Unwanted mutual class access with several instances in parallel

[LeeDeForest]

Hello everyone,


as I switch from MetaTrader to NinjaTrader, I'm new to Object Oriented Programming. I have an issue which puzzles me currently and I run out of ideas to solve it by myself:


In my strategy there's a class which is intended to export trading data (e.g. entry and exit price and date etc.) in a CSV file:

internal class JournalData
        {
            private static string
                strSymbol,
                strPositionSize,
                strOrderOpen,
                strDateOpen,
                strDirection,
                strPriceOpen,
                strPriceStopLossInitial,
                strDateBreakeven,
                strDateClose,
                strPriceClose;

            public void WriteResults (string FileName)
            {
                FileInfo f = new FileInfo (NinjaTrader.Core.Globals.UserDataDir + FileName);

                StreamWriter w = f.AppendText();
                w.WriteLine (strSymbol+";"+strPositionSize+";"+strOrderOpen+";"+strDateOpen+";"+strDirection+";"+strPriceOpen+";"+strPriceStopLossInitial+";"+strDateBreakeven+";"+strDateClose+";"+strPriceClose);
                w.Close();
                
                // Reset variables for possible subsequent opening in opposite direction
                strSymbol = null;
                strPositionSize = null;
                strOrderOpen = null;
                strDateOpen = null;
                strDirection = null;
                strPriceOpen = null;
                strPriceStopLossInitial = null;
                strDateBreakeven = null;
                strDateClose = null;
                strPriceClose = null;        
            }
            
            public void SetOrderOpen (Order OrderOpen)
            {
                strSymbol = OrderOpen.Instrument.FullName;
                strPositionSize = OrderOpen.Quantity.ToString().Replace (".", ",");
                strOrderOpen = OrderOpen.OrderId;
                strDateOpen = OrderOpen.Time.ToString ("G", CultureInfo.CreateSpecificCulture ("de-DE"));
                strDirection = OrderOpen.OrderAction.ToString();
                strPriceOpen = OrderOpen.AverageFillPrice.ToString().Replace (".", ",");
            }
            
            public void SetPriceStopLossInitial (double Price)
            {
                if (String.IsNullOrEmpty (strPriceStopLossInitial))
                {
                     strPriceStopLossInitial = Price.ToString().Replace (".", ",");
                }
            }
            
            public void SetDateBreakeven()
            {
                 strDateBreakeven = DateTime.Now.ToString ("G", CultureInfo.CreateSpecificCulture ("de-DE"));
            }            
            
            public void SetOrderClose (Order OrderClose)
            {
                strDateClose = OrderClose.Time.ToString ("G", CultureInfo.CreateSpecificCulture ("de-DE"));
                strPriceClose = OrderClose.AverageFillPrice.ToString().Replace (".", ",");
            }
        }
        
        JournalData JournalDataTmp = new JournalData();

In NT8 there are several (e.g. 3...4) instances of this strategy trading different underlyings. As long as there's one position opend at a time the class works as expected. When several positions are opened in parallel there seems to be an interaction between these instances leading to values from underlying B appearing in data set of underlying A while most of underlying B's values are reset:

YM 09-18;1;448856229;06.07.2018 17:19:05;Buy;24451;2744,5;06.07.2018 17:35:00;06.07.2018 17:57:21;24452
;;;;;;;;06.07.2018 20:37:29;2761

I already defined the class as internal which seems to have no effect. How can I prevent this mutual access? Can anyone help me?


Thanks in advance,
Frederik

[NinjaTrader_AlanP]

Hello Frederik,

Thank you for your note.

Are all these strategies writing to the same file?

I look forward to your reply.

[LeeDeForest]

Hello Alan,


yes, these strategies write to the same file.


Sincerely,
Frederik

[NinjaTrader_AlanP]

Hello LeeDeForest,

If you write to separate files are you seeing the same issue?

I look forward to your reply.

[LeeDeForest]

Hi Alan,
thanks for your reply. I will figure that out and give feedback as soon as possible (this could take several days).



Frederik

[LeeDeForest]

Hi Alan,
I figured out that with using individual files the behaviour remains the same. In order to clarify this issue, I'd like to go into details. The following entries are written per line (i.e. per position):


strSymbol
strPositionSize
strOrderOpen
strDateOpen
strDirection
strPriceOpen
strPriceStopLossInitial
strDateBreakeven
strDateClose
strPriceClose


I hope the variable names explain their usage sufficiently.


Let's assume, position A is opened first then position B. When position A is closed while B remains open the values are written into the file via the method WriteResults(). Obviously the variables set by the method SetOrderOpen() contain values of position B (because this method is called by position B after the call by position A). After writing into the file all variables are reset. When position B is closed eventually, all variables are reset (i.e. null) despite those set via the method SetOrderClose() called before the call of WriteResults() by position B.


In my opinion it looks pretty much like both instances of the Strategy share the same variable / memory space. As I mentioned I am new to object oriented programming. Has this issue something to do with it?


Thanks in advance,
Frederik

[NinjaTrader_Jesse]

Hello LeeDeForest

In my opinion it looks pretty much like both instances of the Strategy share the same variable/memory space

You are correct about your statement in contrast to your sample specifically. You have used the modifier static on your variables.

private static string

This is a C# concept which we don't document in NinjaScript, but essentially you are creating one instance of that variable and each of the instances of that class would see it. Removing static will make the variables apply to the class instance level or be separate. You can search online for C# static for further information, there is a decent example in the following stackoverflow page: https://stackoverflow.com/a/10796792

Changing the variable to:

private string

would make the variable apply to each strategy individually and could then have separate values for each script.

If you see static used in C# examples online, please be hesitant to use that modifier in NinjaScript. Often static is used when using a console application in an example but generally is not used in NinjaScript unless you have a specific purpose to do so.



I look forward to being of further assistance.

[LeeDeForest]

Hello Jesse,


thanks for your reply. I will test that change next week and report the results.


Regards,
Frederik

[LeeDeForest]

Jesse, you're the man.
It works how desired even with three instances in parallel ;o)


Great job, thanks a lot!


Regards,

Frederik