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

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

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

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

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

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;         }

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);   // ! }