DTorSwing:
In general:
NT7 built-in support for 24/7 strategies operations is limited:
My recommendation is to stay away from NT7 built-in support for 24/7 operations, and
implement a proprietary mechanism for Position & Trader-Management persistence:
Re. your existing strategy:
It would be much easier to discuss on Skype. Feel free to contact me via email (dom993trading "at" gmail "dot" com), and we can schedule a call.
In general:
NT7 built-in support for 24/7 strategies operations is limited:
- It assumes that a single strategy instance can trade a given instrument in a particular account – this excludes running multiple instances with different parameters, and also excludes running different strategies on the same instrument in a given account, as well as taking discretionary trades on that instrument in the account.
- It works only through normal situations – mismatch between strategy orders & account orders can lead to NT7 disabling the strategy if account orders can’t be cancelled within 40 seconds of restart, and mismatch between the strategy position & the account position are immediately reconciled using market orders, potentially ruining the P&L of such trade by taking entries at an unacceptable price.
My recommendation is to stay away from NT7 built-in support for 24/7 operations, and
implement a proprietary mechanism for Position & Trader-Management persistence:
- Each logical instance of a strategy is identified by a Logical Identifier aka “LiveId”,
- Each logical instance of a strategy keeps track its own Position & Trade-Management data using file storage tied to its LiveId
- OnTermination, all exit orders are cancelled, ensuring the position remains unchanged until next restart
- OnRestart, the strategy restores its logical Position to NT7 from the data on file, can either use the Trade-Management data on file or its own trade-management logic to restore exit orders, and takes appropriate action (strategy dependent) to resolve Position conflicts with the account.
Re. your existing strategy:
It would be much easier to discuss on Skype. Feel free to contact me via email (dom993trading "at" gmail "dot" com), and we can schedule a call.