Strategy Position

[Radovan55]

Hi,

I have a problem with strategy position update. When i run strategy on real time sim account or backtest everything works fine. But when i run it on real account my strategy position lags behind acct.position for one execution. It shows my strategy position like it was one execution back. Below i posted a picture first one is in sync that runs real time sim account, second runs on my real account.

I cant get my strategy position in sync

my script uses OnBarUpdate calculation

please help

[Radovan55]

[NinjaTrader_Jesse]

Hello Radovan55,

Thank you for the post.

The image shows two strategy rows, are these both on the same account/instrument or is that a sim vs live comparison?

The sync column will only show true of the strategy is truly in sync, from the given image it appears that the strategy did not place an order which would match the account position. Are you seeing that the orders in the strategy performance report match the orders placed to the account in the orders tab for the realtime trades?

I look forward to being of further assistance.

[Radovan55]

Hi,

Upper row is on sim account and bottom one is on my real account. (same strategy)

They both run on same instrument real time.

They both work correctly(orders get executed like they should) only that on my real account strategy position is lagging for one exsecution. (113.000 instead of 128.000)

(real account) - In Orders tab everything is fine(orders get executed) and Executions tab is fine and i get a fill on my real account. Just strategy position doesnt update position correctly

[NinjaTrader_Jesse]

Hello Radovan55,

What broker are you currently using and what version of the platform do you have?

You can locate the version in the help -> about menu.

I look forward to being of further assistance.

[Radovan55]

8.0.22.2 64-bit

[NinjaTrader_Jesse]

Hello Radovan55,

Thanks for that, can you also tell me what broker you are connected to and placing orders to?

I look forward to being of further assistance.

[Radovan55]

Rithmic.

I dont understand how strategy position can be wrong if it executes correctly.

[Radovan55]

I taught that strategy position doesnt have anything to do with broker connection.
Only acct.position does
Is my understanding correct?

Thanks

[NinjaTrader_Jesse]

Hello Radovan55,

I reviewed this further and see that we currently have a issue tracked surrounding strategy reporting in the control center and Rithmic (NTEIGHT-13447).

The Rithmic API can submit position events ahead of related order and execution update events. As a result, it is a limitation with NinjaTrader when using Rithmic that the strategy position displayed on the UI might not match the actual strategy position contained in the StrategyBase.Position object. I have added your vote to the feature request SFT-3467 to improve ordering of Position Update events with Rithmic connections

I taught that strategy position doesnt have anything to do with broker connection.

The strategy position is representative of what the strategies virtual position is or what it is paying attention to. The Account position can be in sync when using a single strategy in normal use cases however in this situation it can display false due to the missing position updates to the UI.


Please let me know if you have any additional questions on this matter.

[Radovan55]

Thanks Jesse!

Do you maybe have some suggestion how could i code it myself to match strategy position?

[NinjaTrader_Jesse]

Hello Radovan55,

Are you referring to changing the UI in the control center? That would not be able to be changed by NinjaScript coding, that is a limitation of the position updates the Rithmic adapter is sending out. If the strategy is otherwise working normally and you can see that on the account position/broker report you can instead refer to the account position in the control center to know its current position. Assuming you are running a single strategy per instrument then it should match the account position.

I look forward to being of further assistance.

[Radovan55]

Thank you!