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Q about Options > Strategies > On connection loss = Recalculate

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    Q about Options > Strategies > On connection loss = Recalculate

    If a strategy is coded to ignore calculating during historical data processing (i.e. backtesting and historical trade data is Not available), will the Option setting 'On connection loss' = Recalculate still work correctly? Or, does NinjaTrader need historical calculations(trading data) from the strategy to function correctly? Thanks.
    zacwhitesi
    NinjaTrader Ecosystem Vendor - Shark Indicators

    #2
    Hello Zec,

    Thanks for opening the thread.

    NinjaTrader processes historical data to calculate a strategy position so Recalculate will not calculate the strategy position if you are skipping historical data.

    As a test, you could try the following with an increased number of entries per direction. After physically disconnecting and reconnecting, you can observe that the strategy opens a new position, and the Strategy Position in the Strategies tab of the Control Center reflects 1L with the Account reflecting 2L.

    Code:
    protected override void OnBarUpdate()
    {
        if(State == State.Historical)
            return;
    
        if(Position.MarketPosition == MarketPosition.Flat)
            EnterLong(1);    
    }
    Let us know if you have any additional questions.
    JimNinjaTrader Customer Service

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