Exit Strategy Position before Transition

[kevinenergy]

I've got a strategy that is semi automated with buttons on the chart. I want to see the historical performance, so it trades during historical processing. But I want the strategy to go flat before the transition to realtime.

I've tried exiting the position when State == Transition, but get the error message: "'SubmitOrderUnmanaged' method can't be called while strategy is in state 'Transition'."

What would be the correct way to make the strategy go flat before the transition to realtime?

[NinjaTrader_Emily]

Hello kevinenergy,

Thank you for your post.

You could set your strategy to exit any open position on the last historical bar before the strategy transitions to State.Realtime. You may identify the last historical bar as follows:

if (State == State.Historical && CurrentBar == Count - 2)
{
if (Position.MarketPosition != MarketPosition.Flat)
// SubmitOrderUnamanaged() to exit with an orderAction of Sell or BuyToCover Market order for the quantity of the open position and also CancelOrder() as needed for any working orders
}​

This should suit your needs so that you still get historical performance, and the strategy will also be flat once it reaches State.Realtime.

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

[kevinenergy]

How do I know whether any given bar in the sequence of BarUpdates is the last historical bar?

[NinjaTrader_Emily]

Hello kevinenergy,

Thank you for your reply.

The last historical bar is identified with the condition I provided:
if (State == State.Historical && CurrentBar == Count - 2)

When that condition is true, then it means OnBarUpdate() is being called on the last historical bar on the chart.

For more information regarding Count and CurrentBar, please see the help guide pages below:

• Count - https://ninjatrader.com/support/help.../nt8/count.htm
• CurrentBar - https://ninjatrader.com/support/help...currentbar.htm

Please feel free to reach out with any additional questions or concerns.

[kevinenergy]

This worked! thank you.