NinjaTrader Crash Recovery

July 16th, 2010, 11:38 AM

TraderDJB

Right, that's the info displayed in the control panel tabs.

You will see an instance in cache (for want of a better word) for every enable/disable/enable cycle of each strategy, and GC does not clear it.

July 23rd, 2010, 11:02 AM

I've been trying to get to the list produced by the Strategy Analyzer in a similar fashion to no avail, as well as...

Quoting

// There is only 1 in this.Strategies, so this doesn't work...
//foreach (StrategyBase strategy in this.Strategies)
//{
// Strategy.Print("Profit Factor: " + strategy.Performance.AllTrades.TradesPerformance.ProfitFactor);
//}

Have you had any success in this?

August 18th, 2010, 05:26 PM

TraderDJB

Update: I have successfully accessed from within the strategy the global values that are listed in the Executions, Positions, and Accounts tabs using this code:

Code

// To access Executions or Accounts, replace "Positions" with the appropriate change.
                Print("Positions: " + Account.Positions.Count);
                System.Collections.IEnumerator Test = Account.Positions.GetEnumerator();
                for (int i = 0; i < Account.Positions.Count; i++)
                {
                    Test.MoveNext();
                    Print("Current" + Test.Current);
                }

It seems that the current status of the broker isn't kept into separate orders that the strategy placed but rather is the running sum. So, I'll have to have the strategy infer based on the current quantity and direction (long/short) where it is at then it will know for sure. Since it uses multiple orders of fixed sizes, it won't be hard to infer how many it has active to match the broker position.

It still doesn't solve how to recreate the IOrder... but I suppose the strategy doesn't need to, it could keep track at that point by something else instead of IOrder == null...... more updates to come.

Interesting thread and it's something that has been on my mind as I've been trying to learn NT7 over the last few weeks. This stuff is important not just for crash handling but in the event of power failure/etc too where you want to resume the trade. After NT7 restarts after a crash/reboot, will the strategy remain in the Strategies tab and be checked Enabled?

Bear in mind I'm still new to NT and maybe this is new to NT7 also but I can see Account.Orders in there which is an OrderCollection. Give that you know already (or at least you should!) what the order signal name is for a given strategy you should be able to query each order in the collection, match its status and signal name to retrieve it.

In this code example I'm just guessing that you can cast to IOrder from the OrderCollection. When I did backtesting using the following code I found the count was always 0, which I suppose is understandable for a backtest, but it didn't really answer my question properly. Maybe someone with a live trading account can give it a shot?

Code

System.Collections.IEnumerator Test = Account.Orders.GetEnumerator();
                for (int i = 0; i < Account.Orders.Count; i++)
                {
                    IOrder TestOrder = (IOrder) Test.Current;
                    Print("Current " + Test.Current);
                    Test.MoveNext();
                }

Aside from that I'm being careful to avoid any loose-hanging variables that are set on the fly that would need to be re-filled during the OnStartUp() after you've got the orders back out of the collection. And personally I don't really like that practice anyway.

NinjaTrader Crash Recovery

Discussion in NinjaTrader

NinjaTrader Crash Recovery