ExitPosition

July 3rd, 2018, 06:33 AM

Hello to the forum,

Is there a way to automatically close existing positions when completing a strategy?
Ninjatrader support claims that is not possible !?

else if (State == State.Terminated)
{
// close position ==> does not work!?
if (Account.Name == "Sim" && Position.MarketPosition == MarketPosition.Long) {ExitLong ();}

// Ending Strategy ==> Stop and Target ==> works!
Close Strategy ("Long");
}

Many Thanks

July 12th, 2018, 12:27 AM

What do you mean by "completing a strategy? " What event would trigger your strategy to be complete?

July 12th, 2018, 01:39 PM

I mean, that I finish the strategy and I still have a position.
I would like to close this position automatically.

July 12th, 2018, 04:32 PM

Are you asking that the strategy should automatically exit your position at a certain time if still in?

July 13th, 2018, 02:23 AM

No, it is independent of time.
I close the strategy manually and want all orders and positions closed as well.

July 19th, 2018, 09:44 PM

Try something like this, I havent tested if this works or not but this is what I use to flatten my strategies.

Code

                            
else if (State == State.Terminated)         

{

    foreach(Order order in Orders) // This should cancel all orders that were made by the strategy

    {

    if( order != null && order.OrderState != OrderState.Filled)

        {

         base.CancelOrder(order);

        }    



    }



    // Or -  this cancels all pending orders on the account                                        



    Collection<Cbi.Instrument> instrumentsToCancel = new Collection<Instrument>(); 

    instrumentsToCancel.Add(this.Instrument);

    Account.CancelAllOrders(this.Instrument);





       // After all pending orders are canceled, now close all open orders

        if(IsLong()) ExitLong();    



        if(isShort()) ExitShort();    



}

Code

                            
    public bool IsShort()

        {

         return (Position.MarketPosition == MarketPosition.Short) ? true : false;

        }



     public bool IsLong()

        {

        return (Position.MarketPosition == MarketPosition.Long) ? true : false;

        }

July 23rd, 2018, 11:14 AM

Thanks for the hint!
For me, the proposed solution does not work ...
I have added the code; now also the position is closed

Code

                            
else if (State == State.Terminated)    

{

    // Cancel all pending Orders

    foreach (Order order in Orders)    

      {if (order != null && order.OrderState != OrderState.Filled)base.CancelOrder(order);}

                

    // Cancel Position

    Collection<Cbi.Instrument> instrumentsToCancel = new Collection<Instrument>();

    instrumentsToCancel.Add(this.Instrument);

    Account.CancelAllOrders(this.Instrument);

    Account.Flatten(instrumentsToCancel);   // !

}

ExitPosition

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ExitPosition