reconstructing strategy position after disconnect or restart

[roland_nt]

Would it be theoretically possible, by periodically saving the ORDERS GRID in the control panel as a csv file, to reconstruct the strategy position later after restart? This would be done by having the strategy first read and parse the saved CSV file by copying into memory OnStartUp() the relevant order ID info and thereby reacquire control of the order, particularly targets and stops that were GTC?
Alternatively, the strategy could write out Order Id information at execution time to a local file and read it back in on restart.

Or is this prevented by manipulations of order status on the broker side.
Broker in question is IB.

[NinjaTrader_Bertrand]

Hi Roland, I'm not aware of anything like that already implemented but think working back from the Executions would be most feasible. Which would bring up the question why not saving the position you have in realtime before shutting the instance down. For a disconnect scenario though the KeepRunning would also be an option which would mean the position would persist as no new instance is used and thus no historical part recalcuated. http://www.ninjatrader.com/support/h...sub=disconnect

[roland_nt]

reconstruct strategy position

Bertrand:
Thanks for reply.
In the worst case of NT or CPU crashing, the Keep Running option will not suffice.
There is also the case of re starting the strategy with a new version of the strategy code (that may have fixed a strategy coding bug). or modifying a parameter setting.
In these cases it is important to not disturb existing orders but to also be able to adjust existing positions and orders as and when market conditions warrant.

That is what I am trying to do, Thus my question about either saving the order states in an external file or using the ORDERS information to "revers engineer" the state just before crash or the state before restart with a new code version of the strategy.

[NinjaTrader_Bertrand]

Understand Roland, thanks. You could perhaps introduce an input that would set if historical would be processed or not for your strategy, that you can control what historical strategy position is present. If you save the one you have and it crashes for any reason, you can inject the needed position historically and thus on starting up still be exactly in sync to the account you execute to. On liberal fills I would expect a limit order placed to give you exactly the spec'ed price so performance summaries should be still fine.

[Jiorose]

hi bertrand

roland is assisting me with my strategy, i read your response but am not sure it offers a solution to his previous questions.
these are my needs:
i trade stocks on one strategy with overnight positions.
i am connected to IB and IQfeed-kinetick
i want to close everything down each weekend after market close.
when i start up my strategy again on sunday night my previous positions are no longer in my strategy?
so in short, how do i ensure that my strategy picks up on monday from exactly where it left off on the friday, with same positions, working orders, dynamic orders.etc

i am aware that most of NT clients are probably day traders but there must be a solution for traders holding positions?

thanks

jio

[NinjaTrader_Bertrand]

Jio, it offered thoughts what potentially could be done. There's unfortunately no 100% supported solution here for your scenario. If you restart the strategy instance it will recalculate it's positions coming from historical data, the outcome in terms of position and orders needed could be therefore different and thus you would need to sync to be able to continue with it. Our next major platform updated is expected to offer more flexible sync options in this regard.

[elliot5]

Strategy restart

following on from this thread - can a restarted strategy pick up existing positions via position.marketposition? or does that only refer to strategylevel data and not account level data?regards

[NinjaTrader_PaulH]

Hello everington_f,

Thanks for your post.

Regrettably this is not possible with NinjaTrader 7. You do have some choices in how NinjaTrader syncs, please see: http://ninjatrader.com/support/helpG..._positions.htm

In NinjaTrader 8 it is possible to adopt account positions: http://ninjatrader.com/support/helpG..._positions.htm