NT 7.0.0.19 strategy positions not updating, MB Trading live

[Camdo]

NT 7.0.0.19
MB Trading, Navigator 11.5.0.5 live
NinjaScript, run fron Strategies tab. Wait until flat option checked.

Trade executions are not updating the "strategy position" causing it to become out of sync with the account.

See attached picture.
Account was flat when strategy was started.

Using

[NinjaTrader_Bertrand]

Thanks for reporting in Camdo - so at startup of the strategy from the tab it was also showing it's flat then, correct? Have you witnessed the same also if you ran your same strategy directly from the chart? Can you please send in the logs for this issue to us, too?

Thanks for the support.

[Camdo]

The strategy tab shows flat at start up and the real account is flat also.
I have examples of this same issue with NT 7.0.0.18.
and NT 6.5.1000.16

I have not tried using the NS strategy on a chart. I will try that tomorrow.

I will send log and trace files by email.

[NinjaTrader_Bertrand]

Ok, thanks got the files and will take a look shortly - please let me know how your testing starting the strategy from the chart goes today. Thanks.

[Camdo]

Strategy run on chart also failed to update strategy position properly.

I have observed that it is the last execution that is not being read correctly.
In a string of partial fills, it is the last one that does not get its qty added into the position qty.
If the order is filled in one execution (no partials) then the strategy position qty remains unchanged.

Also everything works okay in a simulated account.
Testing in NT 6.5.1000.16 had only one occurence in 1 of 7 trades.
Testing in NT 7...18 & 19 had occurences in 7 of 7 trades.

The conditions for occurence seem to be:
- MB Trading live using NinjaScript

[NinjaTrader_Bertrand]

Thanks for the detailed reply, I'll look into reproducing here shortly.

[shodd]

Hello, has there been any progress on this bug? Resolution of this issue for me is essential as I cannot use NT with MB at present. I am a licensed customer but will have to look for alternatives if this cannot be resolved.

Your earliest advice on this is greatly appreciated.

[NinjaTrader_Dierk]

Unfortunately this is a limitation of the MBT API which can't be overcome/worked around by NT easily. Thus, we would not have a resolution at this time. Sorry for the bad news.

[Camdo]

Most of the correspondence about this issue was by email. Here is the jist of it:

The response I got was not very clear, but I did establish a workaround.

1. NT recognises an issue with the MBT API although I could never establish what that issue was.

2. The strategy position shown on the strategies tab should be ignored.

3. If you need strategy info in your strategy, I was told to use IOrder methods and variables.

4. I had success using IOrder methods and a strategy variable in lieu of Position.MarketPosition == MarketPosition.Flat. It took me a week to figure it out, and probably a bit kludgy too. My strategies have been running about a month now with about 150 live trades without issue.

5. I have since discovered that if you match trades with signal names, the problem of strategy termination may be solved. This became apparent to me after rewriting with IOrder methods, so I never tried it. If someone tries this please let me know if it works by posting a relpy.

[shodd]

Camdo, thankyou for your very detailed response (certainly better than "sorry can't help you").

Here I was about to bin my NT subscription, but after your response I now have a path to investigate.

I'll look into point 5 in a bit more detail and get back to you here if I find anything useful.

Many thanks!