I'm aware of all the info about strategies, syncing accounts...etc, but I'd like to bring here a practical case so I can confirm all settings are correct.
Let's say that I have an automated strategy that might hold a position several days. Any opened position will always have a protective stop loss order tied to. Now, we arrive at the weekend with an active opened position. As it's known, mostly brokers' connections are broken during the weekend, so obviously, we need to sync positions and orders seamlessly in order to allow our strategy continues to be as it was last Friday. In order to do that, my settings for Strategy, Syncing, Positions, Orders...etc are:
- On Tools \ Options \ Strategy \ Ninjatrader --> I got unselected boxes of "Cancelling orders when a Strategy is disabled, both of them.
- Immediately submit live working historical orders, Sync account position = true
I had thought that this general set would be good enough to achieve perfect sync and reactivation, but sometimes I got order cancellations, flatten positions, reopened positions...etc.
Do you have any comment, ideas or suggestions?
Thanks
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