Position.MarketPosition==MarketPostion.Flat

[AgriTrdr]

Hi,

I have an unmanaged strategy where in the if statement have set to only trigger the criteria if Position.MarketPosition==MarketPostion.Flat, and it still triggers. I copied the strategy and put it in a managed approach and it works fine. Does this rule not work in unmanaged strategies?

Thanks,
AgriTrdr

[bltdavid]

... and it still triggers ...

"Inconceivable!"

I copied the strategy and put it in a managed approach and it works fine. Does this rule not work in unmanaged strategies?

It should work fine for both.

Got any example code you can upload?

[BartMan]

Did you enter the position through the strategy?
If you enter manually or from another strategy it is not seen

run this code to tell

PNLaccount = PositionAccount.GetUnrealizedProfitLoss(Performanc eUnit.Currency, Close[0]);
PNLposition = Position.GetUnrealizedProfitLoss(PerformanceUnit.C urrency, Close[0]);
Print(" PNLaccount="+PNLaccount+" Position PNLposition="+PNLposition);

My next post is on this subject related to Addon.

[AgriTrdr]

Thank you both for your replies. Here's the basic structure:

OnBarUpdate()
{
if (Time> 9:30)
{
Close[0] > VWAP
EnterLong();

Close[0] < VWAP
EnterShort();

else if (Position.MarketPosition==MarketPosition.Flat)
{
Close[0]>CurrentDayOpen
EnterLong();

Close[0]<CurrentDayOpen
EnterShort();
}
}

[NinjaTrader_ChelseaB]

Hello AgriTrdr,

Note, the Position does need time to update in OnPositionUpdate() after the order has filled.

I recommend you enable TraceOrders to see when the order is submitted. Print the marketPosition in OnPositionUpdate(). Then print the Position.MarketPosition in OnBarUpdate before the condition that uses this to confirm what this value is.

https://ninjatrader.com/support/forum/forum/ninjatrader-7/strategy-development-aa/99209-date-conditions-not-working?p=791121#post791121

[AgriTrdr]

Hi ChelseaB,

I do have prints throughout the strategy so it is letting me know this condition is not picking up. I also have another set with prints if (Position.MarketPosition==MarketPosition.Long) and if (Position.MarketPosition==MarketPosition.Short) with prints and that's not printing in the unmanaged approach but is printing in the managed approach.

You've recommended to "Print the marketPosition in OnPositionUpdate()". A couple questions regarding that:

1. Should OnPositionUpdate() be after OnBarUpdate?
2. Do you've an example or should I copy the entire condition that uses (Position.MarketPosition==MarketPosition.Long) into OnPositionUpdate()?

Thanks

[NinjaTrader_ChelseaB]

Hello AgriTrdr,

OnPositionUpdate is run when the position updates. This is not related to OnBarUpdate and is not guaranteed to be before or after.

You can use Position.MarketPosition in OnBarUpdate(), just know that this won't change in OnBarUpdate until the position updates and then the bar updates after.

If you have prints provide the output from your prints saved to a text file.

[bltdavid]

What is the Calculate setting for your strategy?

[AgriTrdr]

Hi bltdavid,

It's OnBarClose.

Thanks