The data of intraday margin in ExecutionUpdate(..) not correct.

[Danila]

Hi.

task: to get the data of the excess intraday margin at the closing of a position
used:

if(state == default) balance = 0.0;
if([B]state == history[/B])
{
        lock (Cbi.Account.All) myAccount = Cbi.Account.All.FirstOrDefault(a => a.Name == name);
        balance = myAccount.Get(AccountItem.ExcessIntradayMargin, Currency.UsDollar);
        Print("INIT::" + balance); //[B] when a strategy is started i get correct data.[/B]
}
override void [B]onBarUpdate[/B](...)
{

             balance = myAccount.Get(AccountItem.ExcessIntradayMargin, Currency.UsDollar);
             Print("TICK::" + balance); // [B]on each tick i get correct data.[/B]
}
override void [B]onExecutionUpdate[/B](...)
{
       if(Position.MarketPosition == MarketPosition[B].Flat[/B])
      {  
            balance = myAccount.Get(AccountItem.ExcessIntradayMargin, Currency.UsDollar);
            Print("EXEC::" + balance);// [B]here i get not correct data[/B]
     }
}

I am not getting the same data Excess intraday margin.
ps.
The difference between the expected and actual margin in executionUpdate(..) is different.
What does it mean and How to resolve it?

[NinjaTrader_Emily]

Hello Danila,

Thank you for your inquiry.

Execution events are different from Account events, so it is likely that OnExecutionUpdate() may not update at the same time as an Account Item update. That being said, there is a method, OnAccountItemUpdate(), that is called for each AccountItem update for the account the strategy is running on:

https://ninjatrader.com/support/helpGuides/nt8/onaccountitemupdate.htm

This method is also mentioned in the Tip from the AccountItem page in the help guide:

https://ninjatrader.com/support/helpGuides/nt8/accountitem.htm

I recommend using OnAccountItemUpdate() to get the updated AccountItem.ExcessIntradayMargin value.

Please let us know if we may be of further assistance.

[Danila]

Hi Emily.
Thanks for your answer. It helped to optimize my code.