How to find missed out signal based execution for strategy running
Please read question based on example carefully. And later please provide me answer and solution with context of example.
Example:
I am running strategy on Instrument- NQZ-2023.
Strategy takes entry when signal "triangle" is generated on 5 minutes bar close. Current strategy setting is, Bars required to trade=10. Days to load=5 days,
whenever Triangle-signal generates, strategy executes Buying 1 Lot of NQZ-2023.
Now, assume this: At 9 AM CST I have already 2 Long Position of NQ Z-2023, while strategy running is good without any interruption.
At 9:10 AM, connection is lost (maybe due to broker data feed or internet), and connection comes back at 9:16 AM, meaning 6 minutes of downtime.
- I already have kept my strategy = keep running mode in OPTIONS/CONTROL CENTER.
That means, at 9:16 AM when connection is back, strategy is STILL ENABLED /green color IN CONTROL CENTER.
Now, at 9:16 AM, we get historical bars/candles plotted automatically for that missing 6 minutes .
And I observed that, there was - TRIANGLE SIGNAL condition generated at chart.
But that 9:15 AM triangle did not take any position , when connection was back normal at 9:16 AM.
MY Question:
How can i find out, such missing order/position entries which didn't take place when connection was lost. Where triangle was generated during the time when connection was lost and that caused me to miss my signal based execution/taking position.
Please don't suggest me, order trace/order print via script output. That is not the solution, I already know that.
Give me real answer with some proper technical expertise.
ALL I WANT TO ACHIEVE IS, some ways to find out easily , to figure out that lost order entry, when connection was lost and triangle was generated during that time.
Example:
I am running strategy on Instrument- NQZ-2023.
Strategy takes entry when signal "triangle" is generated on 5 minutes bar close. Current strategy setting is, Bars required to trade=10. Days to load=5 days,
whenever Triangle-signal generates, strategy executes Buying 1 Lot of NQZ-2023.
Now, assume this: At 9 AM CST I have already 2 Long Position of NQ Z-2023, while strategy running is good without any interruption.
At 9:10 AM, connection is lost (maybe due to broker data feed or internet), and connection comes back at 9:16 AM, meaning 6 minutes of downtime.
- I already have kept my strategy = keep running mode in OPTIONS/CONTROL CENTER.
That means, at 9:16 AM when connection is back, strategy is STILL ENABLED /green color IN CONTROL CENTER.
Now, at 9:16 AM, we get historical bars/candles plotted automatically for that missing 6 minutes .
And I observed that, there was - TRIANGLE SIGNAL condition generated at chart.
But that 9:15 AM triangle did not take any position , when connection was back normal at 9:16 AM.
MY Question:
How can i find out, such missing order/position entries which didn't take place when connection was lost. Where triangle was generated during the time when connection was lost and that caused me to miss my signal based execution/taking position.
Please don't suggest me, order trace/order print via script output. That is not the solution, I already know that.
Give me real answer with some proper technical expertise.
ALL I WANT TO ACHIEVE IS, some ways to find out easily , to figure out that lost order entry, when connection was lost and triangle was generated during that time.
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