What will running strategies do when there is a disconnect and reconnect

[GerTrader]

Hello,

so, when NinjaTrader loses the connection for some seconds or even a minute or or two and then automatically reconnects, what happens to strategies?

As we have seen, they won't be terminated. NT reconnects automatically and the strategy keeps running.

What will happen to open positions? What will happen, if we don't have any open positions? What will happen to StopLosses? Can we cancel StopLosses afterwards?

(We are trading through a TT Interface)

[NinjaTrader_Bertrand]

Hi GerTrader, correct the strategies are halted if the connection loss is detected - upon reconnection you want to make the account and strategy positions are properly synched up then, the stoplosses should be accessible still. To handle disconnects inside your code you can work with OnConnectionStatus - http://www.ninjatrader-support.com/H...ionStatus.html

NinjaTrader 7 will provide synching options and a more detailed 'connection loss' handling - http://www.ninjatrader.com/webnew/NT7/NinjaTrader7.html

[GerTrader]

Hello,
thank you for your answer.

What do you mean by halted? As I experience it, they keep running? Or do you mean, they just do not trigger any buys or sells and these signals will be lost, when occuring during a connection loss phase.

What do you mean by "properly synched"? Sync with what?
We are trading a 10-minute-strategy and between real trading and backtesting is almost every time a 10 minute (= 1 bar) difference, which is no problem for the strategy, but could lead to unexpected behaviour when trying to snyc a running strategy with backtests.

[NinjaTrader_Ben]

Hello,

Or do you mean, they just do not trigger any buys or sells and these signals will be lost, when occuring during a connection loss phase.

>>Yes


What do you mean by "properly synched"? Sync with what?
>>Please review this link:

http://www.ninjatrader-support2.com/vb/showthread.php?t=4033

[GerTrader]

I am still quite unsure about the StopLoss thing.
We are trading ZB @ Globex, so as far as I have understand it, this will be a Stop Limit Order.

For example, our strategy buys @ 111 with a StopLimit @ 110. When our strategy triggers an exit @ 113, the StopLimit Order will be automatically removed from the exchange, right?

What does happen, if our strategy buys @ 111 with a StopLimit @ 110 and afterwards we have a connection loss. After the reconnect

a) the strategy triggers an exit @ 113
b) we manually close the position

Hove are these StopLoss/StopLimit-Orders handled with NinjaTrader?

[NinjaTrader_Ben]

Hello,

What does happen, if our strategy buys @ 111 with a StopLimit @ 110 and afterwards we have a connection loss. After the reconnect
>>The strategy doesn't know anything when it reconnects, so you must re-sync it. What ever is at the broker/exchange stays that way at the connection loss. When the strategy connects again, it thinks its starting fresh.


Hove are these StopLoss/StopLimit-Orders handled with NinjaTrader?
>>This depends where the orders reside at that time and broker. Please review this link:

http://www.ninjatrader-support2.com/vb/showthread.php?t=5349