Exit and Renter Open Positions at the begining of a session

[newworldguy]

I have a strategy that involves carrying forward positions. In order to get unrealized PnL as a part of the output from the strategy run, I am closing and reopening positions at the begining of each session. Problem is the positions don't seem to be closing as I would expect. So i set up a simple test (see attached test strategy).


But I notice that the total number of positions at the begining of each session seem to reflect that earlier positions were not closed. Please advice.


thanks,

[newworldguy]

Seems like the reason maybe that the orders I am issuing under:

			if (Bars.FirstBarOfSession && CurrentBar > 0)
			{
                try
                {
                    BeginSession();
                }
                catch (Exception e)
                {
                    Print(e.Message);
                }
			}

is coming back in Pending state...

Additionally, I get the error:

**NT** Error on calling 'OnOrderUpdate' method for strategy 'TestStrategy/f23ea5465b5e48acb8a439547ec9c9af': More than 100 subsequent user events

[NinjaTrader_CalH]

Hello Newworldguy,

The error message indicates that there are too many custom events in the same bar call. This is a safeguard for NS strategies to limit the # of potential user events per bar .

You would need to further debug why so many events are being called at the same time.