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Strategy closed performance is not displayed in real time

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    Strategy closed performance is not displayed in real time

    Hello everyone,
    in the strategy tab there are the values for the realized profits.
    As you can see in the video, this value is not updated when a trade is closed.
    In a SIM account this works without problems, in a live account, like here at APEX, there is this error.
    Only when another trade is opened within the strategy is this field updated.
    So this seems to me to be a bug.
    I would be happy if someone would confirm this behavior and comment on NT.

    Thank you very much,
    Sebastian

    Video:


    #2
    Hello Sebastian - TwinPeaks,

    Thank you for the message.

    Please reach out to the Person, Developer, or Company that you got the 3rd party order entry interface from and ask them how it is expected to work and why it is behaving that way.
    • Strategies can be programmed to work in various ways, so NinjaTrader Support has no further insight since we didn't program the add-on ourselves.

    If you were using the default Chart Trader interface and order entry buttons, our support team would be able to provide further help and insight.


    Please let us know if we may provide any further assistance.

    Comment


      #3
      Originally posted by NinjaTrader_Clayton View Post
      Hello Sebastian - TwinPeaks,

      Thank you for the message.

      Please reach out to the Person, Developer, or Company that you got the 3rd party order entry interface from and ask them how it is expected to work and why it is behaving that way.
      • Strategies can be programmed to work in various ways, so NinjaTrader Support has no further insight since we didn't program the add-on ourselves.

      If you were using the default Chart Trader interface and order entry buttons, our support team would be able to provide further help and insight.


      Please let us know if we may provide any further assistance.
      Hello Clayton,

      I understand that you suspect it could be due to the 3rd party app.
      However, I can assure you that this is not the case.
      Under the following link, you will find another video in which I use a very rudimentary strategy from the NT community.


      You can find the strategy here:


      Please note that you may have to adjust it, the picture of the necessary adjustments can be found here in the attachment.
      As you will see in the video, the problem that the realized PnL does not update immediately does not occur every time, but only sporadically. The problem also only occurs in live accounts, not in the sim.
      I would therefore assume that the problem here is once again the integration of the API with Rithmic.
      Please adjust the whole thing once, then you will see when it occurs.


      As I understand it, a strategy should not be allowed to change this value within NT.
      In my opinion, the trigger for when updates are made here comes from the Rithmic API. So if the trigger for updating is not evaluated correctly by the API or by NT, this value is not updated when the position is closed.
      So it happens that sometimes the update takes place immediately when closing, and sometimes only when you open a new position. As you can clearly see in the video.

      In my opinion, this is a bug within NT or the Rithmic API.

      Rithmic has 3 different threads
      1 OnOrderupdate
      2 OnExecutionUpdate
      3 OnPositionUpdate
      and they are not always in sync​.

      Maybe this can cause this error.


      If you need more information, I will of course be happy to provide it.

      Thanks,
      Sebastian





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      Comment


        #4
        Originally posted by NinjaTrader_BrandonH
        Hello Sebastian,

        Thanks for your notes.

        What version of NinjaTrader are you using? Please provide the entire version number. This can be found under Help -> About (Example: 8.?.?.?)

        What is the Order ID of the order you saw the behavior occur for?

        Please send us your log and trace files to support[at]ninjatrader[dot]com so we may investigate this further. In the subject of your email include ATTN: Brandon H and in the body of the email include a link to this forum post.

        Follow the steps below to manually attach your log and trace files to your email so we may investigate this matter further.
        • Open your NinjaTrader folder under, "Documents" (sometimes called, "My Documents")
        • Right click on the 'log' and 'trace' folders and select Send To> Compressed (zipped) Folder.
        • Send the 2 compressed folders as attachments to this email.
        • Once complete, you can delete these compressed folders.

        We look forward to assisting further.
        Hi Brandon,

        i just wrote you the mail.

        It is version 8.1.3.0

        Best,
        Sebastian

        Comment

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