PositionAccount value on disabling strategy on playback account

[injatrader]

Hello

Found an issue with PositionAccount value on strategy termination.
My task is to detect if there is open position when strategy is being disabled.
My code is:

protected override void OnStateChange()
{
......

else if (State == State.Terminated)
{
CloseCurrentPosition();
}
}


......

private void CloseCurrentPosition()
{
Print("CloseCurrentPosition started");
if (!Simulation)
{
Print("PositionAccount="+PositionAccount.MarketPos ition.ToString());
Print("Position=" + Position.MarketPosition.ToString());

Step by step:
1)Do connect to Playback Connection
2)Open Chart, enable strategy
3)Move playback slider. After that I see on Strategies tab values 1L in Position and Acct. position column.


4)Disable Strategy


My question is, why do I see "PositionAccount=Flat" in the output while it was 1L before disabling strategy
Thank You.

[NinjaTrader_BrandonH]

Hello injatrader,

Thank you for your post.

After testing this on our end we were unable to reproduce the behavior you are seeing.

Please test the attached example script which uses the code snippet you provided along with printing the current strategy position and account position in OnExecutionUpdate and OnPositionUpdate. I have also attached a screenshot showing the results we received after testing the script using the Playback connection.

In the first image, we see that we are in a short position for both the strategy position and account position. After disabling the strategy, we see in the second attached image that our prints in the Output window are updating correctly and show that both positions are short .

Do you see the same behavior after testing the attached example script using the Playback connection?

Thanks in advance, I look forward to your reply.

[injatrader]

Hello injatrader,

Please test the attached example script

Where can I find attached script? I can see only 2 screenshots.

[NinjaTrader_BrandonH]

Hello injatrader,

Thank you for your note.

I had forgotten to attach the example script, please test the example script attached here.

Please let us know if we may assist further.

[injatrader]

Thank you
Found out, that the issue shows up only with specific Historical Fill Configuration:

 if (State == State.SetDefaults)
{
Description = NinjaTrader.Custom.Resource.NinjaScriptStrategyDes criptionSampleMACrossOver;
Name = "SampleMACrossoverMod";
Fast = 10;
Slow = 25;
// This strategy has been designed to take advantage of performance gains in Strategy Analyzer optimizations
// See the Help Guide for additional information
IsInstantiatedOnEachOptimizationIteration = false;

[B]OrderFillResolution = OrderFillResolution.High;
OrderFillResolutionType = BarsPeriodType.Minute;
OrderFillResolutionValue = 1;[/B]
}