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How do you tell if your position is a simulated historical position

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  • How do you tell if your position is a simulated historical position

    Hi, I'm wondering if there is a definitive way to tell if your strategy currently executing a historical stimulated position after it has transitioned to real time. I understand that you can detect a discrepancy between the Account position and the strategy position, however as far as the strategy is concerned, it doesn't know what other existing strategies out there may be affecting the account position.

    We need to perform some special handling and feedback to the user when the strategy is in this special state - how do we know if we're in this state (from a programmatic perspective)?

    Thanks in advance.

  • NinjaTrader_ChelseaB
    replied
    Hello Jeremytang,

    The positions on other instruments you would want to check individually.

    Code:
    if (State == State.Historical && BarsInProgress == 1 && CurrentBars[1] == BarsArray[1].Count - 2 && Positions[1].MarketPosition != Position.Flat)
    But for the primary instrument only the last bar is necessary and if the instrument is the same for added series this uses the primary series position.

    And yes, when the state is historical 'Count - 2' is the last closed bar (there is an unclosed historical bar after that transitions to real-time).

    Leave a comment:


  • Jeremytang
    replied
    Thanks Chelsea, does (Count-2) always gaurentee being at the close of the last historical bar, (assuming we're in BarsInprogress=0) even if there are multiple barseries loaded in the strategy?


    QUOTE=NinjaTrader_ChelseaB;n1052814]Hello Jeremytang,

    An easy way to tell would be if the position is not flat on the last fully closed historical bar.
    Code:
    if (State == State.Historical && CurrentBar == Count - 2 && Position.MarketPosition != MarketPosition.Flat)
    {
    // the position is not flat on the last fully closed historical bar
    }
    [/QUOTE]

    Leave a comment:


  • NinjaTrader_ChelseaB
    replied
    Hello Jeremytang,

    An easy way to tell would be if the position is not flat on the last fully closed historical bar.
    Code:
    if (State == State.Historical && CurrentBar == Count - 2 && Position.MarketPosition != MarketPosition.Flat)
    {
    // the position is not flat on the last fully closed historical bar
    }

    Leave a comment:

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