I am having weird problems all showing wrong Positions Column on Strategy tab. I have two strategies (both unmanaged) running on same account and same futures.
There was one case that one strategy buys 10 contracts, multiple fills, while the other does not have a signal yet. The exit is a market order, sell quantity 10, and on TWS it all clears out. But on NT strategy tab, Position still shows 9.
Another case. Both buys 10. Strategy1 Position shows 20 (should be 10), and Strategy2 10 (correct). After Strategy1 exit, while it is correct on TWS, Strategy1 's Position still shows 10(wrong), and Strategy2 shows 10 (correct), but Strategy2's P&L moves as if it has 20 contracts.
The Positions Column on Strategy tab are often screwed up similar to the two cases I described above. Maybe not always.
Any insight on this? And how do I access this Positions Column on Strategy tab from within my strategy code?
Thank you
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