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    Lost connection on Strategy

    If I'm running a strategy that has live orders (Take Profit and Stop Loss) and it loses connection and then resumes, the platform seems to resume upon reconnect.

    What if one of those orders are triggered while the connection is lost? Will the strategy receive the OnOrderUpdate upon reconnect and resume normally? At what point does the strategy shut down?

    Thanks
    Rich

    #2
    Hi Rich,

    There are settings for strategy connection loss available under Tools > Options > Strategies > NinjaScript tab. You can keep running, recalculate, or stop. If the strategy keeps running and the connection is restored, it will receive the fill event for the order and continue.

    Custom connection loss handling could be coded using this:


    If the strategy is restarted at all, then it's considered a new instance, and it will follow handling detailed here, depending on the settings of the strategy, and historical strategy position. Order comparisons are made using the new historical instance of the strategy with the prior, actual one:
    Ryan M.NinjaTrader Customer Service

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