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| Version 7 Beta General Questions & Bug Reports Ask questions here and post bug reports. |
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Thread Tools | Display Modes |
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#1 |
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Senior Member
Join Date: Jan 2009
Posts: 584
Thanks: 2
Thanked 20 times in 12 posts
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Hello,
I am testing a multi-instrument strategy and I get all working correct, under the Control-Center positions tab I get the correct positions. 3L ZN 06-10 2S ZB 06-10 But when I go to the strategies tab, then the strategy in questions does not display the position for the second instrument. The unrealized is displayed correctly: Is this a known bug or do you need more info for investigation? regards Andreas P.S. Any plans to display the sum of unrealized for all instruments of a strategy?
Last edited by zweistein; 05-13-2010 at 12:08 PM.
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#2 |
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NinjaTrader Product Manager
Join Date: May 2007
Location: Denver, CO
Posts: 17,458
Thanks: 1
Thanked 106 times in 70 posts
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zweistein,
Was the position in your second instrument just a sync order position? Will need more information as to at what point in time the orders were submitted and filled in relation to the strategy starting time and strategy position. Also, thank you for the suggestion on combined PnL for a strategy.
Josh
NinjaTrader Customer Service |
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#3 |
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Senior Member
Join Date: May 2009
Location: Asia
Posts: 304
Thanks: 0
Thanked 9 times in 5 posts
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Zweistein and Josh,
I have the same problem. A NT7 strategy is attached that displays it. Try the ZB/ZN combo like Andreas did on minute bars, let it run for a while, and you will see what I (we) mean. If you set "Debug" to true in the Stratgey Editor dialog it will print TraceOrders (and some other things) to the Output window so you can see what is going on. |
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#4 |
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NinjaTrader Product Manager
Join Date: May 2007
Location: Denver, CO
Posts: 17,458
Thanks: 1
Thanked 106 times in 70 posts
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MXASJ,
I have ran your strategy for 10 minutes and no trades have been made. Please simplify down your strategy to just the bare essentials to demonstrate your issue. Thank you. I have attached a simple as possible reference that shows the strategy grid working for both instruments. Please test this on your end to establish the base case. Please run the strategy with ImmediatelySubmit. For your own strategy I suggest you check strategy vs account syncing beforehand. Likely you are just seeing a flat strategy position state, but since your account position was not in sync with your strategy position on startup you end up with Positions shown in the positions tab, but blank on the strategy tab.
Josh
NinjaTrader Customer Service |
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#5 |
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Senior Member
Join Date: May 2009
Location: Asia
Posts: 304
Thanks: 0
Thanked 9 times in 5 posts
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Here started without ImmediatelySubmit:
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#6 |
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NinjaTrader Product Manager
Join Date: May 2007
Location: Denver, CO
Posts: 17,458
Thanks: 1
Thanked 106 times in 70 posts
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MXASJ and zweistein,
I have further investigated and may have isolated what I believe is what you guys were seeing. Will send to development. Thanks. P.S. MXASJ, a yellow lined strategy means it hasn't started yet and is waiting for a sync. Are you sure this was submitted with ImmediatelySubmit as this would only happen with WaitUntilFlat. Regardless, I believe I have what you guys were looking at now.
Josh
NinjaTrader Customer Service |
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#7 |
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Senior Member
Join Date: May 2009
Location: Asia
Posts: 304
Thanks: 0
Thanked 9 times in 5 posts
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Here with Immediately Submit:
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#8 |
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Senior Member
Join Date: May 2009
Location: Asia
Posts: 304
Thanks: 0
Thanked 9 times in 5 posts
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OK you beat me to it. Let me know if ou need anything more from my end.
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#9 |
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Senior Member
Join Date: May 2009
Location: Asia
Posts: 304
Thanks: 0
Thanked 9 times in 5 posts
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Looks like you solved it in NT7b16. Thanks!
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#10 |
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NinjaTrader Product Manager
Join Date: May 2007
Location: Denver, CO
Posts: 17,458
Thanks: 1
Thanked 106 times in 70 posts
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MXASJ,
Great. Thank you for reporting back.
Josh
NinjaTrader Customer Service |
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