NTMARKETPOSITION = Trouble / Bug

[BIGRED]

I have spent the last 2 days grinding through what I have thought was coding problems on my TS EL strategy.

By taking it apart and putting it back together, I found that ntmarketposition does not work properly.

My code makes use of....
NTMARKETPOSITION("") =0
NTMARKETPOSITION("") =1,
NTMARKETPOSITION("") =-1


By replacing NTMARKETPOSITION with the TS function, marketposition, I was able (it seems) to get the strategy to work as it should.

[NinjaTrader_JoshP]

Can you please be a little more descriptive about the problem you are facing? Not sure what you mean at the moment. Also see if using NTMarketPosition("") instead of NTMARKETPOSITION("") helps.

[BIGRED]

Josh,

I did not go through the narrowing down process to be 100% sure of the problem. It feels like it reports nothing but 0.

If I was short and I had a buy signal, no auto trades. If I took it flat manually, it would cause an automated buy. If I was short the reverse would happen.

I was typing one handed and therefore the caps for NTMarketPosition.

I had it in the code as NTMarketPosition("").

Thanks,
Don

[NinjaTrader_JoshP]

Try just printing NTMarketPosition() on every bar without running logic.

[BIGRED]

Josh,

I created an EL indicator.

The value of NTMarkettPositon("") = the net market position in size not in a 1 or -1 value.

In my case my net position size is 10000. Being a reversal system, the indicator is either 10,000 or -10,000. I say net because I begin with a manual 10,000 position and then auto trade 20,000 long and 20,000 short and so on.

Don

[NinjaTrader_JoshP]

Right. That is what it is suppose to do.

[BIGRED]

Sorry for the trouble...

In EL (similar name), it operates differently.

I guess I have learned that I will do a print command or create an indicator for every function before using it!

Thank you
Don

[BIGRED]

This morning the indicator was only producing a zero result.

Restarted the computer, Ninja and TS. Same thing.

Reinstalled NT, no difference. NTMarketPosition("") is only putting out a value of "0" no matter the market position.

Don

[NinjaTrader_Ray]

What NT version are you using?

Try passing in the account number and see if it makes a difference.

[BIGRED]

Ray,

I am running 6.5.0.9

That didn't work

While now the indicator is moving to correct values (used regedit and did fresh install of NT) , when used in this way....

Not as programmed in EL but to explain the issue

If NTMarketPosition("sim101") <= -10000 then begin;
Buy 10000 at market


It continues to buy over and over.

Thanks
Don

[NinjaTrader_Ray]

That would be expected behaviour. Each call to any function to place an order *will* place an order. If you only want to place one, then you need to code for that.

[BIGRED]

How can it place more than one order if it is being restricted by the current positon size? The order is conditional. The condition is being short 10,000 or more.

[NinjaTrader_Ray]

Then the condition must continously be true for the order placement method to be continously called, maybe you are running the strategy on historical bars in which case it could place a tonne of orders before the first order is actually filled?

In any case, you will need to debug to see what is happening but what is certain is the order function is being called many times.

[BIGRED]

If the chart is on a long signal and my position has grown to 70k and keeps going, something is wrong with NTMarketPosition.

No argument it is being called many times, but if the code says to only allow a trade to take place if the position is less than 10,000 and the position size is 70000, then 80000 and so on, the function is not doing what is intended.

[NinjaTrader_Ray]

Lets not mix apples and oranges.

- Orders are placed since the order function is called many times --> This works as expected

- What you are saying is that the NTMarketPosition() is not updating correctly. That is not the question you asked me.

Please create a strategy that has the following code:

Print(NTMarketPosition("Sim101"));

- Start NT
- Enable Automated Trading Interface
- Start TS
- Open a chart, does not matter what instrument as long as the market is trading
- Connect NT to whatever feed you are using
- In the Control Center Order Panel, select the same instrument that you have a chart open for
- Place an market order to buy
- Verify there is an open position in the Control Center Position tab
- Apply the strategy to the chart
- You should see in the EL output window the correct position size that is displayed in the NT Positions tab

--> If this is not the case let me know