Disabled Strategies missing when looping account.Strategies

[scouratier]

*** I think I posted this in the wrong place ..Can we move it to the correct forum? ***

Hello friends!

When I run this:

foreach (StrategyBase strategy in account.Strategies)
{
Print("Strat Category: " + strategy.Category + " Name: " + strategy.Name + " Instrument: " +strategy.Instrument.MasterInstrument.Name + " State: " + strategy.State);

}

The only print I get are from Strategies that are currently running (in strategyState == Historical or == Realtime, maybe == Active, but I've never seen that state).

The strategies are listed correctly in Control Center, They work fine, as in, when Enabled, they take trades etc..

If I enable a strategy from Control Center, I can see the print output information about that strategy as expected. If I disable the strategy, I see the message "Disabling NinjaScript strategy" and I can no longer see the strategy printed from the loop.

Help! =)

S.

[scouratier]

I'll also add, this page: https://ninjatrader.com/support/help...rategybase.htm

Suggest that OnAccountStatusUpdate get events from enabling or disabling strategies. I've wired up things in my addon and I just do a simple print in OnAccountStatusUpdate and I never see strategy event being sent to it.

[scouratier]

I did some a bit more work on my end. Attached a debugger. I looked at all my accounts and all listed strategies. I can confirm that in memory, disabled strategies do not show up.

[scouratier]

I went ahead and made a quick addon to share for testing:

[HASHTAG="t3322"]region[/HASHTAG] Using declarations
using System;
using NinjaTrader.Cbi;

#endregion

//This namespace holds Add ons in this folder and is required. Do not change it.
namespace NinjaTrader.NinjaScript.AddOns
{

public class ForumHelp : AddOnBase
{
// Timer Obj
private System.Timers.Timer UpdateTimer;

protected override void OnStateChange()
{
if (State == State.SetDefaults)
{
// listen to connection events
Connection.ConnectionStatusUpdate += OnConnectionStatusUpdate;
foreach (Connection connection in Connection.Connections)
{
Print("SetDefaults/Connections: " + connection.Options.Name + " Status: " + connection.Status);
}

// loop accounts
foreach (Account account in Account.All)
{
if (account.Name == "Backtest") continue;
account.AccountItemUpdate += OnAccountItemUpdate;
account.PositionUpdate += OnPositionUpdate;

// first update of AccountItems
foreach (AccountItem item in Enum.GetValues(typeof(AccountItem)))
{
// this seems to work, so not going to print
}

// first update of strategies
UpdateStrategyStates(account);
}

// Subscribe to static events. Remember to unsubscribe with -= when you are done
Account.AccountStatusUpdate += OnAccountStatusUpdate;

}
else if (State == State.Configure)
{
UpdateTimer = new System.Timers.Timer(5000);
UpdateTimer.Elapsed += OnTimerElapsed;
UpdateTimer.Enabled = true;
}
else if (State == State.DataLoaded)
{

}
else if (State == State.Terminated)
{
// loop accounts
foreach (Account account in Account.All)
{
if (account.Name == "Backtest") continue;
account.AccountItemUpdate -= OnAccountItemUpdate;
account.PositionUpdate -= OnPositionUpdate;

}
Account.AccountStatusUpdate -= OnAccountStatusUpdate;

Connection.ConnectionStatusUpdate -= OnConnectionStatusUpdate;
// stop the timer
if (UpdateTimer != null)
{
UpdateTimer.Enabled = false;
UpdateTimer.Elapsed -= OnTimerElapsed;
UpdateTimer.Stop();
}
}
}

private void OnTimerElapsed(object sender, EventArgs e)
{
lock (Account.All)
{
foreach (Account account in Account.All)
{
UpdateStrategyStates(account);
}
}
}

private void OnPositionUpdate(object sender, PositionEventArgs e)
{
Print("OnPositionUpdate: " + sender.ToString() + " : " + e.ToString());
}

private void OnAccountStatusUpdate(object sender, AccountStatusEventArgs e)
{
Print("OnAccountStatusUpdate: " + sender.ToString() + " : " + e.ToString());

}

public void UpdateStrategyStates(Account account)
{
foreach (StrategyBase strategy in account.Strategies)
{
Print("Strat Category: " + strategy.Category + " Name: " + strategy.Name + " Instrument: " + strategy.Instrument.MasterInstrument.Name + " State: " + strategy.State);
}

}
private void OnAccountItemUpdate(object sender, AccountItemEventArgs e)
{
// this seems to work, so leaving it out
//Print("OnAccountItemUpdate: " + e.AccountItem.ToString() + " : " + e.Value.ToString());
}

private void OnConnectionStatusUpdate(object sender, ConnectionStatusEventArgs e)
{
Print("OnConnectionStatusUpdate: " + sender.ToString() + " Connection Args:" + e.ToString());
}


}
}

[backtester831]

All added strategies in the strategies tab are saved in the ninjatrader.sqlite db file. Perhaps you can use a viewer to see what's going on in that file to get some clues

[scouratier]

The strategy table is empty. Ahem. That seems odd.

[NinjaTrader_Gaby]

Hello scouratier,

Thank you for your post.

The Account.Strategies collection only holds currently enabled strategies, so it is expected that a disabled strategy would not be included in the collection.

Unfortunately, there are currently no supported means of getting a list of disabled strategies. However this thread will remain open for any members of the community who want to share unsupported solutions.

Please let us know if you have any further questions.

[scouratier]

Well, there's a discrepancy then (or at the very least, a need for clarification).

From this page of the documentation:

https://ninjatrader.com/support/helpguides/nt8/NT%20HelpGuide%20English.html?strategybase.htm

In the code sample, we can read.

// This comprises all which are active, recovered upon last connect, or deactived since last connect

This would mean that strategies that have been enabled / were enabled on last connect and are then disabled should still show up. That's not the case.

[NinjaTrader_Gaby]

Hello scouratier,

Thanks for pointing this out.

This comment is indeed a mistake in the Help Guide. The collection will only contain enabled strategies and active ATMs. I've made our team aware and they have marked this for correction.

Apologies for any confusion caused by this error in the HG.

[scouratier]

All added strategies in the strategies tab are saved in the ninjatrader.sqlite db file. Perhaps you can use a viewer to see what's going on in that file to get some clues

So went ahead and fixed this. Reflection issues were preventing the strategies from being saved to the DB. This solved another one of my problems where I needed to add strategies back to my charts on each restart, so that's great.

Disabled strats do not show up, confirming Gaby's post. Sad Face.