ConnectionLossHandling Information and Alerting

[DharmaTrader]

Hello,

I'm looking for more detailed information regarding ConnectionLossHandling in NT8. Here's what is in the Help Guide:

ConnectionLossHandling.KeepRunning	Keeps the strategy running. When the connection is reestablished the strategy will resume as if no disconnect occurred.
ConnectionLossHandling.Recalculate	Strategies will attempt to recalculate its strategy position when a connection is reestablished.
ConnectionLossHandling.StopStrategy	Automatically stops the strategy when disconnected for more than DisconnectDelaySeconds. No action will be taken when a connection is reestablished.

StopStrategy is straightforward but I would like clarification on the other 2 options.

KeepRunning

Specifically, will OnBarUpdate be called for each bar that was "missed" while the connection was down? ( I'm using Calculate.OnBarClose )

Recalculate

What is the process that occurs upon restart? What is being "recalculated"?

Also, is there a method called when a Connection Loss occurs that can be used to generate a custom alert?

Thank you.

[NinjaTrader_Jesse]

Hello DharmaTrader,

Thank you for the post.

Keep running will not recalculate the historical data that has passed so it would just keep running once the connection resumes.

Recalculate will re-run the OnBarUpdate for the historical bars effectively recalculating the strategies current position.

You will see a difference in the log with these two settings during a connection event, with recalculating you will additionally see in the log:

Disabling NinjaScript strategy 'strategyname'
Enabling NinjaScript strategy ' strategyname '

followed by the script reprocessing the historical bars before re-entering realtime.



There is an override "OnConnectionStatusUpdate" which can be used for connection loss events.


If you wanted to further visualize any of these settings, you can use the following code to print the events that are happening. You could just unplug/disconnect from the internet with the platform open to simulate a connection loss.

protected override void OnConnectionStatusUpdate(ConnectionStatusEventArgs connectionStatusUpdate)
{
    if(connectionStatusUpdate.Status == ConnectionStatus.Connected)
    {
       Print("Connected at " + DateTime.Now);
    }

   else if(connectionStatusUpdate.Status == ConnectionStatus.ConnectionLost)
   {
      Print("Connection lost at: " + DateTime.Now);
   }
}

protected override void OnBarUpdate()
{
    Print(CurrentBar + " OBU");
}

I look forward to being of further assistance.