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Old 05-16-2018, 08:51 PM   #1
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Default Unexpected behaviour OnPositionUpdate

Hi, I am running 2 strategies 1 buy 1 sell. When I am flat on the buy strategy for example OnPositionUpdate is being triggered on the sell strategy. These strategies are running on the same instrument but as mentioned separately and independent of one another. Is this to be expected?


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Old 05-17-2018, 07:30 AM   #2
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Hello suprsnipes,

Thank you for the post.

In this case, I do believe this would be expected based on the wording in the documentation surrounding this override. In the help guide, it lists that this is called everytime a position managed by a strategy changes which is what I can see happening. I dont see that this is called for manual orders but only orders in which any managed strategy has submitted.

I see that in NT8 this override differs and the wording has been changed to list that it does not include other strategy orders.

If you are using OnPositionUpdate to control logic and you are also using two separate strategies you would likely need to do one of the following. You could combine the scripts into one to avoid this situation or use the other overrides such as OnExecutionUpdate and the Position object to know the orders filled and to check the virtual position.

I look forward to being of further assistance.
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