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Old 05-13-2010, 12:05 PM   #1
zweistein
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Default multi-series 2nd instrument no position display

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?
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Old 05-13-2010, 01:03 PM   #2
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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.
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Old 05-13-2010, 08:42 PM   #3
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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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Old 05-14-2010, 08:39 AM   #4
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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.
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Old 05-14-2010, 09:05 AM   #5
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Here started without ImmediatelySubmit:
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Old 05-14-2010, 09:06 AM   #6
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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.
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Old 05-14-2010, 09:09 AM   #7
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Here with Immediately Submit:
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Old 05-14-2010, 09:09 AM   #8
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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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Old 05-20-2010, 10:51 PM   #9
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Looks like you solved it in NT7b16. Thanks!
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Old 05-21-2010, 08:24 AM   #10
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MXASJ,

Great. Thank you for reporting back.
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