Hang Over Strategy Position with 1S

[cincai]

Hi, currently, I am enables my strategy in real time.

However, I noticed that, I have 6 executed order :
1) Buy
2) Sell
3) Buy
4) Sell
5) Sell
6) Buy

And I only enables 1 strategy.

After 1 days, i come back and see. In my strategy Tab, the Column position become hang over with 1S.
I was curious why it was hand over there.
By right, It should enter flat state.

Please see my third picture i sent it here.
It was my "Order", "Execution" and "Strategies" tab.


For "Strategy" tab, it should be have 1S left over there, however I have disable it and able it again, so the 1S now become Flat.

Can i know why should still 1S there even I have all done entry order and close order.

[NinjaTrader_Jesse]

Hello cincai,

From the orders you mentioned there are two sell orders so that would be why there is a non flat state and from the images it looks like you had a stop fill and an exit fill which would put you in a short position.

Without knowing what logic was used it would be a guess why that may have happened. If you have a small sample of what logic you had used we could take a look to see if anything specific sticks out.

The suggestion for debugging this situation would be to re run the strategy using the playback connection to see if this can be regenerated. If so you can add prints to the script to identify how your conditions are executing over that timeframe to better understand the problem.

I look forward to being of further assistance.

[cincai]

Thanks for your suggestion.
I will print it and see from my place here.


However, I was wondering will it be because of sometimes the internet connection issues ??
Because I Run this in 1 day (I think got more than 24 hours)

And it only got 6 execution.

For example, sometime the internet connection is loss, and then it connect back and thus did not update the strategy position to be Flat.
Will it be this reason ??

[NinjaTrader_Jesse]

Hello cincai,

Internet issues may be related, if you did have a connection event at that time its possible that could relate to what you observed. With the comment in your image about 1 short the strategy was aware so it likely did that based on some conflicting logic, for example an exit being submitted at the same time a stop filled.

Using the playback would be a good first step to estimate if the strategy does that sometimes based on the logic. You can also view the log to check if the executions your strategy submitted live were in the middle of any exceptions or connection event times to better understand if that relates.


I look forward to being of further assistance.

[cincai]

OK,

I was curious, if the strategy is being in 1S position.

In my case, it is hang over there.

Then Can my strategy still continue to execute order (Likes Long/Short) ??

[NinjaTrader_Jesse]

Hello cincai,

If the strategy begins in a short position that would indicate that the strategy placed a trade to enter into a short position prior to starting live. If that now matches the account position then that would point toward logic creating that situation.

I couldn't answer if the strategy will continue, that largely depends on your logic and if its set up to handle a short side trade. In any case if the double sell was unexpected that would be the best area to start to investigate to make sure the sequence of orders matches your expectation.

I look forward to being of further assistance.

[cincai]

Hi, sry for interup again.

i finally meet the error again,

This is quite funny,
I started my strategy.

There are only 2 order executed :
1) Buy (Name : Buy)
2) Sell (Name : Exit Long1)

After it done, why the strategy position still remain 1L.

I have printed out and see what orde is taken,
And it only show 2 order which is what I mentioned in top.

Therefore, can i know is that anyway to solved this issues ??
Or
I can just ignore it ??

[NinjaTrader_Jesse]

Hello cincai,

You can use the strategies historical + realtime performance report to find out what orders were placed to see why that long position exists. If the position was unexpected then you need to work on your logic so it matches your expectation, an unexpected position is not something you should just ignore.

The strategy has a virtual position which includes its historical trades and realtime trades. You also have an account position which is separate from your strategies virtual position. If the strategy thinks you are 1 long but the account is flat then it would be out of sync. I cant see the color of the strategy name from your image but if it is yellow then you are now waiting to become flat so it can begin working realtime. If you are using a different start behavior it may just begin working out of sync.

I look forward to being of further assistance.

[cincai]

I will continue to catch that error again.

For your question (I cant see the color of the strategy name)
Answer : The color is green color.

[NinjaTrader_Jesse]

Hello cincai,

A green strategy indicates it is working, so based on the image you provided it is working in realtime out of sync with the account position. I would suggest reviewing the strategies historical and realtime performance report if you see that again so you can better understand what orders lead it that. You could then review the logic you made based on the report to make any changes needed.


I look forward to being of further assistance.