Multiple Strategies - Syncing Positions

[wittmjo]

Hallo,

my issue: My datafeed disconnects from time to time. Today so far two times.
Then, when the strategies are started again, all existing orders are cancelled if account sync position is set to 'Wait untifl flat'.
I want to keep my Stop and Target Orders though if I am in a position already, so the correct setting for me would be 'Immediately submit'. In this setting, the existing orders should be assumed by the restarted strategy that originally placed it. Do I understand this correctly?

What then if I have two strategies running in the same instrument? One of them will assume the existing orders as its own. The other strategy will not be able to match the existing orders to any active strategy order. Will the second strategy therefore cancel the orders, even though the first one assumed it?

Thank you

[NinjaTrader_Jim]

Hello wittmjo,

Thanks for your post.

ImmediatelySubmit will have the strategy try to match orders that are generated with historical data to live orders that the strategy has previously placed. If the strategy did not generate the orders previously, NinjaTrader will not cancel them. Orders will be cancelled if the strategy has created these orders previously and they do not match the historically calculated orders.

We can set up a test to observe the behavior when a strategy is applied against the same instrument and then both strategies are restarted. When the strategies are enabled, they do not cancel the other's orders and both strategies are able to resume their orders if they match.

Demo - https://drive.google.com/file/d/1hUy...w?usp=drivesdk

Please let me know if you have any questions.