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Help. for missing execution with strategy. This is my second attempt.

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    Help. for missing execution with strategy. This is my second attempt.

    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.


    #2
    Hello manitshah915,

    To confirm, the issue is that while NinjaTrader was not connected to a connection loss, you are expecting that NinjaTrader would recalculate the data and submit the order after the connect is re-established, is this correct?

    While you can have the strategy re-calculate, this would be historical data. If the order was submitted in the historical and is still working, that order would be transitioned to a real-time order. Unfortunately, the strategy is not going to be able to go back and submit orders that should have been submitted and filled while the connection was lost.

    Instead, your logic could detect the connection loss was re-established, and then using the Addon approach submit an order directly to the account and not through the strategy.
    Chelsea B.NinjaTrader Customer Service

    Comment


      #3
      NinjaTrader_ChelseaB- My goal is not do automated order submission when connection come back. My goal is to only find out - if any signals were generated when connection was lost. So, once I know, then I can manually intervene and adjust my position .

      so, I need to use addon approach here. Can u guide me, how to move forward to achieve my goal?

      Comment


        #4
        Hello manitshah915,

        A BarsRequest can be used to fetch data outside of a series using the Addon approach.

        Below are links to the help guide and examples.


        Chelsea B.NinjaTrader Customer Service

        Comment

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