Strategies disconnect from current positions

[samish18]

This has happened a couple of times this week now - I have a couple of strategies running, they enter into positions and are holding those positions. Then I check back later in the day, and they have not exited the positions, but the strategies have "disconnected" from the positions they were in. I am still connected to ninjatrader and my live data feed, and my strategies look like they are still live (colored green and are labeled as connected), but the strategy position column for each of them is null. Why is this happening?

[NinjaTrader_Gaby]

Hello samish18,

Thank you for your post.

Can you provide more detail - are the positions still open, but the strategies position column is empty? Or are the positions closed and the strategy's position reflects that?

Are these strategies all being run on the same account and instrument?

[samish18]

Position is still open, but the strategies position column is empty. Strategies being run on ES or NQ

[NinjaTrader_Gaby]

Hello samish18,

Are there multiple strategies being run on the same account and instrument?

Or is just two strategies, 1 run on ES and 1 run on NQ?

[samish18]

Multiple strategies

[NinjaTrader_Gaby]

Hello samish18,

This behavior is expected when running multiple strategies on the same account and instrument.

Having multiple strategies running on the same instrument and account will likely cause the strategy instances position to not be in sync with the account position.

It is recommended to run these on separate accounts instead, to prevent unwanted account positions.

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

That said, if you comfortable with the strategy instances positions not being in sync with the account position you can run multiple strategies on the same account and instrument.

[samish18]

I have had strategies out of sync with the account before, this error is when the strategy is out of sync with a position it entered itself

[NinjaTrader_Gaby]

Hello,

This is expected - the strategy's position can become out of sync when you are running more than 1 strategy on the same account and instrument.

Are you able to replicate this behavior if you only run 1 strategy per instrument?

[samish18]

For months, I have not had this issue running multiple strategies on the same instrument: yes, the strategies were out of sync with the account, however is the strategy position column, it still showed the correct information. What is currently happening is that a strategy enters a trade (and the strategy position shows 1L for instance), then when I check back later, the strategy never exited out of that position, but the strategies position shows null, for all strategies

[NinjaTrader_Gaby]

Please send me your log and trace files so that I may look into what occurred.


You can do this by going to the Control Center-> Help-> Email Support


Ensuring 'Log and Trace Files' is checked will include these files. This is checked by default.


Please reference the following ticket number in the body of the email: Case Number: 04610043 ATTN Gaby