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Starting strategies with an open position?

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    Starting strategies with an open position?

    I'm trying to figure out why when I start a strategy it says there is a position entered and the unrealized PNL is fluctuating. When I shut everything down, I made sure that there were no open positions and had flattened everything. I also don't hear that orders have been filled. It seems like there is a "ghost" order. Is there any reason for this?

    Thanks.

    #2
    Your strategy always manages a virtual position that may or may not reflect your accounts actual position. When you start a strategy, it calculates historical what your strategy has done and its current state. This state may include an open position. If you want to sync your account and strategy position you can place an order into your account via the Control Center.

    Alternatively, you can include:

    if (Historical)
    return;

    So your strategy will not process on the historical data of your chart.
    RayNinjaTrader Customer Service

    Comment


      #3
      Originally posted by NinjaTrader_Ray View Post
      Your strategy always manages a virtual position that may or may not reflect your accounts actual position. When you start a strategy, it calculates historical what your strategy has done and its current state. This state may include an open position. If you want to sync your account and strategy position you can place an order into your account via the Control Center.

      Alternatively, you can include:

      if (Historical)
      return;

      So your strategy will not process on the historical data of your chart.
      Hi Ray, where do i add the if (Historical)
      return; code?

      Comment


        #4
        Hello jmahon,

        Thanks for your post.

        In NinjaTrader7, to prevent the historical data/trades from being processed you can have the code "return" if it processing historical data.

        In OnBarUpdate() you can add:

        if (Historical) return; // do not process your code below this line if historical

        Please note that this means you would not be able to run backtests in the strategy analyzer. You may want to create a user input that allows you to turn on or off historical trades by enabling (or not) the above code line.

        Reference: https://ninjatrader.com/support/help...historical.htm
        Paul H.NinjaTrader Customer Service

        Comment

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