NT7 not issuing "close position" orders for reversal in live trading

[qewcool]

I have a strategy that do reversals with enterlong() and entrershort() market orders. I am on NT7 version 1000.4

everything backtest well and I see the reversals being done with "Close Position" orders being issued both on the strategy window/chart and in the orders tab in the backtest results.

I am testing live in a sim account on zen-fire and I have a weird problem :

for example, if I have 2 long contract and my strategy gets a short signal (vice versa : same thing happens for initial short and gets a long signal):

1) everything seems fine in the strategy/window and I see both my market entry orders and Close position orders on the chart. And the strategy thinks it has executed both entry and close position orders so It thinks It now have 2 short contracts ( ie executed a reversal)

2) But under the execution and the log tab : I only see my market entry orders being issued/accepted and filled .... I dont see the "Close position" orders anywhere being issued by ninjatrader

3) Under the position tab, I am now flat as my market entry orders sold 2 contract but no "Close position" orders has been issued to bring the total position to 2 short contracts

What is the problem here ? I never had this problem under NT6.5.

I played with both the "synch position", "wait until flat" and "submit historical orders immediately" options thinking it would have something to do with the problem but none made any difference so I dont think the problem is there.

Thanks in advance for help.

[NinjaTrader_Bertrand]

qewcool, in which mode was your scenario outlined tested then? WaitUntilFlat or Immediately Submit? Was SyncAccountPosition set to 'true' or not?

The sync considerations have become a little bit more detailed with NT7 as we now offer strategy persistence across session breaks and also have the option to automatically send a market order to sync as needed - http://www.ninjatrader.com/support/h..._positions.htm

[qewcool]

Right now it is at WaitUntilFlat and SyncAccountPosition at false and "Close Position" orders are not being issued

I was short (manually entered) this morning and had a signal to go long and left ninjatrader to operate on its own.

the result is :

1) in the log tab I see only one order (with 1 order ID) being issued for my coded enterlong() entry Name = "LE01". I do not see a second order with another order ID being issued for "Close Position".

2) in the position tab the total position is flat

3) in the execution tab, I see the tag "LE01" for my coded enterlong() entry being assigned to "exit" and no execution with "Close Position" tag as I usually see from the backtest and from NT6.5.

4) under the strategies tab everything looks fine and the strategy is 2 contract long. It is even showing the right real time Profit&Loss for the long position

5) in the chart window of the strategy, everything looks fine and the strategy is 2 contract long. I see executions arrows for both my "LE01" entry and the "Close Position" that should be issued by NT but is obviously not

I also tried putting Entriesperdirection to 2 this morning before the long signal but no effect as I can see.

[qewcool]

Also I forgot to say I migrated not long ago to NT7 and did an import of the DB from NT6.5

I did not reset the sim account since then.

any specific setup to make "Close Position" work after a migration ? I would guess not as everything else seems to be working fine.

[qewcool]

I just went long manually now to sync the account position with the strategy state ... lets see if it goes to normal behavior on the next signal.

[NinjaTrader_Bertrand]

Ok, please let us know - with the manual short in and then letting NT reverse in WaitUntilFlat without any sync you started out not in sync account vs strategy position wise.

[qewcool]

Ok, please let us know - with the manual short in and then letting NT reverse in WaitUntilFlat without any sync you started out not in sync account vs strategy position wise.

I do not understand this .... I initially did a manual short to synch my position to my strategy historical state once I initially applied the strategy to my chart. This is like what I always did in NT6.5

So you are saying this behaviour of not issuing the "Close Position" orders on reversal is normal for NT7 if I have WaitUntilFlat and NoSync ?

What should I have to select as options to have the same behaviour as in NT6.5 ?

I want to start the strategy and synch it to my account position manually with a limit order (not a market order) and then the strategy take over on the next long/short signal as with NT6.5

[qewcool]

Ok, please let us know

Got the next signal and the "Close Position" order got issued this time.

so it only affects the first signal after strategy activation.

Which options should I be choosing to replicate the NT6.5 behaviour ?

[NinjaTrader_Bertrand]

qewcool, but in 6.5 you were using the immediately submit option then, correct? Here you would need to sync your position and it would expect the sync to be there hence reversing for you, with WaitUntilFlat that would not be the case - it would enter the first realtime generated signal only and ignore any historical strategy / virtual position.

[qewcool]

qewcool, but in 6.5 you were using the immediately submit option then, correct? Here you would need to sync your position and it would expect the sync to be there hence reversing for you, with WaitUntilFlat that would not be the case - it would enter the first realtime generated signal only and ignore any historical strategy / virtual position.

I really dont know what options under NT6.5 as I never had this problem and never looked. I just thought it was default behavior.

So I guess it would be SubmitImmediately and NoSync to get the same behavior under NT7.

"WaitUntilFlat that would not be the case - it would enter the first realtime generated signal only and ignore any historical strategy / virtual position"
= this is a good explanation. I understand better now even though the strategy never goes flat.

Thanks for the help

[NinjaTrader_Bertrand]

You're welcome and correct in your understanding here.