Q about Options > Strategies > On connection loss = Recalculate

[zacwhitesi]

If a strategy is coded to ignore calculating during historical data processing (i.e. backtesting and historical trade data is Not available), will the Option setting 'On connection loss' = Recalculate still work correctly? Or, does NinjaTrader need historical calculations(trading data) from the strategy to function correctly? Thanks.

[NinjaTrader_Jim]

Hello Zec,

Thanks for opening the thread.

NinjaTrader processes historical data to calculate a strategy position so Recalculate will not calculate the strategy position if you are skipping historical data.

As a test, you could try the following with an increased number of entries per direction. After physically disconnecting and reconnecting, you can observe that the strategy opens a new position, and the Strategy Position in the Strategies tab of the Control Center reflects 1L with the Account reflecting 2L.

protected override void OnBarUpdate()
{
    if(State == State.Historical)
        return;

    if(Position.MarketPosition == MarketPosition.Flat)
        EnterLong(1);    
}

Let us know if you have any additional questions.