Stuck historical positions

[NinjaTrader_Joydeep]

Hello Steve R,
The strategy positions on the historical bars are not appended on the database. The are hold locally withing the strategy and is used for calculating the strategy position.

If you choose to "return" on the historical bars then you will lose the historical trades.

[Steve R]

Hello Steve R,
The strategy positions on the historical bars are not appended on the database. The are hold locally withing the strategy and is used for calculating the strategy position.

If you choose to "return" on the historical bars then you will lose the historical trades.

yes, that's what i said - i lose my historical trades.

what I want is to keep the historical trades, but clear the erroneous entry that is causing the strategy to not trade.

That's the problem - how do we fix it without ignoring all the historical trades?

[NinjaTrader_Joydeep]

Hello Steve R,
To assists you further may I know what "On starting a realtime strategy" you are using in Tools>Options>Strategies tab>NinjaScript tab

If you try using "Immediately submit live working historical orders" then are you able to get it work correctly.

[Steve R]

I have the default "Wait until flat before executing live" radio button clicked.

I did see this but was afraid to start clicking around too much and making things worse.

So if I choose "Immediately submit live working historical orders".......... it will operate as if I am "Flat" when my Strategy starts?

IE: If it thinks I am long (when I'm not) I don't want it to start to try and close a non-existent position...I want it to start "Clean/Flat".

Hello Steve R,
To assists you further may I know what "On starting a realtime strategy" you are using in Tools>Options>Strategies tab>NinjaScript tab

If you try using "Immediately submit live working historical orders" then are you able to get it work correctly.

[NinjaTrader_Joydeep]

Hello Steve R,
Your strategy will not be Flat and in such scnario please keep the option "Wait until flat before executing live" checked.

You have to further custom code your strategy to flatten your strategy position. For example the below code will check the strategy position when you are live for once and flatten your strategy position.

//in variable
bool checkPos = true;

//in OnBarUpdate
if (Historical == false && checkPos == true)
{
    checkPos = false;

    if (Position.MarketPosition == MarketPosition.Long)
    ExitLong();
    else if (Position.MarketPosition == MarketPosition.Short)
    ExitShort();
}

[Steve R]

Ahh! excellent.

Very nice.

Thanks!

Hello Steve R,
Your strategy will not be Flat and in such scnario please keep the option "Wait until flat before executing live" checked.

You have to further custom code your strategy to flatten your strategy position. For example the below code will check the strategy position when you are live for once and flatten your strategy position.

//in variable
bool checkPos = true;

//in OnBarUpdate
if (Historical == false && checkPos == true)
{
    checkPos = false;

    if (Position.MarketPosition == MarketPosition.Long)
    ExitLong();
    else if (Position.MarketPosition == MarketPosition.Short)
    ExitShort();
}