Please help me to understand Start Behavior for a strategy. I currently have the behavior set to "Wait until flat, synchronize account". But I just activated a strategy, and on the chart it shows that there is an active short on the chart. I believe currently the strategy will wait until that trade finishes, and then it will start initiating trades once the strategy is flat. How can I get the strategy to activate a trade on the NEXT signal, without having it activate immediately based on the last signal?
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Hello Bionian,
The strategy will process historical data before real-time data.
Historical orders will appear on the chart.
https://ninjatrader.com/support/foru...442#post782442
With Wait until flat, if the strategy calculates a historical position open, it will wait until a virtual order closes the historical position before placing any real-time orders.
Once the strategy has become flat or crossed through flat, the strategy name will become green indicating the strategy is now sending real-time orders.
https://ninjatrader.com/support/foru...541#post811541
To prevent a strategy from processing any historical data use:
if (State == State.Historical)
return;
To exit a position on the last historical bar use:
if (State == State.Historical && CurrentBar == Count - 2)
{
if (Position.MarketPosition == MarketPosition.Long)
ExitLong();
if (Position.MarketPosition == MarketPosition.Short)
ExitShort();
}Chelsea B.NinjaTrader Customer Service -
Hello Bionian,
This logic would be in OnBarUpdate().
Below I am providing a public link to a forum post with helpful information about getting started with NinjaScript.
Chelsea B.NinjaTrader Customer ServiceComment
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Hello Bionian,
Yes, at the top of OnBarUpdate(), this would cause any historical position to be exited on the last historical bar.
Are you finding that the strategy still has a virtual historical position (showing yellow on the Strategies tab of the Control Center) once real-time data is being received when you are testing?Chelsea B.NinjaTrader Customer ServiceComment
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Hello trader14,
Are you only enabling the strategy before the market opens?
If not, the historical position may not be flat if there is data process.
See below about resuming a strategy.
Chelsea B.NinjaTrader Customer ServiceComment
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Hello trader14,
If you restart a strategy after the market is open, then even if it was flat when the market opened that is not going to prevent new orders from being placed after the market is open.
Are you trying to prevent all new orders after the market is open?
Resuming a strategy would require Immediately Submit. This is outlined in the forum post I have linked.Chelsea B.NinjaTrader Customer ServiceComment
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Hello trader14,
I'm not clear on how Exit on session close is involved.
The strategy is calculating a historical position with historical data every time it is enabled.
This includes historical data from the new session.
It sounds like you are wanting to disable a strategy and re-enable a strategy and have the position be resumed as described in the forum post I have linked. Is this not what you are wanting to do?Chelsea B.NinjaTrader Customer ServiceComment
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Hello trader14,
I may still not be understanding.
It still sounds like you want to disable and re-enable a strategy and have it resume the position (the strategy would start green not yellow).
Can you clarify further if this is not what you are wanting to do?
Yes, a strategy with wait until flat that starts with a historical position will ALWAYS wait until flat before it turns green.
Your strategy logic is what is creating the historical position.
When you mention: "The only alternative is to use "immediately submit" but that doesn't work either because it violates my strategy rules but not waiting for a bar to fully close."
I do not understand your meaning by 'not waiting for a bar to fully close'.
You can wait for a bar to fully close. You can do something before a bar fully closes. You can do either. What is the issue?
Chelsea B.NinjaTrader Customer ServiceComment
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