You current strategy position can be checked with the Position object, the current account position can't be accessd from NinjaScript - thus you have to ensure those are in sync. For the initial synching when starting up NT7 would have an autoSync option which would send a market order to achieve Account Position == Strategy Position on startup.
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Matthew, there's no correct sequence - you supply the sequence needed to track in your custom code, for maximum precision you need to check with the IOrder object states to finetune your approach, which would also cover the fill aspect, since you can directly check for that, too.
You current strategy position can be checked with the Position object, the current account position can't be accessd from NinjaScript - thus you have to ensure those are in sync. For the initial synching when starting up NT7 would have an autoSync option which would send a market order to achieve Account Position == Strategy Position on startup.BertrandNinjaTrader Customer Service
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Here is a class "trackPosition" which uses unmanaged orders to do (attempt to do) the position tracking.
Anyhow, it provides the function:
public void changePositionTo(int newPosition, double limitPrice)
which should place orders to try to keep the strategy position as close as possible to newPosition. limitPrice = 0 will result in market orders.
I have not tested it fully, but it appears to work so far.Attached Files
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