify a few things here.

"Also this is trading long only in an IRA so if I am long 100 but the strategy thinks I am long >100 it trys to submit stops for 200."

Trying to find a case where this could occur. Can you give me more information on what your strategy position is vs your account position. Also, what to verify here that you understand the difference between the two.

The strategy will never take your account position into effect only the internal strategy position. Therefor it should not submit a stop for the entire QTY in your account, only the strategy position.

What logic are you using for exits and entries? ATM Strategies, EnterLong()?

I look forward to assisting you further.

[rightcoast]

7.0.1....

This issue has been going on for years with IRA account. For TWS NT submits a stop and or target and if you do not have a long position => the stop or limit quantity, TWS
reads this as an attempt to create a short, which you cannot do in an IRA.


I understand that NT does not read your real positon. But If I run a backtest with identical parameters and lookback bars and demo NT7 shows Im long ex. 300 shares
and my actual position with broker from last friday is 300 shares. Why when I restart
nT today Monday would NT logic show I have a position greater or less then the 300 shares? Correction, the data feed is different on my 2 machines, but were talking daily bars based on opening price.

Enter long mkt order for entry. As well as submitting an OCA.

[NinjaTrader_Brett]

Hello,

Thanks for the clarification however heres what I dont understand:

This issue has been going on for years with IRA account. For TWS NT submits a stop and or target and if you do not have a long position => the stop or limit quantity, TWS
reads this as an attempt to create a short, which you cannot do in an IRA.


As far as this statement above you made this is correct. You will have a stop in the strategy with an account position of flat would attempt to sell short you.

However what I'm confused on is how you get to the state.

Stops and targets should only be submitted when the strategy EntersLong(). There never generated after the fact.

So How are you submitting your stoploss and profit target with no long position? Manually?

I look forward to assisting you further.

[rightcoast]

Hey Brett,

This ONLY occurs when I restart NT on Monday.. Where The prior Friday I have positions from that week and existing stops. I realize that Just leaving NT running
over the weekends is an option but I find it necessary to frequenlty log off Windows.

Whats strange is that 2 machines, 2 instances of NT same strategy daily bar data
can show in many cases of unlike positions. Real time is set up to automatically
sync postion. This is the first time I have not used a chart to run this strategy, possibly IB is limiting the # of days to calculate lookback? I have tried looking back 5, 10,20 days, which is enough to update all positions and indicator values.

Am I correct to assume that if a strategy traded for only 5 days and bought 100 per day =500 and it was Friday. Come Monday if I restarted the same strategy and had only
4 bars of history That NT could only register as being long 400 shares. More accurately it would probably read 200 shares since 2 of the history days were a weekend.

[NinjaTrader_Brett]

Hello,

This statement:

Am I correct to assume that if a strategy traded for only 5 days and bought 100 per day =500 and it was Friday. Come Monday if I restarted the same strategy and had only
4 bars of history That NT could only register as being long 400 shares. More accurately it would probably read 200 shares since 2 of the history days were a weekend.

Is 100% correct.

Let me know if I can be of further assistance.

[rightcoast]

Ok well I just restarted each instance of the same strategy in multiple instances. I made sure history was a 20 days for each instrument I cancelled all existing OCA's
so all that was left were my existing positions. Now When I start the strategies it reads that I have "0" positions and in turn submits no stops. UNREAL... 1 trade per day, 1 bar per day, 1 logoff per week, 1 restart per week.cant understand why this cannot be achieved...

[NinjaTrader_Brett]

Hello,

Suggest that you run this on a chart. That way you can visualize what it occuring with your strategy logic.

Also, have you added any Print() Statements to debug your logic code?

Theres always a reason for every action, we just need to find the reason.

I look forward to assisting you further.