StartBehavior.AdoptAccountPosition behaviour question

[ours_solaire]

Hi,

I have a strategy that uses StartBehavior.AdoptAccountPosition to enable it to resume after the forced IB daily disconnect.

If the strategy is in a position and it disables itself due to connection loss, I then reconnect and enable it, and it does a "Virtual entry execution" to keep in sync, which is fine.

The problem arises later on, when the strategy logic encounters an exit signal such as:

ExitLong(entryName+"LIFail",entryName);

where the original entryName (fromEntrySignal) is no longer recognized by the strategy, and therefore this Exit order is never triggered. This in an intra-bar signal.

Is this normal behavior? If so, how do I deal with these virtual entries to make sure all the exit signals are triggered after a virtual entry?

Thanks.

[NinjaTrader_AlanP]

Hello ours_solaire,

Thank you for your note.

May I ask, do you have both the following under State.SetDefaults?

IsAdoptAccountPositionAware = true;
IsInstantiatedOnEachOptimizationIteration	= true;

If so, if you hardcode "enterLong" as the name for both the entry and exit, do you get the exit upon the conditions being met after a restart?

I look forward to your reply.

[ours_solaire]

Hi Alan,

Yes those parameters are correctly set in State.SetDefaults.

I can see that if you don't specify a fromEntrySignal in your EXIT() method by using an empty string, the exit order will always trigger, however, if I want to keep a track of which entry signal generated the exit (using fromEntrySignal), I can't use this method.

Ideally, there would be a boolean such as IsVirtualEntry that could be used to catch these instances and deal with them differently.

Perhaps you can add this to the list of requests / modifications for a future update of NT?

[NinjaTrader_AlanP]

Hello ours_solaire,

Interesting, I'd like to look more into this.

Could you please send an email to platformsupport[at]ninjatrader[dot]com with Attn: Alan P in the Subject line. Also within the email please include a link to this thread, and attach the log and trace files for the day in subject which you can find in My Documents>NinjaTrader8>Log and My Documents>NinjaTrader8/Trace folders.

I look forward to your email.