On Connection Loss Settings

[geofftambler]

I'm a little confused about what settings I should use in the "On Connection Loss" options. My strategy is unmanaged. Ideally, I would like it to just wait until reconnection and then continue as if nothing happened.

From what I read on this page (http://ninjatrader.com/support/helpG...strategies.htm) it sounds like the "Keep Running" option for "Handling" would be the right choice. Am I correct in understanding that it would just wait until it reconnects and continues running using the new data provided?

How does it deal with the historical data? As in, let's say it lost connection to my broker for an hour and then reconnected. Would it fill in the 60 bars that were missing, or would it just begin showing the new present-time bars? If it receives the missing 60 bars, would it try to place orders using that historical data (as in, it tries to place an order to bar 30, which is not the same price as the present-time bar, thus placing orders at the wrong price?)

Additionally, I don't understand the "Number of restart attempts" setting. Does that setting only apply if "Recalculate" is selected? If it is on "Keep Running" (or even "Stop Strategy") would it still try to restart the strategy? That seems counterintuitive, as restarting a strategy is not "keeping it running". So, if I select "Keep Running" will it just ignore the "Number of restart attempts" setting and the "Restarts within x minutes" setting? Should I set those to something specific? Also, should I set "Disconnect delay seconds" to like 99999999 or something like that?

Thanks in advance!

[NinjaTrader_ChrisL]

Hello geofftambler,

Thank you for writing to the support team.

...it sounds like the "Keep Running" option for "Handling" would be the right choice

That is correct. With this setting, your strategy will continue without recalculating your Strategy Position.

When set to 'Recalculate', the strategy will recalculate its 'Strategy Position', this means that it will go through all historical bars to determine the positions it would have taken at that time.

Please see this help guide link on Strategy Position vs. Account Position:

http://ninjatrader.com/support/helpGuides/nt8/en-us/?strategy_position_vs_account_p.htm

More on syncing positions here:

http://ninjatrader.com/support/helpGuides/nt8/en-us/?syncing_account_positions.htm

The number of restarts is the total number of times the connection was dropped, and subsequently, the maximum number of times the user wants their strategy to start up again after a disconnect. The restart attempt setting applies for all 'On connection lost' events.

If there is anything else I may assist with please let me know.

[measmukesh]

Hey Chris,

You have said :

When set to 'Recalculate', the strategy will recalculate its 'Strategy Position', this means that it will go through all historical bars to determine the positions it would have taken at that time.

Does this statement mean that for 'Recalculate' option you will take first past trades of lost connection time, or does it apply only on exiting the positions ? Would you please explain how 'Recalculate' option affects the historical entry trades and exiting trades ?

For "Keep Running" option for "Handling" , how does it affect the exiting the positions, let suppose I choose "Keep Running" option , and the connection was lost , during the connection lost time I should exit the position, but when I got the connection , the trades are not meeting the criteria of exit according to current bar, but as per past candles the trade should exit, what will happen in this case?

Thanks in advance!

[QuantKey_Bruce]

You should probably start by referring to this post: https://forum.ninjatrader.com/forum/...10#post1084910

[NinjaTrader_Emily]

Hello measmukesh,

Thank you for your note.

Here is the description of Recalculate from the help guide:

Recalculate: The strategy will attempt to recalculate its strategy position when a connection is reestablished and held for longer than 10 seconds. Recalculations will only occur if the strategy was stopped based on one of the conditions below. Should the connection be re-established before the strategy is stopped, the strategy will continue running without recalculating as if no disconnection occurred.

•If data feed disconnects for longer than the time specified in “Disconnect delay seconds”, the strategy is stopped and the disconnection is logged.

•If the order feed disconnects and the strategy places an order while disconnected, the strategy is stopped and the disconnection is logged.

•If both the data and order feeds disconnect for longer than the time specified in “Disconnect delay seconds”, the strategy is stopped and the disconnection is logged.

What this means is, as long as one of the conditions is met the strategy will be stopped and the disconnection will be logged. Then, upon re-establishing a connection, the strategy position will be recalculated. This does not result in the account the strategy is running on taking any trades that would have occurred during the connection loss; once the strategy position is recalculated, it will be compared to the account position (Strategy Position vs. Account Position explained here) to restart the strategy based on the strategy's start behavior. The start behavior descriptions may be found here:

• https://ninjatrader.com/support/help..._positions.htm

For Keep Running, the strategy does not evaluate what would have occurred during the exit loss. It simply keeps running as if the connection loss did not happen. If during the lost connection the position would have been exited, the strategy will not know that once it resumes. If the criteria of the exit are not met once the connection is re-established, the position will remain open until the next time the exit criteria are met.

I hope this helps to clarify. Please let us know if we may be of further assistace.