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Strategy Disconnected When Market Data Disconnects
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Strategy Disconnected When Market Data Disconnects
Recently I had a strategy running and it appears like the charts were paused or stopped. When I looked at the IB connection I saw an error so I disconnected to reconnect. Before disconnecting NT warned that I have a running strategy and blah blah. Not knowing any better I disconnected and reconnected. The charts updated and were displaying correctly and the strategy was still in play but it showed "False" under sync. I then noticed that both support orders (target and stop loss) had disappeared (likely cancelled). So I did a "sync all strategies" and all that did was kick me out of the hand. Can anyone explain to me what happened and what should I do the next time I have a problem with the market data connection. What is the best way so that I can close the connection AND/OR NT and still get back to the strategy.
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Hello bc24fl,
When a strategy is stopped and re-started it will re-calculate historical data.
Below is a link to a forum post on start behavior.
If the account has a position and wait until flat, the strategy will start flat and will be out of sync with the account.
To resume a strategy the immediately submit start behavior should be used, and optionally the synchronize account option.
For the strategy to calculate the same position it is recommended to have access to historical tick data and to use 1 tick intra-bar granularity.
Below is a link to a forum post on resuming a strategy.
Chelsea B.NinjaTrader Customer Service
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