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Open Position Handling by Strategy after NT Disconnect on the weekend

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    Open Position Handling by Strategy after NT Disconnect on the weekend

    Hello NT/all

    I am using latest NT 7 ver 9 multi-broker license and connect through AMP - CQG.

    Sometimes the primary server goes down over the weekend and my connection goes red, and does not reconnect on market open.

    So my question is this: When I have a strategy running before market close with an open position and I have to manually disconnect and reconnect on Market open, my strategy no longer manages this open position because it turns off the strategy. Is there a way for the strategy, when I turn it back on, to manage the existing open position?

    Thank you,
    Gary

    #2
    tradingGary,

    If I understand correctly, I believe this would be the closest you could get :

    Immediately submit live working historical orders, Sync account position = false
    This combination should only be used when you are sure your Account Position is the way you want it to be in relation to the Strategy Position prior to strategy start.

    On startup the strategy will begin executing orders immediately.

    • Any active orders on the account previously generated by the strategy that does not match* an active strategy order will be cancelled. Should the strategy be unable to cancel and receive confirmation on the cancellation of these orders within 40 seconds the strategy will not start and an alert will be issued.
    • The matching active orders on the account will then be mapped to the active strategy orders
    • Any remaining active strategy orders that cannot be successfully paired will be submitted live and the strategy will begin managing your Strategy Position assuming your Account Position is in sync with it.

    There are other options explained at the following link :

    Adam P.NinjaTrader Customer Service

    Comment


      #3
      Originally posted by tradingGary View Post
      Hello NT/all

      I am using latest NT 7 ver 9 multi-broker license and connect through AMP - CQG.

      Sometimes the primary server goes down over the weekend and my connection goes red, and does not reconnect on market open.

      So my question is this: When I have a strategy running before market close with an open position and I have to manually disconnect and reconnect on Market open, my strategy no longer manages this open position because it turns off the strategy. Is there a way for the strategy, when I turn it back on, to manage the existing open position?

      Thank you,
      Gary
      ref: http://ninjatrader.com/support/forum...d.php?p=398054

      Comment

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