Dual WAN Routers

[NinjaTrader_Kyle]

Hi mrpowerballad,

Thank you for your post.

This would partially depend on where your orders reside during fail-over. For more information, please see the following link: http://www.ninjatrader-support2.com/...ead.php?t=5349

[Big D]

How does a disconnect/reconnect affect a running strategy? I would hope the strategy does not lose its "state". What would happen if a limit order (ie target) or stop order (ie exit) is hit during a lost connection event? These orders reside at the exchange. Upon reconnection, would the broker (ie ZenFire) communicate the trade event back to the strategy so the strategy would know where it stands? Would the broker communicate all trade events that were missed during the lost connection or would everything be lost? Or are trade events only broadcast 1 time and if you're not listening, tough luck on you?

[NinjaTrader_JoshP]

When you get disconnected and reconnected it is like starting over. It will reprocess everything and calculate out a new strategy position state based on the new information. Whether this is the same state as when you got disconnected is not guaranteed. For the orders, depending on what setting you choose for your strategy "Immediately submit live" or "Wait until flat" in the Tools->Options->Strategies->NinjaScript tab is what determines what happens. With "Immediately" you may have the opportunity for it to match back up provided you get lucky. With "Wait" you will for sure not match up those orders. The strategy will ignore the current running trade and will process live trades after the strategy reaches a flat state.

[junkone]

dont want to hijack this thread. but i have an extended question.

If i have a open position AUDUSD 40000 and i get a disconnect from TWS. later, NT reconnects again. i understand it is as if the strategy starts all over again.

Then how can i thro the api detect how much open position i have. i would like to flatten the open positions thro the api.
and cancel any open orders in TWS

[NinjaTrader_Kyle]

Hi junkone,

Thank you for your post.

The strategy is only aware of the strategy position. You would have to manually sync the account position and the strategy position.

NinjaTrader 7, which is slated for beta release by the end of the month, will provide additional functionality to allow you to do more.